Related papers: Semi-discrete multi-to -one dimensional variationa…
In this paper we explore solvability of steady-state variational inequalities with multivalued operators. Moreover, we are studying the connections between the class of radially semi-continuous operators with semi-bounded variation and…
We study $n$-agent Bayesian Games with $m$-dimensional vector types and linear payoffs, also called Linear Multidimensional Bayesian Games. This class of games is equivalent with $n$-agent, $m$-game Uniform Multigames. We distinguish…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
We give a new and constructive proof of the existence of global-in-time weak solutions of the 3-dimensional incompressible semi-geostrophic equations (SG) in geostrophic coordinates, for arbitrary initial measures with compact support. This…
We consider the traffic control problem of dynamic routing over parallel servers, which arises in a variety of engineering systems such as transportation and data transmission. We propose a semi-gradient, on-policy algorithm that learns 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 study a sequence of independent one-shot non-cooperative games where agents play equilibria determined by a tunable mechanism. Observing only equilibrium decisions, without parametric or distributional knowledge of utilities, we aim to…
Efficient algorithms for solving optimal transport problems are important for measuring and optimizing distances between functions. In the $L^2$ semi-discrete context, this problem consists of finding a map from a continuous density…
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…
Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
Discretely-constrained Nash-Cournot games have attracted attention as they arise in various competitive energy production settings in which players must make one or more discrete decisions. Gabriel et al. ["Solving discretely-constrained…
In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…
In this paper, numerical analysis is carried out for a class of history-dependent variational-hemivariational inequalities arising in contact problems. Three different numerical treatments for temporal discretization are proposed to…
In this paper we consider a scalar transport equation with constant coefficients on domains with discrete space and continuous, discrete or general time. We show that on all these underlying domains solutions of the transport equation can…
We consider an algorithmic framework for two-player non-zero-sum semidefinite games, where each player's strategy is a positive semidefinite matrix with trace one. We formulate the computation of Nash equilibria in such games as…
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…
We study the statistical mechanics of a class of problems whose phase space is the set of permutations of an ensemble of quenched random positions. Specific examples analyzed are the finite temperature traveling salesman problem on several…
Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…
In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…