2 papers
math.OC2025
On the Sampling-based Computation of Nash Equilibria under Uncertainty via the Nikaido-Isoda Function
Luke Marrinan, Farzad Yousefian, Uday V. Shanbhag
We consider the computation of an equilibrium of a stochastic Nash equilibrium problem, where the player objectives are assumed to be -Lipschitz continuous and convex given ri…
math.OC2025
Zeroth-order Gradient and Quasi-Newton Methods for Nonsmooth Nonconvex Stochastic Optimization
Luke Marrinan, Uday V. Shanbhag, Farzad Yousefian
We consider the minimization of a Lipschitz continuous and expectation-valued function, denoted by and defined as $f(\mathbf{x}) \triangleq \mathbb{E}[\tilde{f}(\mathbf{x}, \ma…