Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems.
Filippo FabianiBarbara FranciSimone SagratellaMartin SchmidtMathias StaudiglPublished in: CoRR (2022)
Keyphrases
- nash equilibrium
- mixed integer
- regret minimization
- game theory
- variational inequalities
- global optimization problems
- game theoretic
- quadratic program
- optimization problems
- nash equilibria
- worst case
- learning algorithm
- mixed strategy
- solution concepts
- optimal solution
- combinatorial optimization
- objective function
- benchmark problems
- linear program
- fictitious play
- evolutionary algorithm
- multistage
- pure strategy
- equilibrium strategies
- computational complexity
- multi agent systems