Related papers: A Warped Resolvent Algorithm to Construct Nash Equ…
We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve…
In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our work is inspired by recent deterministic operator splitting…
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…
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…
We observe that a significant class of Nash equilibrium problems in non-potential games can be associated with monotone inclusion problems. We propose splitting techniques to solve such problems and establish their convergence. Applications…
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…
A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…
In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…
Resolvents of set-valued operators play a central role in various branches of mathematics and in particular in the design and the analysis of splitting algorithms for solving monotone inclusions. We propose a generalization of this notion,…
The purpose of this paper is to develop a numerical method for finding an equilibrium point in a model, in which the loss function of each object (subject) is described by a convex function with respect to one of its variables. Such models…
This paper studies Nash equilibrium problems that are given by polynomial functions. We formulate efficient polynomial optimization problems for computing Nash equilibria. The Lasserre type Moment-SOS relaxations are used to solve them.…
Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…
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…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…
In this paper, under the monotonicity of pairs of operators, we propose some Generalized Proximal Point Algorithms to solve non-monotone inclusions using warped resolvents and transformed resolvents. The weak, strong, and linear convergence…
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…
We propose an algorithm to solve quasi-variational inequality problems, based on the Dantzig-Wolfe decomposition paradigm. Our approach solves in the subproblems variational inequalities, which is a simpler problem, while restricting…
In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…