Valerio Giuseppe Sasso

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

  • Lorenzo Lampariello
  • Simone Sagratella
  • Valerio Giuseppe Sasso
    • Categories Game Theory, Other Topics 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