Related papers: Rational Generalized Nash Equilibrium Problems
We describe a new complete algorithm for computing Nash equilibrium in multiplayer general-sum games, based on a quadratically-constrained feasibility program formulation. We demonstrate that the algorithm runs significantly faster than the…
Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…
In this paper we present optimization problems with biconvex objective function and linear constraints such that the set of global minima of the optimization problems is the same as the set of Nash equilibria of a n-player general-sum…
Sensor network localization (SNL) problems require determining the physical coordinates of all sensors in a network. This process relies on the global coordinates of anchors and the available measurements between non-anchor and anchor…
It is known that the generalized Nash equilibrium problem can be reformulated as a quasivariational inequality. Our aim in this work is to introduce a variational approach to study the existence of solutions for generalized ordinal Nash…
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…
This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…
Dynamic games can be an effective approach for modeling interactive behavior between multiple competitive agents in autonomous racing and they provide a theoretical framework for simultaneous prediction and control in such scenarios. In…
In this letter, we study distributed optimization and Nash equilibrium-seeking dynamics from a contraction theoretic perspective. Our first result is a novel bound on the logarithmic norm of saddle matrices. Second, for distributed gradient…
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…
Games of ordered preference (GOOPs) model multi-player equilibrium problems in which each player maintains a distinct hierarchy of strictly prioritized objectives. Existing approaches solve GOOPs by deriving and enforcing the necessary…
We consider the problem of approximating Nash equilibria of $N$ functions $f_1,\dots, f_N$ of $N$ variables. In particular, we deduce conditions under which systems of the form $$ \dot u_j(t)=-\nabla_{x_j}f_j(u(t)) $$ $(j=1,\dots, N)$ are…
This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…
The equilibrium selection problem in the variational Generalized Nash Equilibrium Problem (v-GNEP) has been reported as an optimization problem defined over the solution set of v-GNEP, called in this paper the lower-level v-GNEP. However,…
We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…
The equilibrium selection problem in the generalized Nash equilibrium problem (GNEP) has recently been studied as an optimization problem, defined over the set of all variational equilibria achievable through a lower-level non-cooperative…
The generalized Nash equilibrium problems play a significant role in modeling and analyzing several complex economics problems. In this work, we consider jointly convex generalized Nash games which were introduced by Rosen. We study two…
We consider an extension of a noncooperative game problem where players have joint binding constraints. In this case, justification of a generalized equilibrium point needs a reasonable mechanism for attaining this state. We suggest to…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
A Nash equilibrium has become important solution concept for analyzing the decision making in Game theory. In this paper, we consider the problem of computing Nash equilibria of a subclass of generic finite normal form games. We define…