Related papers: Projected solution for Generalized Nash Games with…
In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper…
We address the problem of assessing the robustness of the equilibria in uncertain, multi-agent games. Specifically, we focus on generalized Nash equilibrium problems in aggregative form subject to linear coupling constraints affected by…
Motivated by Cournot models, this paper proposes novel models of the noncooperative and cooperative differential games with density constraints in infinite dimensions, where markets consist of infinite firms and demand dynamics are governed…
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…
With the proliferation of distributed generations, traditional passive consumers in distribution networks are evolving into "prosumers", which can both produce and consume energy. Energy trading with the main grid or between prosumers is…
In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…
This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…
This paper investigates the game theory of resource-allocation situations where the "first come, first serve" heuristic creates inequitable, asymmetric benefits to the players. Specifically, this problem is formulated as a Generalized Nash…
As demonstrated by Ratliff et al. (2014), inverse optimization can be used to recover the objective function parameters of players in multi-player Nash games. These games involve the optimization problems of multiple players in which the…
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.…
The problem of computing a common point that lies in the intersection of a finite number of closed convex sets, each known to one agent in a network, is studied. This issue, known as the distributed convex feasibility problem or the…
We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…
We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…
This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…
Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty. In incomplete markets, an appealing approach is to analyze…
Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…
An axiomatic characterization of Nash equilibrium is provided for games in normal form. The Nash equilibrium correspondence is shown to be fully characterized by four simple and intuitive axioms, two of which are inspired by contraction and…
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…
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…
We consider a scheduling game on parallel related machines, in which jobs try to minimize their completion time by choosing a machine to be processed on. Each machine uses an individual priority list to decide on the order according to…