3 papers
math.OC2026
Solving Monotone Linear-Quadratic Generalized Nash Equilibrium Problems via Quadratic Programming
Alberto Bemporad, Tatiana Tatarenko
We consider generalized Nash equilibrium problems among players with convex quadratic costs and shared affine constraints, assuming only that the game's pseudogradient is merel…
math.OC2026
Learning Approximate Solutions to Multiparametric Generalized Nash Equilibrium Problems
A. Bemporad, T. Tatarenko
We propose a learning-based approach for approximating solution mappings of multiparametric generalized Nash equilibrium problems (GNEPs) with coupling in both objectives and const…
math.OC2024
Convergence Rate of Payoff-based Generalized Nash Equilibrium Learning
Tatiana Tatarenko, Maryam Kamgarpour
We consider generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate…