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Generalized Nash Equilibrium from a Robustness Perspective in Variational Analysis
Generalized Nash equilibrium is updated by a formulation in terms of extended-real-valued functions being minimized by the agents. Tools of...
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Generalized Nash equilibrium problems with mixed-integer variables
We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games...
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Inexact Newton Method for Solving Generalized Nash Equilibrium Problems
In this article, we present an inexact Newton method to solve generalized Nash equilibrium problems (GNEPs). Two types of GNEPs are studied: player...
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A globally convergent improved BFGS method for generalized Nash equilibrium problems
In this article, we consider a class of Generalized Nash Equilibrium Problems (GNEPs) and solve it using one of the most effective quasi-Newton...
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On the Polyhedral Homotopy Method for Solving Generalized Nash Equilibrium Problems of Polynomials
The generalized Nash equilibrium problem (GNEP) is a kind of game to find strategies for a group of players such that each player’s objective...
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A Modified Michael’s Selection Theorem with Application to Generalized Nash Equilibrium Problem
This paper provides a sufficient condition for the existence of solutions for generalized Nash equilibrium problems in the infinite-dimensional...
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Distributed Nash Equilibrium Seeking on Compact Action Sets over Jointly Strongly Connected Switching Networks
This paper studies the distributed Nash equilibrium seeking (DNES) problem for games whose action sets are compact and whose network graph is...
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Risk-neutral PDE-constrained generalized Nash equilibrium problems
A class of risk-neutral generalized Nash equilibrium problems is introduced in which the feasible strategy set of each player is subject to a common...
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Convex generalized Nash equilibrium problems and polynomial optimization
This paper studies convex generalized Nash equilibrium problems that are given by polynomials. We use rational and parametric expressions for...
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Existence of Projected Solutions for Generalized Nash Equilibrium Problems
We study the existence of projected solutions for generalized Nash equilibrium problems defined in Banach spaces, under mild convexity assumptions...
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A branch-and-prune algorithm for discrete Nash equilibrium problems
We present a branch-and-prune procedure for discrete Nash equilibrium problems with a convex description of each player’s strategy set. The derived...
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On Search of a Nash Equilibrium in Quasiconcave Quadratic Games
AbstractThe Nash equilibrium problem with nonconcave quadratic payoff functions is considered. We analyze conditions that provide quasiconcavity of...
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On Distributionally Robust Generalized Nash Games Defined over the Wasserstein Ball
In this paper we propose an exact, deterministic, and fully continuous reformulation of generalized Nash games characterized by the presence of soft...
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Time-Dependent Generalized Nash Equilibria in Social Media Platforms
In this paper, we develop a dynamic network model of the competition of digital contents on social media platforms, assuming that there is a known...
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Bilevel Nash Equilibrium Problems: Numerical Approximation Via Direct-Search Methods
We address the numerical approximation of bilevel problems where a Nash equilibrium has to be determined both in the upper level and in the lower...
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Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game
A large body of empirical literature has shown that market impact of financial prices is transient. However, from a theoretical standpoint, the...
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Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion
PDE-constrained (generalized) Nash equilibrium problems (GNEPs) are considered in a deterministic setting as well as under uncertainty. This includes...
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Approximating Nash Equilibrium for Optimal Consumption in Stochastic Growth Model with Jumps
In this paper, we study a class of dynamic games consisting of finite agents under a stochastic growth model with jumps. The jump process in the...
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Approximations of Quasi-Equilibria and Nash Quasi-Equilibria in Terms of Variational Convergence
Various types of variational convergence of functions and bifunctions are applied to study global approximations of a quasi-equilibrium problem and a...
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Generalized Multilinear Games and Vertical Tensor Complementarity Problems
This paper generalizes the multilinear game where the payoff tensor of each player is fixed to the generalized multilinear game where the payoff...