Convergence rate of payoff-based generalized Nash equilibrium learning

DOI10.1016/J.EJCON.2025.101372MaRDI QIDQ6874097zbMATH OpenFDO

Authors Tatiana Tatarenko, Maryam Kamgarpour

Publication date 15 January 2026

Published in European Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJCON.2025.101372

zbMATH Keywords

game-theoretic optimizationmonotone variational inequalitieszeroth-order optimization

Mathematics Subject Classification ID

Variational inequalities (49J40) Noncooperative games (91A10)

Cites work

• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Generalized Nash equilibrium problems
• Learning Generalized Nash Equilibria in a Class of Convex Games
• On a Stochastic Approximation Method
• On the variational equilibrium as a refinement of the generalized Nash equilibrium
• Optimal Rates for Zero-Order Convex Optimization: The Power of Two Function Evaluations
• Random gradient-free minimization of convex functions
• Semidecentralized Zeroth-Order Algorithms for Stochastic Generalized Nash Equilibrium Seeking

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