Related papers: Decomposable Penalty Method for Generalized Game P…
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…
In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…
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…
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 paper, the problem of finding a generalized Nash equilibrium (GNE) of a networked game is studied. Players are only able to choose their decisions from a feasible action set. The feasible set is considered to be a private linear…
Multi-leader multi-follower games are a class of hierarchical games in which a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium…
When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…
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…
The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…
We consider a general decomposable convex optimization problem. By using right-hand side allocation technique, it can be transformed into a collection of small dimensional optimization problems. The master problem is a convex non-smooth…
We consider mixed-integer optimal control problems with combinatorial constraints that couple over time such as minimum dwell times. We analyze a lifting and decomposition approach into a mixed-integer optimal control problem without…
We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…
In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…
This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…
Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…
We propose a decentralized penalty method for general convex constrained multi-agent optimization problems. Each auxiliary penalized problem is solved approximately with a special parallel descent splitting method. The method can be…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
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…
This paper presents a general convergence theory of penalty based numerical methods for elliptic constrained inequality problems, including variational inequalities, hemivariational inequalities, and variational-hemivariational…