Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem

TL;DR

This paper introduces a novel decomposition method to efficiently solve a complex modular convex Nash equilibrium problem involving nonsmooth and smooth functions, advancing computational game theory.

Contribution

It proposes an asynchronous block-iterative decomposition algorithm tailored for modular convex Nash equilibrium problems with mixed function types.

Findings

The method effectively computes Nash equilibria in complex convex settings.

The approach handles nonsmooth and smooth functions within a unified framework.

Numerical experiments demonstrate the algorithm's efficiency and robustness.

Abstract

We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve it.