Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems.
Filippo FabianiBarbara FranciSimone SagratellaMartin SchmidtMathias StaudiglPublished in: CDC (2022)
Keyphrases
- nash equilibrium
- variational inequalities
- game theory
- regret minimization
- mixed integer
- global optimization problems
- benchmark problems
- game theoretic
- optimization problems
- nash equilibria
- learning algorithm
- solution concepts
- worst case
- combinatorial optimization
- fictitious play
- cooperative
- computational complexity
- linear program
- mixed strategy
- convex hull
- mathematical programming
- primal dual
- decision making