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

The task of computing approximate Nash equilibria in large zero-sum extensive-form games has received a tremendous amount of attention due mainly to the Annual Computer Poker Competition. Immediately after its inception, two competing and…

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

The paper aims to find the solution of oligopoly market equilibrium problem through system of nonlinear equations. We propose modified newton method to obtain the solution of system of nonlinear equations. We show that our proposed method…

In this chapter, an input-output economic model with multiple interactive economic systems is considered. The model captures the multi-dimensional nature of the economic sectors or industries in each economic system, the interdependencies…

We analyse and compare several algorithms to compute numerically periodic solutions of high-dimensional dynamical systems and investigate their Floquet stability without building the monodromy matrix. The solution and its perturbation are…

Low precision arithmetic, in particular half precision floating point arithmetic, is now available in commercial hardware. Using lower precision can offer significant savings in computation and communication costs with proportional savings…

We consider the scenario where $N$ utilities strategically bid for electricity in the day-ahead market and balance the mismatch between the committed supply and actual demand in the real-time market, with uncertainty in demand and local…

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…

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

We study Nash equilibrium problems with mixed-integer variables in which each player solves a mixed-integer optimization problem parameterized by the rivals' strategies. We distinguish between standard Nash equilibrium problems (NEPs),…

Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…

In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…

We consider a periodical equilibrium pricing problem for multiple firms over a planning horizon of T periods. At each period, firms set their selling prices and receive stochastic demand from consumers. Firms do not know their underlying…

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…

We develop multipoint stress mixed finite element methods for linear elasticity with weak stress symmetry on cuboid grids, which can be reduced to a symmetric and positive definite cell-centered system. The methods employ the lowest-order…

Refined stability estimates are derived for classical mixed problems. The novel emphasis is on the importance of semi norms on data functionals, inspired by recent progress on pressure-robust discretizations for the incompressible…

We develop a semismooth Newton framework for the numerical solution of fixed-point equations that are posed in Banach spaces. The framework is motivated by applications in the field of obstacle-type quasi-variational inequalities and…

Magnetohydrostatic models of the solar atmosphere are often based on idealized analytic solutions because the underlying equations are too difficult to solve in full generality. Numerical approaches, too, are often limited in scope and have…

We study a novel alternative approach for the computation of transport coefficients at mesoscales. While standard nonequilibrium molecular dynamics (NEMD) approaches fix the forcing and measure the average induced flux in the system driven…

We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…