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The class of totally balanced games is a class of transferable-utility coalitional games providing important models of cooperative behavior used in mathematical economics. They coincide with market games of Shapley and Shubik and every…
In this paper we prove a version of the Fountain Theorem for a class of nonsmooth functionals that are sum of a $C^1$ functional and a convex lower semicontinuous functional, and also a version of a theorem due to Heinz for this class of…
A new solution concept for two-player zero-sum matrix games with multi-dimensional payoff is introduced. It is based on extensions of vector orders in K-dimensional spaces to order relations in their power sets, so-called set relations, and…
Reeb spaces of continuous real-valued functions on topological spaces are fundamental and strong tools in investigating the spaces. The Reeb space is the natural quotient space of the space of the domain represented by connected components…
We consider centralized and distributed mirror descent algorithms over a finite-dimensional Hilbert space, and prove that the problem variables converge to an optimizer of a possibly nonsmooth function when the step sizes are square…
This paper presents a universal representation of symmetric (permutation-invariant) functions with multidimensional variable-size variables. These representations help justify approximation methods that aggregate information from each…
We study two-player zero-sum repeated games with incomplete information on one side, where the payoff function is tail measurable (and not necessarily the long-run average payoff). We show that the maxmin value equals the concavification of…
We present a general way of defining various reduction games on \omega\ which "represent" corresponding topologically defined classes of functions. In particular, we will show how to construct games for piecewise defined functions, for…
We study Min-Max affine approximants of a continuous convex or concave function $f:\Delta\subset \mathbb R^k\xrightarrow{} \mathbb R$ where $\Delta$ is a convex compact subset of $\mathbb R^k$. In the case when $\Delta$ is a simplex we…
Many emerging applications - such as adversarial training, AI alignment, and robust optimization - can be framed as zero-sum games between neural nets, with von Neumann-Nash equilibria (NE) capturing the desirable system behavior. While…
We study zero-sum games in the space of probability distributions over the Euclidean space $\mathbb{R}^d$ with entropy regularization, in the setting when the interaction function between the players is smooth and strongly convex-strongly…
We establish Maximum Principles which apply to vectorial approximate minimizers of the general integral functional of Calculus of Variations. Our main result is a version of the Convex Hull Property. The primary advance compared to results…
A complete classification of continuous, dually epi-translation invariant, and rotation equivariant valuations on convex functions is established. This characterizes the recently introduced functional Minkowski vectors, which naturally…
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…
The Shapley-Folkman theorem shows that Minkowski averages of uniformly bounded sets tend to be convex when the number of terms in the sum becomes much larger than the ambient dimension. In optimization, Aubin and Ekeland [1976] show that…
Differential games, in particular two-player sequential zero-sum games (a.k.a. minimax optimization), have been an important modeling tool in applied science and received renewed interest in machine learning due to many recent applications,…
We prove the almost equivalence of the minimax theorem and the strong duality theorem for a large class of games and conic programs. The previous fundamental results on the equivalence of linear programming and two-player zero-sum games…
Let $S=\sum_{i=1}^{+\infty}\lambda_{i}Z_{i}$ where the $Z_{i}$'s are i.d.d. positive with $\mathbb{E}\| Z\| ^{3}<+\infty$ and $(\lambda_{i})_{i\in\mathbb{N}}$ a positive nonincreasing sequence such that $\sum\lambda_{i}<+\infty$. We study…
Two different proofs for an inf-sup type representation formula (minimax formula) of the additive eigenvalues corresponding to first-order Hamilton-Jacobi equations are given for quasiconvex (level-set convex) Hamiltonians not necessarily…
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…