A Consensus-Based Algorithm for Non-Convex Multiplayer Games: Nonlinear Oligopoly Games

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A Consensus-Based Algorithm for Non-Convex Multiplayer Games: Nonlinear Oligopoly Games
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A novel algorithm using swarm intelligence to find global Nash equilibria in nonconvex multiplayer games, with convergence guarantees and numerical experiments.

Authors: Enis Chenchene, Department of Mathematics and Scientific Computing, University of Graz; Hui Huang, Department of Mathematics and Scientific Computing, University of Graz; Jinniao Qiu, Department of Mathematics and Statistics, University of Calgary. Table of Links Abstract and 1 Introduction 2 Global convergence 2.1 Quantitative Laplace principle 2.2 Global convergence in mean-field law 3 Numerical experiments and 3.1 One-dimensional illustrative example 3.

Authors: Authors: Enis Chenchene, Department of Mathematics and Scientific Computing, University of Graz; Hui Huang, Department of Mathematics and Scientific Computing, University of Graz; Jinniao Qiu, Department of Mathematics and Statistics, University of Calgary. Table of Links Abstract and 1 Introduction Abstract and 1 Introduction 2 Global convergence 2 Global convergence 2.1 Quantitative Laplace principle 2.1 Quantitative Laplace principle 2.2 Global convergence in mean-field law 2.

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