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Relaxations of the Best Response Algorithm in Ratio-Bounded Games

Thursday, November 17, 2022 11:00to12:00
ZOOM, CA
Speaker: Francesco Caruso – Università Degli Studi Di Napoli Federico II, Italy 

Francesco Caruso

Abstract: Best response dynamics is one of the most explored iterative schemes to find Nash equilibria. In this presentation we investigate the global convergence of the affine relaxations of the best response algorithm in the class of two-player ratio-bounded games. Then, we present a numerical scheme (based on a direct-search method) to approach the Nash equilibrium of a ratio-bounded game and another one to approach the solution of a two-leader two-follower game involving a ratio-bounded game in the second stage. 

(with Maria Carmela Ceparano and Jacqueline Morgan).

Category: 
Thu, 10/12/2023 - 13:35
Source Site: 
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