3 papers
math.OC2026
Potentiality-Based Smoothed Randomized Stochastic Gradient Schemes for Solving Nonconvex Nonsmooth Games under Uncertainty
Zhuoyu Xiao
We develop a potentiality-based gradient-response framework for computing Clarke-Nash equilibria (CNE) in stochastic -player nonconvex nonsmooth potential games. The key observa…
math.OC2026
Equilibrium Invariance, Proximality, and Surrogation: Moreau-Smoothed Best-Response Pathways in Stochastic Nonsmooth Games
Zhuoyu Xiao, Uday V. Shanbhag
Best-response (BR) schemes represent an important avenue for learning equilibria in noncooperative games. However, extant rate guarantees for BR schemes generally necessitate strin…
math.OC2025
Computing Equilibria in Stochastic Nonconvex and Non-monotone Games via Gradient-Response Schemes
Zhuoyu Xiao, Uday V. Shanbhag
We consider a class of smooth -player noncooperative games, where players' objectives are expectation-valued and potentially nonconvex. In such a setting, we consider the largel…