Related papers: Generalized Nash equilibrium problems with quasi-l…
Generalized Nash equilibrium problems (GNEPs) arise in various applications where multiple players minimize individual cost functions subject to coupled constraints. A relatively unexplored approach to solving such problems is via a…
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…
Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…
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…
For generalized Nash equilibrium problems (GNEP) with shared constraints we focus on the notion of normalized Nash equilibrium in the nonconvex setting. The property of nondegeneracy for normalized Nash equilibria is introduced.…
We introduce the use of generative adversarial learning to compute equilibria in general game-theoretic settings, specifically the generalized Nash equilibrium (GNE) in pseudo-games, and its specific instantiation as the competitive…
In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…
Dynamic games can be an effective approach to modeling interactive behavior between multiple non-cooperative agents and they provide a theoretical framework for simultaneous prediction and control in such scenarios. In this work, we propose…
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…
In this note, we study a class of deterministic finite-horizon linear-quadratic difference games with coupled affine inequality constraints involving both state and control variables. We show that the necessary conditions for the existence…
We consider the stochastic generalized Nash equilibrium problem (SGNEP) with joint feasibility constraints and expected-value cost functions. We propose a distributed stochastic projected reflected gradient algorithm and show its almost…
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.
We study connections between optimistic bilevel programming problems and Generalized Nash Equilibrium Problems (GNEP)s. We remark that, when addressing bilevel problems, we consider the general case in which the lower level program is not…
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…
This paper is devoted to studying the stability properties of the Karush-Kuhn-Tucker (KKT) solution mapping $S_{\rm KKT}$ for Nash equilibrium problems (NEPs) with canonical perturbations. Firstly, we obtain an exact characterization of the…
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…
In the nonzero-sum setting, we establish a connection between Nash equilibria in games of optimal stopping (Dynkin games) and generalised Nash equilibrium problems (GNEP). In the Dynkin game this reveals novel equilibria of threshold type…
We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…
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…
We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…