3 papers
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.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.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…