Related papers: Non-Monotone Variational Inequalities
In this paper, we introduce new implicit and explicit iterative schemes which converge strongly to a unique solution of variational inequality problems for strongly accretive operators over a common fixed point set of finite family of…
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…
The objective of this paper is to introduce and study a complicated nonlinear system, called coupled variational-hemivariational inequalities, which is described by a highly nonlinear coupled system of inequalities on Banach spaces. We…
We study the complexity of deciding the existence of mixed equilibria for minimization games where players use valuations other than expectation to evaluate their costs. We consider risk-averse players seeking to minimize the sum…
We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an…
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…
We consider a class of parabolic stochastic partial differential equations featuring an antimonotone nonlinearity. The existence of unique maximal and minimal variational solutions is proved via a fixed-point argument for nondecreasing…
We introduce the notions of weakly *-concave and weakly naturally quasi-concave correspondence and prove fixed point theorems and continuous selection theorems for these kind of correspondences. As applications in the game theory, by using…
The paper explores n-player multi-objective interval differential games, where the terminal payoff function and integral payoff function of players are both interval-vector-valued functions. Firstly, by leveraging the partial order…
Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of…
Signaling game problems investigate communication scenarios where encoder(s) and decoder(s) have misaligned objectives due to the fact that they either employ different cost functions or have inconsistent priors. This problem has been…
Balancing weights have been widely applied to single or monotone missingness due to empirical advantages over likelihood-based methods and inverse probability weighting approaches. This paper considers non-monotone missing data under the…
This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…
Concavity and its refinements underpin tractability in multiplayer games, where players independently choose actions to maximize their own payoffs which depend on other players' actions. In concave games, where players' strategy sets are…
For non-monotone single and two-populations time-dependent Mean-Field Game systems we obtain the existence of an infinite number of branches of non-trivial solutions. These non-trivial solutions are in particular shown to exhibit an…
In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible…
We study the existence and uniqueness of solutions to the inverse quasi-variational inequality problem. Motivated by the neural network approach to solving optimization problems such as variational inequality, monotone inclusion, and…
Basing on some recently proposed methods for solving variational inequalities with non-smooth operators, we propose an analogue of the Mirror Prox method for the corresponding class of problems under the assumption of relative smoothness…