English
Related papers

Related papers: Time-Dependent Generalized Nash Equilibrium Proble…

200 papers

Since the seminal work by Meirowitz, there has been growing attention on the existence and uniqueness of continuous Bayesian Nash equilibria. In the existing literature, existence is typically established using Schauder's fixed-point…

Optimization and Control · Mathematics 2026-05-06 Ziheng Su , Huifu Xu

This work investigates the existence and uniqueness of the Nash equilibrium (solutions to competitive problems in which individual controls aim at separate desired states) for a bi-objective optimal control problem governed by a fractional…

Optimization and Control · Mathematics 2025-12-09 Kedarnath Buda , B. V. Rathish Kumar , Anil Rathi

This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…

Computer Science and Game Theory · Computer Science 2022-03-04 Jong Gwang Kim

In the present work we deal with set-valued equilibrium problems for which we provide sufficient conditions for the existence of a solution. The conditions that we consider are imposed not on the whole domain, but rather on a self…

Functional Analysis · Mathematics 2014-05-12 Szilárd László , Adrian Viorel

We reformulate and generalize the uniqueness and existence proofs of time-dependent density-functional theory. The central idea is to restate the fundamental one-to-one correspondence between densities and potentials as a global fixed point…

Materials Science · Physics 2011-06-20 Michael Ruggenthaler , Robert van Leeuwen

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu

In this work, we focus on the concept of projected solutions for generalized Nash equilibrium problems. We present new existence results by considering sets of strategies that are not necessarily compact. The relationship between projected…

Optimization and Control · Mathematics 2023-07-26 Calderón Carlos , Cotrina John

Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…

Optimization and Control · Mathematics 2023-10-03 Stuart Harwood , Francisco Trespalacios , Dimitri Papageorgiou , Kevin Furman

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Suad Krilašević , Sergio Grammatico

We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is…

Optimization and Control · Mathematics 2021-05-07 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

In this paper, a general hybrid fixed point theorem for the contractive mappings in generalized Banach spaces is proved via measure of weak non-compactness and it is further applied to fractional integral equations for proving the existence…

Functional Analysis · Mathematics 2024-01-17 Aref Jeribi , Najib Kaddachi , Zahra Laouar

We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize…

Optimization and Control · Mathematics 2022-06-24 Mattia Bianchi , Sergio Grammatico

We study a Q-tensor problem modeling the dynamic of nematic liquid crystals in 3D domains. The system consists of the Navier-Stokes equations, with an extra stress tensor depending on the elastic forces of the liquid crystal, coupled with…

Analysis of PDEs · Mathematics 2018-05-08 Blanca Climent-Ezquerra , Francisco Guillén-González

We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Angelia Nedić , Sergio Grammatico

This paper presents an exact penalization theory of the generalized Nash equilibrium problem (GNEP) that has its origin from the renowned Arrow-Debreu general economic equilibrium model. While the latter model is the foundation of much of…

Computer Science and Game Theory · Computer Science 2018-12-04 Qin Ba , Jong-Shi Pang

In this paper, we propose an equilibrium-seeking algorithm for finding generalized Nash equilibria of non-cooperative monotone convex quadratic games. Specifically, we recast the Nash equilibrium-seeking problem as variational inequality…

Optimization and Control · Mathematics 2024-03-21 Bingqi Liu , Dominic Liao-McPherson

This paper considers the equilibrium-free stability and performance analysis of discrete-time nonlinear systems. We consider two types of equilibrium-free notions. Namely, the universal shifted concept, which considers stability and…

Systems and Control · Electrical Eng. & Systems 2024-02-16 Patrick J. W. Koelewijn , Siep Weiland , Roland Tóth

We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.

Pricing of Securities · Quantitative Finance 2008-12-02 V. Filipe Martins-da-Rocha , Frank Riedel

In this note we are interested in a relevant generalized Nash equilibrium problem, which was proposed by Rosen in 1965. An existence result is established in the general setting of quasiconvexity, which is independent from the one given by…

Optimization and Control · Mathematics 2022-01-13 Orestes Bueno , Carlos Calderon , John Cotrina

We show the direct applicability of the Brouwer fixed point theorem for the existence of equilibrium points and periodic solutions for differential systems on general domains satisfying geometric conditions at the boundary. We develop a…

Classical Analysis and ODEs · Mathematics 2022-03-03 Guglielmo Feltrin , Fabio Zanolin