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A Consensus-Based Algorithm for Non-Convex Multiplayer Games: Global convergence

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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

Abstract and 1 Introduction

2 Global convergence

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.