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» Variational Inequalities and Economic Equilibrium
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CDC
2009
IEEE
118views Control Systems» more  CDC 2009»
13 years 11 months ago
Nash equilibrium problems with congestion costs and shared constraints
Abstract— Generalized Nash equilibria (GNE) represent extensions of the Nash solution concept when agents have shared strategy sets. This generalization is particularly relevant ...
Huibing Yin, Uday V. Shanbhag, Prashant G. Mehta
EOR
2006
104views more  EOR 2006»
13 years 6 months ago
Financial networks with intermediation: Risk management with variable weights
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
Anna Nagurney, Ke Ke
MOR
2010
108views more  MOR 2010»
13 years 4 months ago
Accuracy Certificates for Computational Problems with Convex Structure
The goal of the current paper is to introduce the notion of certificates which verify the accuracy of solutions of computational problems with convex structure; such problems inc...
Arkadi Nemirovski, Shmuel Onn, Uriel G. Rothblum
SIGECOM
2008
ACM
126views ECommerce» more  SIGECOM 2008»
13 years 6 months ago
Behavioral experiments in networked trade
We report on an extensive series of highly controlled human subject experiments in networked trade. Our point of departure is a simple and well-studied bipartite network exchange ...
J. Stephen Judd, Michael Kearns
CDC
2010
IEEE
117views Control Systems» more  CDC 2010»
13 years 1 months ago
Distributed iterative regularization algorithms for monotone Nash games
In this paper, we consider the development of single-timescale schemes for the distributed computation of Nash equilibria. In general, equilibria associated with convex Nash games ...
Aswin Kannan, Uday V. Shanbhag