相关论文: Fixed-Point Approaches to Computing Bertrand-Nash …

Fixed-point or Newton-methods are typically employed for the numerical solution of nonlinear systems arising from discretization of nonlinear magnetic field problems. We here discuss an alternative strategy which uses local Quasi-Newton…

We introduce an extended mathematical programming framework for specifying equilibrium problems and their variational representations, such as generalized Nash equilibrium, multiple optimization problems with equilibrium constraints, and…

This work presents a novel version of recently developed Gauss-Newton method for solving systems of nonlinear equations, based on upper bound of solution residual and quadratic regularization ideas. We obtained for such method global…

In this paper a unifying energy-based approach is provided to the modeling and stability analysis of power systems coupled with market dynamics. We consider a standard model of the power network with a third-order model for the synchronous…

This paper develops a novel methodology to study robust stability properties of Nash equilibrium points in dynamic games. Small-gain techniques in modern mathematical control theory are used for the first time to derive conditions…

We propose a decentralized market model in which agents can negotiate bilateral contracts. This builds on a similar, but centralized, model of trading networks introduced by Hatfield et al. in 2013. Prior work has established that…

We study the rise in the acceptability fiat money in a Kiyotaki-Wright economy by developing a method that can determine dynamic Nash equilibria for a class of search models with genuine heterogenous agents. We also address open issues…

In this paper we consider the problem of pricing multiple differentiated products. This is challenging as a price change in one product, not only changes the demand of that particular product, but also the demand for the other products. To…

The goal of this paper is to promote the use of fixed point strategies in data science by showing that they provide a simplifying and unifying framework to model, analyze, and solve a great variety of problems. They are seen to constitute a…

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…

The main topic of this paper are algorithms for computing Nash equilibria. We cast our particular methods as instances of a general algorithmic abstraction, namely, a method we call {\em algorithmic boosting}, which is also relevant to…

A novel finite element framework is proposed for the numerical simulation of two phase flows with surface tension. The Level-Set (LS) method with piece-wise quadratic (P2) interpolation for the liquid-gas interface is used in order to reach…

This paper tackles the problem of how two selfish users jointly determine the operating point in the achievable rate region of a two-user Gaussian interference channel through bargaining. In previous work, incentive conditions for two users…

In this manuscript we propose and analyze weighted reduced order methods for stochastic Stokes and Navier-Stokes problems depending on random input data (such as forcing terms, physical or geometrical coefficients, boundary conditions). We…

The interdependency of power systems and natural gas systems is being reinforced by the emerging power-to-gas facilities (PtGs), and the existing gas-fired generators. To jointly improve the efficiency and security under diverse…

This paper proposes a novel approach for local convergence to Nash equilibrium in quadratic noncooperative games based on a distributed Lie-bracket extremum seeking control scheme. This is the first instance of noncooperative games being…

We consider a high-dimensional dynamic pricing problem under non-stationarity, where a firm sells products to $T$ sequentially arriving consumers that behave according to an unknown demand model with potential changes at unknown times. The…

We study the complexity of computing Bayes-Nash equilibria in single-item first-price auctions. We present the first efficient algorithms for the problem, when the bidders' values for the item are independently drawn from the same…

In this paper, we introduce the concept of infinitely split Nash equilibrium in repeated games in which the profile sets are chain-complete posets. Then by using a fixed point theorem on posets in [8], we prove an existence theorem. As an…

Auto-bidding has become a cornerstone of modern online advertising platforms, enabling many advertisers to automate bidding at scale and optimize campaign performance. However, prevailing industrial systems rely on single-agent auto-bidding…