Related papers: Decomposable Penalty Method for Generalized Game P…
We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…
In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…
We analyse the computational complexity of finding Nash equilibria in simple stochastic multiplayer games. We show that restricting the search space to equilibria whose payoffs fall into a certain interval may lead to undecidability. In…
In this paper, we focus on modeling and analysis of demand-side management in a microgrid where agents utilize grid energy and a shared battery charged by renewable energy sources. We model the problem as a generalized stochastic dynamic…
We study balanced solutions for network bargaining games with general capacities, where agents can participate in a fixed but arbitrary number of contracts. We provide the first polynomial time algorithm for computing balanced solutions for…
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the…
Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…
Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…
We consider generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate of a payoff-based approach intended to learn a variational…
In strategic games such as the prisoner's dilemma, allowing players to make binding offers of utility transfers before play has been shown to alter incentives and potentially support cooperative outcomes. These preplay exchange mechanisms…
A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau-Yosida…
We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…
Coordination in multiplayer games enables players to avoid the lose-lose outcome that often arises at Nash equilibria. However, designing a coordination mechanism typically requires the consideration of the joint actions of all players,…
Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…
The Nash Equilibrium (NE), one of the elegant and fundamental concepts in game theory, plays a crucial part within various fields, including engineering and computer science. However, efficiently computing an NE in normal-form games remains…
This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…
As demonstrated by Ratliff et al. (2014), inverse optimization can be used to recover the objective function parameters of players in multi-player Nash games. These games involve the optimization problems of multiple players in which the…
We consider a class of extended mean field games with common noises, where there exists a strictly terminal constraint. We solve the problem by reducing it to an unconstrained control problem by adding a penalized term in the cost…
We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a…
In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…