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We prove some regularity properties (convexity, closedness, compactness and preservation of upper hemicontinuity) for distribution and regular conditional distribution of correspondences under the nowhere equivalence condition. We show the…

概率论 · 数学 2017-12-07 Wei He , Yeneng Sun

We characterize the properties of convexity, compactness and preservation of upper hemicontinuity for conditional expectations of correspondences. These results are then applied to obtain a necessary and sufficient condition for the…

概率论 · 数学 2014-04-08 Wei He , Yeneng Sun

We show that each of the regularity properties of regular conditional distributions of correspondences (convexity, closedness, compactness, and preservation of closed graphs) is equivalent to the condition of nowhere equivalence. This…

概率论 · 数学 2025-09-22 Motoki Otsuka

This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…

最优化与控制 · 数学 2024-10-30 Enxian Chen , Bin Wu , Hanping Xu

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…

最优化与控制 · 数学 2014-11-11 Lillian J. Ratliff , Samuel A. Burden , S. Shankar Sastry

In this paper, I prove the existence of a pure-strategy Nash equilibrium for a large class of games with nonconvex strategy spaces. Specifically, if each player's strategies form a compact, connected Euclidean neighborhood retract and if…

理论经济学 · 经济学 2023-08-23 Conrad Kosowsky

Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…

最优化与控制 · 数学 2017-02-17 Uma V. Ravat , Uday V. Shanbhag

We establish the existence of fixed points for set-valued maps defined on metric spaces and satisfying a pointwise or a local version of Banach's contraction property. As an application, we demonstrate the existence of Nash equilibrium in a…

最优化与控制 · 数学 2022-11-24 Ted Loch-Temzelides

We provide a unified variational inequality framework for the study of fundamental properties of the Nash equilibrium in network games. We identify several conditions on the underlying network (in terms of spectral norm, infinity norm and…

计算机科学与博弈论 · 计算机科学 2018-08-10 Francesca Parise , Asuman Ozdaglar

We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…

计算机科学与博弈论 · 计算机科学 2026-02-09 Philip Jordan , Maryam Kamgarpour

A fundamental problem with the Nash equilibrium concept is the existence of certain "structurally deficient" equilibria that (i) lack fundamental robustness properties, and (ii) are difficult to analyze. The notion of a "regular" Nash…

最优化与控制 · 数学 2019-07-31 Brian Swenson , Ryan Murray , Soummya Kar

We study generalized games defined over Banach spaces using variational analysis. To reformulate generalized games as quasi-variational inequality problems, we will first form a suitable principal operator and study some significant…

最优化与控制 · 数学 2024-07-29 Asrifa Sultana , Shivani Valecha

Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…

计算机科学与博弈论 · 计算机科学 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu

The notion of fault tolerant Nash equilibria has been introduced as a way of studying the robustness of Nash equilibria. Under this notion, a fixed number of players are allowed to exhibit faulty behavior in which they may deviate…

理论经济学 · 经济学 2022-05-13 Deepanshu Vasal , Randall Berry

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

最优化与控制 · 数学 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

Wide machine learning tasks can be formulated as non-convex multi-player games, where Nash equilibrium (NE) is an acceptable solution to all players, since no one can benefit from changing its strategy unilaterally. Attributed to the…

计算机科学与博弈论 · 计算机科学 2023-01-20 Guanpu Chen , Gehui Xu , Fengxiang He , Yiguang Hong , Leszek Rutkowski , Dacheng Tao

We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a…

计算机科学与博弈论 · 计算机科学 2022-07-19 Willem Röpke , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…

偏微分方程分析 · 数学 2022-03-16 Michele Ricciardi

Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty. In incomplete markets, an appealing approach is to analyze…

概率论 · 数学 2018-11-27 Klebert Kentia , Christoph Kühn

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

最优化与控制 · 数学 2025-07-18 Tatiana Tatarenko , Angelia Nedich
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