Decentralized algorithms for Nash equilibrium problems-applications to multi-agent network interdiction games and beyond
Nash equilibrium problems (NEPs) have gained popularity in recent years in the engineering community due to their ready applicability to a wide variety of practical problems ranging from communication network design to power market analysis. There are strong links between the tools used to analyze NEPs and the classical techniques of nonlinear and combinatorial optimization. However, there remain significant challenges in both the theoretical and algorithmic analysis of NEPs. This dissertation studies certain special classes of NEPs, with the overall purpose of analyzing theoretical properties such as existence and uniqueness, while at the same time proposing decentralized algorithms that provably converge to solutions. The subclasses are motivated by relevant application examples.
Liu, Purdue University.
Applied Mathematics|Industrial engineering|Operations research
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