Related papers: Quasi-Equilibrium Problems with Non-self Constrain…
We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…
We consider the method of quasi-solutions (also referred to as Ivanov regularization) for the regularization of linear ill-posed problems in non-reflexive Banach spaces. Using the equivalence to a metric projection onto the image of the…
We attempt to provide an algorithm for approximating a solution of the quasiconvex equilibrium problem that was proved to exist by K. Fan 1972. The proposed algorithm is an iterative procedure, where the search direction at each iteration…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
For a mean field game model with a major and infinite minor players, we characterize a notion of Nash equilibrium via a system of so-called master equations, namely a system of nonlinear transport equations in the space of measures. Then,…
Construction of optimal deformations is one of the long standing problems of computational mathematics. We consider the problem of computing quasi-isometric deformations with minimal possible quasi-isometry constant (global estimate for…
In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…
We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The proposed model can be viewed as a zero-sum game between a…
In this paper, we apply the hierarchical strategy to a semilinear weakly degenerate parabolic equation involving a gradient term. We use the Stackelberg-Nash strategy with one leader which tries to drive the solution to zero and two…
We study the convergence of specific inexact alternating projections for two non-convex sets in a Euclidean space. The $\sigma$-quasioptimal metric projection ($\sigma \geq 1$) of a point $x$ onto a set $A$ consists of points in $A$ the…
We analyze the systemic risk for disjoint and overlapping groups (e.g., central clearing counterparties (CCP)) by proposing new models with realistic game features. Specifically, we generalize the systemic risk measure proposed in [F.…
Characterizations of Nash equilibrium, correlated equilibrium, and rationalizability in terms of common knowledge of rationality are well known. Analogous characterizations of sequential equilibrium, (trembling hand) perfect equilibrium,…
This paper studies the feedback stabilization of abstract Cauchy problems with unbounded output operators by finite-dimensional controllers. Both necessary conditions and sufficient conditions for feedback stabilizability are presented. The…
We introduce a novel artificial compressibility technique to approximate the incompressible Navier-Stokes equations with variable fluid properties such as density and dynamical viscosity. The proposed scheme used the couple pressure and…
In this note we investigate stochastic Nash equilibrium problems by means of monotone variational inequalities in probabilistic Lebesgue spaces. We apply our approach to a class of oligopolistic market equilibrium problems where the data…
The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established…
Equilibrium thermodynamic laws are typically applied to horizons in general relativity without stating the conditions that bring them into equilibrium. We fill this gap by applying a new thermodynamic interpretation to a generalized…
The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…
An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…
In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…