Related papers: Time-Dependent Generalized Nash Equilibrium Proble…
In this paper, we firstly prove the existence of the equilibrium for the generalized abstract economy. We apply these results to show the existence of solutions for systems of vector quasi-equilibrium problems with multivalued trifunctions.…
In this paper, we first provide a simple variational proof of the existence of Nash equilibrium in Hilbert spaces by using optimality conditions in convex minimization and Schauder's fixed-point theorem. Then applications of convex analysis…
This paper studies generalized Nash equilibrium problems that are given by rational functions. The optimization problems are not assumed to be convex. Rational expressions for Lagrange multipliers and feasible extensions of KKT points are…
The Generalized Nash Equilibrium Problem refers to the question of the existence of a Nash equilibrium in an abstract economy. This model is due to Kenneth J. Arrow and Gerard Debreu in their pioneering work from 1954. An abstract economy…
We present a new proof for the existence of a Nash equilibrium, which involves no fixed point theorem. The self-contained proof consists of two parts. The first part introduces the notions of root function and pre-equilibrium. The second…
We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…
We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…
A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…
In this paper we present an averaging technique applicable to the design of zeroth-order Nash equilibrium seeking algorithms. First, we propose a multi-timescale discrete-time averaging theorem that requires only that the equilibrium is…
We study generalized Nash equilibrium problems (GNEPs) such that objectives are polynomial functions, and each player's constraints are linear in their own strategy. For such GNEPs, the KKT sets can be represented as unions of simpler sets…
We establish the existence of fixed points for set-valued maps defined on metric spaces and satisfying a pointwise or a local version of Banach's contraction property. As an application, we demonstrate the existence of Nash equilibrium in a…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
For generalized Nash equilibrium problems (GNEP) with shared constraints we focus on the notion of normalized Nash equilibrium in the nonconvex setting. The property of nondegeneracy for normalized Nash equilibria is introduced.…
We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…
Unlike convex case, a local equilibrium point of a nonconvex Nash-Cournot oligopolistic equilibrium problem may not be a global one. Finding such a local equilibrium point or even a stationary point of this problem is not an easy task. This…
We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is…
In this paper, we study the existence of solutions for generalized vector quasi-equilibrium problems. Firstly, we prove that in the case of Banach spaces, the assumptions of continuity over correspondences can be weakened. The theoretical…
We consider continuous-time equilibrium seeking in monotone aggregative games with coupling constraints. We propose semi-decentralized integral dynamics and prove their global convergence to a variational generalized aggregative or Nash…
Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…
In this note, we study a class of deterministic finite-horizon linear-quadratic difference games with coupled affine inequality constraints involving both state and control variables. We show that the necessary conditions for the existence…