Related papers: Branch-and-Cut for Mixed-Integer Nash Equilibrium …
Generalized Nash equilibrium problems with mixed-integer variables constitute an important class of games in which each player solves a mixed-integer optimization problem, where both the objective and the feasible set is parameterized by…
We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games includes the important case of games with mixed-integer variables for which only a few…
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…
We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…
Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…
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…
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…
The equilibrium selection problem in the generalized Nash equilibrium problem (GNEP) has recently been studied as an optimization problem, defined over the set of all variational equilibria achievable through a lower-level non-cooperative…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…
We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…
Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…
The recently defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer…
We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables. Specifically, we propose a novel Bregman…
In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…
Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…
The equilibrium selection problem in the variational Generalized Nash Equilibrium Problem (v-GNEP) has been reported as an optimization problem defined over the solution set of v-GNEP, called in this paper the lower-level v-GNEP. However,…
One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…
Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
In this paper we present optimization problems with biconvex objective function and linear constraints such that the set of global minima of the optimization problems is the same as the set of Nash equilibria of a n-player general-sum…