Valerio Giuseppe Sasso

Cooperative vs Noncooperative Scenarios in multi-objective Potential games: the multi-portfolio context

  • Valerio Giuseppe Sasso
  • Lorenzo Lampariello
  • Simone Sagratella
    • Categories Convex Optimization, Game Theory Tags , , ,

    We focus on multi-agent, multi-objective problems, particularly on those where the objectives admit a potential structure. We show that the solution to the potential multi-objective problem is always a noncooperative optimum for the multi-agent setting. Furthermore, we identify a class of problems for which every noncooperative solution can be computed via the potential problem. We … Read more

    Addressing Hierarchical Jointly-Convex Generalized Nash Equilibrium Problems with Nonsmooth Payoffs

  • Lorenzo Lampariello
  • Simone Sagratella
  • Valerio Giuseppe Sasso
    • Categories Convex and Nonsmooth Optimization Tags , , , , ,

    We consider a Generalized Nash Equilibrium Problem whose joint feasible region is implicitly defined as the solution set of another Nash game. This structure arises e.g. in multi-portfolio selection contexts, whenever agents interact at different hierarchical levels. We consider nonsmooth terms in all players’ objectives, to promote, for example, sparsity in the solution. Under standard … Read more

    Solving Multi-Follower Games

  • Oliver Stein
  • Lorenzo Lampariello
  • Simone Sagratella
  • Valerio Giuseppe Sasso
    • Categories Game Theory Tags , , , ,

    We consider bilevel programs where a single leader interacts with multiple followers who are coupled by a Nash equilibrium problem at the lower level. We generalize the value function reformulation to include multiple followers. This allows us to propose a convergent method based on the sequential convex approximation paradigm, and study the (exact or inexact) … Read more