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This paper concerns the generalized Nash equilibrium problem of polynomials (GNEPP). We apply the Gauss-Seidel method and Lasserre type Moment-SOS relaxations to solve GNEPPs. The convergence of the Gauss-Seidel method is known for some…

Optimization and Control · Mathematics 2020-09-08 Jiawang Nie , Xindong Tang , Lingling Xu

Isogeometric analysis is a recently developed computational approach that integrates finite element analysis directly into design described by non-uniform rational B-splines (NURBS). In this paper we show that price surfaces that occur in…

Computational Finance · Quantitative Finance 2019-10-02 Jan Pospíšil , Vladimír Švígler

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…

Machine Learning · Computer Science 2024-10-04 Sarah Sachs , Hedi Hadiji , Tim van Erven , Mathias Staudigl

In this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensus-based designs, we present a distributed algorithm with a…

Optimization and Control · Mathematics 2022-04-19 Yutao Tang , Peng Yi , Yanqiong Zhang , Dawei Liu

This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…

Optimization and Control · Mathematics 2025-06-13 Otacilio B. L. Neto , Michela Mulas , Francesco Corona

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

We study the performance of approximate Nash equilibria for linear congestion games. We consider how much the price of anarchy worsens and how much the price of stability improves as a function of the approximation factor $\epsilon$. We…

Computer Science and Game Theory · Computer Science 2008-12-18 George Christodoulou , Elias Koutsoupias , Paul Spirakis

We consider the problem of locating a facility to serve a set of agents located along a line. The Nash welfare objective function, defined as the product of the agents' utilities, is known to provide a compromise between fairness and…

Computer Science and Game Theory · Computer Science 2023-10-09 Alexander Lam , Haris Aziz , Toby Walsh

This paper studies the Nash equilibrium seeking problem for stochastic games under heavy-tailed noise. The gradient noise is considered to have a finite $\delta$-th moment ($1<\delta\le 2$), which generalizes the Gaussian noise and covers…

Optimization and Control · Mathematics 2026-05-04 Chao Sun , Huiming Zhang , Bo Chen , Jianzheng Wang , Zheming Wang , Li Yu

The last decade has seen a revival of interest in pebble games in the context of proof complexity. Pebbling has proven a useful tool for studying resolution-based proof systems when comparing the strength of different subsystems, showing…

Computational Complexity · Computer Science 2015-03-13 Jakob Nordström

We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…

Optimization and Control · Mathematics 2025-05-08 Barbara Franci , Filippo Fabiani , Alberto Bemporad

A truthful mechanism for a Bayesian single-item auction results with some ex-ante revenue for the seller, and some ex-ante total surplus for the buyers. We study the Pareto frontier of the set of seller-buyers ex-ante utilities, generated…

Computer Science and Game Theory · Computer Science 2026-02-13 Moshe Babaioff , Sijin Chen , Zhaohua Chen , Yiding Feng

Recent studies on disparate impact in machine learning applications have sparked a debate around the concept of fairness along with attempts to formalize its different criteria. Many of these approaches focus on reducing prediction errors…

Computers and Society · Computer Science 2018-10-22 Ansh Patel

Reinforcement learning has been shown to be an effective strategy for automatically training policies for challenging control problems. Focusing on non-cooperative multi-agent systems, we propose a novel reinforcement learning framework for…

Computer Science and Game Theory · Computer Science 2022-06-08 Kishor Jothimurugan , Suguman Bansal , Osbert Bastani , Rajeev Alur

We consider the problem of maximizing the Nash social welfare when allocating a set $\mathcal{G}$ of indivisible goods to a set $\mathcal{N}$ of agents. We study instances, in which all agents have 2-value additive valuations: The value of…

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

In recent years, the nuclear norm minimization (NNM) problem has been attracting much attention in computer vision and machine learning. The NNM problem is capitalized on its convexity and it can be solved efficiently. The standard nuclear…

Computer Vision and Pattern Recognition · Computer Science 2014-05-26 Qi Xie , Deyu Meng , Shuhang Gu , Lei Zhang , Wangmeng Zuo , Xiangchu Feng , Zongben Xu

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…

Optimization and Control · Mathematics 2023-10-25 Tatiana Tatarenko , Angelia Nedich

We generalize Rock Paper Scissors to complete directed graphs, or tournaments, on $n$ vertices. Properties of the mixed-strategy Nash equilibria of these tournaments are discussed, particularly those with Nash equilibria where all of the…

Combinatorics · Mathematics 2024-10-18 Adrian Thananopavarn
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