相关论文: Nash-type equilibria on Riemannian manifolds: a va…
We study the equilibrium problem on general Riemannian manifolds. The results on existence of solutions and on the convex structure of the solution set are established. Our approach consists in relating the equilibrium problem to a suitable…
This paper addresses a class of nonsmooth and nonconvex optimization problems defined on complete Riemannian manifolds. The objective function has a composite structure, combining convex, differentiable, and lower semicontinuous terms,…
This paper investigates full stability properties for \emph{variational Nash equilibriums} of a system of parametric nonconvex optimal control problems governed by semilinear elliptic partial differential equations. We first obtain some new…
In this paper, we first provide a simple variational proof of the existence of Nash equilibrium in Hilbert spaces by using optimality conditions in convex minimization and Schauder's fixed-point theorem. Then applications of convex analysis…
In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach possibly different goals) associated to linear partial differential equations and show…
We consider the motion of an incompressible viscous fluid on a compact Riemannian manifold $\sM$ with boundary. The motion on $\sM$ is modeled by the incompressible Navier-Stokes equations, and the fluid is subject to pure or partial slip…
In this paper, we propose a method for solving a PPAD-complete problem [Papadimitriou, 1994]. Given is the payoff matrix $C$ of a symmetric bimatrix game $(C, C^T)$ and our goal is to compute a Nash equilibrium of $(C, C^T)$. In this paper,…
We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…
We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…
This paper presents a perturbation analysis framework for nonsmooth optimization on connected Riemannian manifolds to bridge the gap between the rapid development of algorithmic approaches and a robust theoretical foundation. Using…
This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. Existence of an open-loop Nash equilibrium…
Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash…
The purpose of this paper is to develop a numerical method for finding an equilibrium point in a model, in which the loss function of each object (subject) is described by a convex function with respect to one of its variables. Such models…
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…
This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk neutrality imposed on market makers by…
We present an introduction to the orbital stability of relative equilibria of Hamiltonian dynamical systems on (finite and infinite dimensional) Banach spaces. A convenient formulation of the theory of Hamiltonian dynamics with symmetry and…
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…
Spaces where each element describes a shape, so-called shape spaces, are of particular interest in shape optimization and its applications. Theory and algorithms in shape optimization are often based on techniques from differential…
We exploit the structure of geometric graphs on Riemannian manifolds to analyze strategic dynamic graphs at the limit, when the number of nodes tends to infinity. This framework allows to preserve intrinsic geometrical information about the…
Riemannian structures on infinite-dimensional manifolds arise naturally in shape analysis and shape optimization. These applications lead to optimization problems on manifolds which are not modeled on Banach spaces. The present article…