Related papers: On fixed point approach to equilibrium problem
We consider the computation of an equilibrium of a stochastic Nash equilibrium problem, where the player objectives are assumed to be $L_0$-Lipschitz continuous and convex given rival decisions with convex and closed player-specific…
We study the fixed point problem for a system of multivariate operators that are coordinate-wise monotone (i.e., nondecreasing or nonincreasing in each of the variables, independently), in the setting of quasi-ordered sets. We show that…
We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize…
In this paper, we introduce a new modified Ishikawa iteration for finding a common element of the set of solutions of an equilibrium problem and the set of fixed points of relatively nonexpansive mappings in a Banach space. Our results…
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…
In this paper, we study the existence of fixed points for mappings defined on complete (compact) metric space (X, d) satisfying a general contractive (contraction) inequality depended on another function. These conditions are analogous to…
We study the equilibrium problem on general Riemannian manifolds. The results on existence of solutions and on the convex structure of the solution set are established. Our approach consists in relating the equilibrium problem to a suitable…
The paper discusses the conditions for the existence of fixed points of multivalued mappings that are not based on the linear structure of the set. The descriptions for the sets of fixed points for mappings with closed graph in compact…
Several results concerning existence of solutions of a quasiequilibrium problem defined on a finite dimensional space are established. The proof of the first result is based on a Michael selection theorem for lower semicontinuous set-valued…
In this paper, we first provide a simple variational proof of the existence of Nash equilibrium in Hilbert spaces by using optimality conditions in convex minimization and Schauder's fixed-point theorem. Then applications of convex analysis…
The design of fixed point algorithms is at the heart of monotone operator theory, convex analysis, and of many modern optimization problems arising in machine learning and control. This tutorial reviews recent advances in understanding the…
In this paper, we introduce an iterative process which converges strongly to a common element of sets of solutions of finite family of generalized equilibrium problems, sets of fixed points of finite family of continuous relatively…
Standard Markovian optimal stopping problems are consistent in the sense that the first entrance time into the stopping set is optimal for each initial state of the process. Clearly, the usual concept of optimality cannot in a…
The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…
We prove an existence result for the time-dependent generalized Nash equilibrium problem under generalized convexity using a fixed point theorem. Furthermore, an application to the dynamic abstract economy is considered.
Using the fixed point alternative theorem we establish the orthogonal stability of quadratic functional equation of Pexider type $f(x+y)+g(x-y)=h(x)+k(y)$, where $f, g, h, k$ are mappings from a symmetric orthogonality space to a Banach…
We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is…
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…
Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…
In this paper, we study a new iterative method for finding the fixed point of a weak Bregman relatively nonexpansive mapping and the set of solutions of generalized mixed equilibrium problems in Banach spaces.