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We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…

最优化与控制 · 数学 2023-04-20 Mattia Bianchi , Emilio Benenati , Sergio Grammatico

Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…

计算机科学与博弈论 · 计算机科学 2019-10-29 Zehao Dou , Xiang Yan , Dongge Wang , Xiaotie Deng

Many resources are provided by an ecological system that is vulnerable to tipping when exceeding a certain level of pollution, with a sudden big loss of ecosystem services. An ecological system is usually also a common-pool resource and…

综合经济学 · 经济学 2026-03-23 Yongyang Cai , Anastasios Xepapadeas , Aart de Zeeuw

With the proliferation of distributed generations, traditional passive consumers in distribution networks are evolving into "prosumers", which can both produce and consume energy. Energy trading with the main grid or between prosumers is…

最优化与控制 · 数学 2022-10-06 Yongkai Xie , Zhaojian Wang , John Z. F. Pang , Bo Yang , Xinping Guan

We design a computational approach to find equilibria in a class of Nash games possessing a hierarchical structure. By using tools from mixed-integer optimization and the characterization of variational equilibria in terms of the…

最优化与控制 · 数学 2024-11-12 Barbara Franci , Filippo Fabiani , Martin Schmidt , Mathias Staudigl

Integrated electricity and gas systems are constructed to facilitate the gas-fired generation, and the distributed operation of these integrated systems have received much attention due to the increased emphasis on data security and privacy…

最优化与控制 · 数学 2025-05-13 Rong-Peng Liu , Wei Sun , Dali Zhou , Yunhe Hou

In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…

最优化与控制 · 数学 2025-07-18 Tatiana Tatarenko , S. Rasoul Etesami

In this paper, we study the problem of finding mixed Nash equilibrium for mean-field two-player zero-sum games. Solving this problem requires optimizing over two probability distributions. We consider a quasistatic Wasserstein gradient flow…

计算机科学与博弈论 · 计算机科学 2022-02-23 Chao Ma , Lexing Ying

This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…

最优化与控制 · 数学 2024-04-12 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an…

最优化与控制 · 数学 2016-06-10 Jayash Koshal , Angelia Nedić , Uday V. Shanbhag

In this two-part paper, we address the problem of finding the optimal precoding/multiplexing scheme for a set of non-cooperative links sharing the same physical resources, e.g., time and bandwidth. We consider two alternative optimization…

信息论 · 计算机科学 2009-11-13 Gesualdo Scutari , Daniel P. Palomar , Sergio Barbarossa

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…

最优化与控制 · 数学 2025-07-18 Georgios Pantazis , Reza Rahimi Baghbadorani , Sergio Grammatico

We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is…

最优化与控制 · 数学 2021-05-07 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regards to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with…

最优化与控制 · 数学 2012-12-24 Bahman Gharesifard , Jorge Cortes

Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…

计算机科学与博弈论 · 计算机科学 2025-11-18 Jakub Černý , Shuvomoy Das Gupta , Christian Kroer

This paper proposes a dynamic game-based maintenance scheduling mechanism for the asset owners of the natural gas grid and the power grid by using a bilevel approach. In the upper level, the asset owners of the natural gas grid and the…

最优化与控制 · 数学 2018-02-28 Chong Wang , Zhaoyu Wang , Yunhe Hou , Kang Ma

We are concerned with finding Nash Equilibria in agent-based multi-cluster games, where agents are separated into distinct clusters. While the agents inside each cluster collaborate to achieve a common goal, the clusters are considered to…

系统与控制 · 电气工程与系统科学 2021-02-19 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy

In this paper, we compute $\epsilon$-approximate Nash equilibria in atomic splittable polymatroid congestion games with convex Lipschitz continuous cost functions. The main approach relies on computing a pure Nash equilibrium for an…

计算机科学与博弈论 · 计算机科学 2018-08-15 Tobias Harks , Veerle Timmermans

We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative upstream firm produces a commodity that is used by a…

数理金融 · 定量金融 2020-06-09 René Aïd , Luciano Campi , Liangchen Li , Mike Ludkovski

We consider the charge scheduling coordination of a fleet of plug-in electric vehicles, developing a hybrid decision-making framework for efficient and profitable usage of the distribution grid. Each charging dynamics, affected by the…