Related papers: Non-Monotone Variational Inequalities
This paper focuses on non-monotone stochastic variational inequalities (SVIs) that may not have a unique solution. A commonly used efficient algorithm to solve VIs is the Popov method, which is known to have the optimal convergence rate for…
After defining a pure-action profile in a nonatomic aggregative game, where players have specific compact convex pure-action sets and nonsmooth convex cost functions, as a square-integrable function, we characterize a Wardrop equilibrium as…
Motivated by multi-user optimization problems and non-cooperative Nash games in stochastic regimes, we consider stochastic variational inequality (SVI) problems on matrix spaces where the variables are positive semidefinite matrices and the…
We study a general class of nonlinear second-order variational inequalities with interconnected bilateral obstacles, related to a multiple modes switching game. Under rather weak assumptions, using systems of penalized unilateral backward…
We define and analyze the notion of variational Wardrop equilibrium for nonatomic aggregative games with an infinity of players types. These equilibria are characterized through an infinite-dimensional variational inequality. We show, under…
We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…
We use vector bundles to study the locus of totally mixed Nash equilibria of an $n$-player game in normal form, which we call the Nash equilibrium scheme. When the payoff tensor format is balanced, we study the Nash discriminant variety,…
In this paper we study a game where every player is to choose a vertex (facility) in a given undirected graph. All vertices (customers) are then assigned to closest facilities and a player's payoff is the number of customers assigned to it.…
Motivated by problems arising in decentralized control problems and non-cooperative Nash games, we consider a class of strongly monotone Cartesian variational inequality (VI) problems, where the mappings either contain expectations or their…
In this paper, we develop stochastic variance reduced algorithms for solving a class of finite-sum hemivariational inequality (HVI) problem. In this HVI problem, the associated function is assumed to be differentiable, and both the vector…
In this paper we show that the continuum time version of the Minority Game satisfies the criteria for the application of a theorem on the existence of an invariant measure. We consider the special case of a game with "sufficiently"…
We consider a game in which the action set of each player is uncountable, and show that, from weak assumptions on the common prior, any mixed strategy has an approximately equivalent pure strategy. The assumption of this result can be…
We establish the existence of a nonnegative fully nontrivial solution to a non-variational weakly coupled competitive elliptic system. We show that this kind of solutions belong to a topological manifold of Nehari-type, and apply a…
In the present work, firstly, we use a minimax equality to prove the existence of a solution of certain system of varitional equations and we provide a numerical approximation of such a solution. Then, we propose a numerical method to solve…
The paper is devoted to the existence of weak Pareto solutions and the weak sharp minima at infinity property for a general class of constrained nonconvex vector optimization problems with unbounded constraint set via asymptotic cones and…
In this paper we introduce two new generalized variational inequalities, and we give some existence results of the solutions for these variational inequalities involving operators belonging to a recently introduced class of operators. We…
Mirror play (MP) is a well-accepted primal-dual multi-agent learning algorithm where all agents simultaneously implement mirror descent in a distributed fashion. The advantage of MP over vanilla gradient play lies in its usage of mirror…
The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…
We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…
We announce misere-play solutions to several previously-unsolved combinatorial games. The solutions are described in terms of misere quotients--commutative monoids that encode the additive structure of specific misere-play games. We also…