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A Consensus-Based Algorithm for Non-Convex Multiplayer Games: Global convergence
Authors:
(1) Enis Chenchene, Department of Mathematics and Scientific Computing, University of Graz;
(2) Hui Huang, Department of Mathematics and Scientific Computing, University of Graz;
(3) Jinniao Qiu, Department of Mathematics and Statistics, University of Calgary.
Table of Links
2.1 Quantitative Laplace principle
2.2 Global convergence in mean-field law
3 Numerical experiments and 3.1 One-dimensional illustrative example
3.2 Nonlinear oligopoly games with several goods
4 Conclusion, Acknowledgments, Appendix, and References
2 Global convergence
In this section, we present our main result about the global convergence in mean-field law for cost functions satisfying the following conditions.
This paper is available on arxiv under CC BY 4.0 DEED license.
L O A D I N G
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