142 citations · 658 across the 32 of their papers we have counts for
37 papers
Computing all Nash equilibria of low-rank bi-matrix games
Zachary Feinstein, Andreas Löhne, Birgit Rudloff
We study constrained bi-matrix games, with a particular focus on low-rank games. Our main contribution is a framework that reduces low-rank games to smaller, equivalent constrained…
Set-valued intrinsic measures of systemic risk
Jana Hlavinova, Birgit Rudloff, Alexander Smirnow
In recent years, it has become apparent that an isolated microprudential approach to capital adequacy requirements of individual institutions is insufficient. It can increase the h…
Approximations of unbounded convex projections and unbounded convex sets
Gabriela Kováčová, Birgit Rudloff
We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex fea…
Approximating the set of Nash equilibria for convex games
Zachary Feinstein, Niklas Hey, Birgit Rudloff
In Feinstein and Rudloff (2023), it was shown that the set of Nash equilibria for any non-cooperative player game coincides with the set of Pareto optimal points of a certain v…
Algorithms to solve unbounded convex vector optimization problems
Andrea Wagner, Firdevs Ulus, Birgit Rudloff +2
This paper is concerned with solution algorithms for general convex vector optimization problems (CVOPs). So far, solution concepts and approximation algorithms for solving CVOPs e…
Deep Learning the Efficient Frontier of Convex Vector Optimization Problems
Zachary Feinstein, Birgit Rudloff
In this paper, we design a neural network architecture to approximate the weakly efficient frontier of convex vector optimization problems (CVOP) satisfying Slater's condition. The…