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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2311.08270 |
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| _version_ | 1866929439245336576 |
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| author | Chenchene, Enis Huang, Hui Qiu, Jinniao |
| author_facet | Chenchene, Enis Huang, Hui Qiu, Jinniao |
| contents | In this paper, we present a novel consensus-based zeroth-order algorithm tailored for non-convex multiplayer games. The proposed method leverages a metaheuristic approach using concepts from swarm intelligence to reliably identify global Nash equilibria. We utilize a group of interacting particles, each agreeing on a specific consensus point, asymptotically converging to the corresponding optimal strategy. This paradigm permits a passage to the mean-field limit, allowing us to establish convergence guarantees under appropriate assumptions regarding initialization and objective functions. Finally, we conduct a series of numerical experiments to unveil the dependency of the proposed method on its parameters and apply it to solve a nonlinear Cournot oligopoly game involving multiple goods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2311_08270 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | A consensus-based algorithm for non-convex multiplayer games Chenchene, Enis Huang, Hui Qiu, Jinniao Dynamical Systems Optimization and Control In this paper, we present a novel consensus-based zeroth-order algorithm tailored for non-convex multiplayer games. The proposed method leverages a metaheuristic approach using concepts from swarm intelligence to reliably identify global Nash equilibria. We utilize a group of interacting particles, each agreeing on a specific consensus point, asymptotically converging to the corresponding optimal strategy. This paradigm permits a passage to the mean-field limit, allowing us to establish convergence guarantees under appropriate assumptions regarding initialization and objective functions. Finally, we conduct a series of numerical experiments to unveil the dependency of the proposed method on its parameters and apply it to solve a nonlinear Cournot oligopoly game involving multiple goods. |
| title | A consensus-based algorithm for non-convex multiplayer games |
| topic | Dynamical Systems Optimization and Control |
| url | https://arxiv.org/abs/2311.08270 |