Dynamic stochastic projection method for multistage stochastic variational inequalities

B Zhou, J Jiang, H Sun - Computational Optimization and Applications, 2024 - Springer
Stochastic approximation (SA) type methods have been well studied for solving single-stage
stochastic variational inequalities (SVIs). This paper proposes a dynamic stochastic …

Distributed computation of stochastic GNE with partial information: An augmented best-response approach

Y Huang, J Hu - IEEE Transactions on Control of Network …, 2022 - ieeexplore.ieee.org
In this article, we focus on the stochastic generalized Nash equilibrium problem (SGNEP)
which is an important and widely used model in many different fields. In this model, subject …

Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces

S Cui, U Shanbhag, M Staudigl, P Vuong - … Optimization and Applications, 2022 - Springer
We consider monotone inclusions defined on a Hilbert space where the operator is given by
the sum of a maximal monotone operator T and a single-valued monotone, Lipschitz …

Affine relaxations of the best response algorithm: global convergence in ratio-bounded games

F Caruso, MC Ceparano, J Morgan - SIAM Journal on Optimization, 2023 - SIAM
In a two-player noncooperative game framework, we deal with the affine relaxations of the
best response algorithm (where a player's strategy is a best response to the strategy of the …

A regularized variance-reduced modified extragradient method for stochastic hierarchical games

S Cui, UV Shanbhag, M Staudigl - arxiv preprint arxiv:2302.06497, 2023 - arxiv.org
We consider an N-player hierarchical game in which the i-th player's objective comprises of
an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a …

A Gauss-Seidel method for solving multi-leader-multi-follower games

B Franci, F Fabiani, M Schmidt, M Staudigl - arxiv preprint arxiv …, 2024 - arxiv.org
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 …

GNEP based dynamic segmentation and motion estimation for neuromorphic imaging

H Antil, D Sayre - arxiv preprint arxiv:2307.02595, 2023 - arxiv.org
This paper explores the application of event-based cameras in the domains of image
segmentation and motion estimation. These cameras offer a groundbreaking technology by …

Global Resolution of Chance-Constrained Optimization Problems: Minkowski Functionals and Monotone Inclusions

P Zhang, UV Shanbhag, CM Lagoa… - 2023 62nd IEEE …, 2023 - ieeexplore.ieee.org
Chance-constrained optimization problems, an important subclass of stochastic optimization
problems, are often complicated by nonsmoothness, and nonconvexity. Thus far, non …

Navigating Uncertainty: Distributed and Bandit Solutions for Equilibrium Learning in Multiplayer Games

Y Huang - 2024 - search.proquest.com
In multiplayer games, a collection of self-interested players aims to optimize their individual
cost functions in a non-cooperative manner. The cost function of each player depends not …

Regularized equilibrium problems with equilibrium constraints with application to energy markets

JP Luna, C Sagastizábal, J Filiberti, SA Gabriel… - SIAM Journal on …, 2023 - SIAM
Equilibrium problems with equilibrium constraints are appropriate modeling formulations in
a number of important areas, such as energy markets, transportation planning, and logistics …