Related papers: Rational Generalized Nash Equilibrium Problems
This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…
Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…
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, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…
We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…
This paper studies bilevel polynomial optimization problems. To solve them, we give a method based on polynomial optimization relaxations. Each relaxation is obtained from the Kurash-Kuhn-Tucker (KKT) conditions for the lower level…
Natural and political disasters, including earthquakes, hurricanes, and tsunamis, but also migration and refugees crisis, need quick and coordinated responses in order to support vulnerable populations. In such disasters, nongovernmental…
In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…
We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…
This paper proposes the first fully distributed algorithm for finding the Generalized Nash Equilibrium (GNE) of a non-cooperative game with shared coupling constraints and general cost coupling at a user-prescribed finite time T. As a…
We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games includes the important case of games with mixed-integer variables for which only a few…
Any individual's preference represents his choice in the set of available options. It is said to be complete if the person can compare any pair of available options. We aim to initiate the notion of projected solutions for the generalized…
NashOpt is an open-source Python library for computing and designing generalized Nash equilibria (GNEs) in noncooperative games with shared constraints and real-valued decision variables. The library exploits the joint Karush-Kuhn-Tucker…
In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend…
In this work, we focus on the concept of projected solutions for generalized Nash equilibrium problems. We present new existence results by considering sets of strategies that are not necessarily compact. The relationship between projected…
Save for some special cases, current training methods for Generative Adversarial Networks (GANs) are at best guaranteed to converge to a `local Nash equilibrium` (LNE). Such LNEs, however, can be arbitrarily far from an actual Nash…
Generalized Nash Equilibrium Problems (GNEPs) arise in many applications, including non-cooperative multi-agent control problems. Although many methods exist for finding generalized Nash equilibria, most of them rely on assuming knowledge…
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…
Generalized Nash equilibrium (GNE) problems are commonly used to model strategic interactions between self-interested agents who are coupled in cost and constraints. Specifically, the variational GNE, a refinement of the GNE, is often…