Related papers: Newton Methods in Generalized Nash Equilibrium Pro…
The existence of generalized steady states (GSSs) in nonlinear mechanical systems under moderate temporally aperiodic forcing has only been shown recently. Here we derive systematic expansions for such GSSs and construct a numerical…
We study generalized Nash equilibrium (GNE) problems in games with quadratic costs and individual linear equality constraints. Departing from approaches that require strong monotonicity and/or shared constraints, we reformulate the KKT…
This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…
This paper studies convex Generalized Nash Equilibrium Problems (GNEPs) that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing…
Motivated by the fact that in many game-theoretic settings, the game analyzed is only an approximation to the game being played, in this work we analyze equilibrium computation for the broad and natural class of bimatrix games that are…
This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…
We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…
Generalized Nash Equilibrium Problems (GNEPs) arise in many applications, including non-cooperative multi-agent control problems. Although many methods exist for finding generalized Nash equilibria, most of them rely on assuming knowledge…
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…
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…
This work introduces a new general approach for the numerical analysis of stable equilibria to second order mean field games systems in cases where the uniqueness of solutions may fail. For the sake of simplicity, we focus on a simple…
This paper addresses input-to-state stability (ISS) properties with respect to boundary and in-domain disturbances for a class of semi-linear partial differential equations (PDEs) subject to Dirichlet boundary conditions. The developed…
We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…
Exact discrete-time models of nonlinear systems are difficult or impossible to obtain, and hence approximate models may be employed for control design. Most existing results provide conditions under which the stability of the approximate…
We develop a Lyapunov-based small-gain theorem for establishing fixed-time input-to-state stability (FxT-ISS) guarantees in interconnected nonlinear dynamical systems. The proposed framework considers interconnections in which each…
A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…
We investigate a globalized inexact semismooth Newton method applied to strongly convex optimization problems in Hilbert spaces. Here, the semismooth Newton method is appplied to the dual problem, which has a continuously differentiable…
We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…
The traditional Newton method for solving nonlinear operator equations in Banach spaces is discussed within the context of the continuous Newton method. This setting makes it possible to interpret the Newton method as a discrete dynamical…
Save for some special cases, current training methods for Generative Adversarial Networks (GANs) are at best guaranteed to converge to a `local Nash equilibrium` (LNE). Such LNEs, however, can be arbitrarily far from an actual Nash…