Zobrazeno 1 - 10
of 115
pro vyhledávání: '"Sagratella, Simone"'
We study a general scalarization approach via utility functions in multi-objective optimization. It consists of maximizing utility which is obtained from the objectives' bargaining with regard to a disagreement reference point. The theoretical framew
Externí odkaz:
http://arxiv.org/abs/2401.13831
Autor:
Fabiani, Filippo, Sagratella, Simone
We characterize the convergence properties of traditional best-response (BR) algorithms in computing solutions to mixed-integer Nash equilibrium problems (MI-NEPs) that turn into a class of monotone Nash equilibrium problems (NEPs) once relaxed the i
Externí odkaz:
http://arxiv.org/abs/2310.09885
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the agents update
Externí odkaz:
http://arxiv.org/abs/2203.15410
We study nested variational inequalities, which are variational inequalities whose feasible set is the solution set of another variational inequality. We present a projected averaging Tikhonov algorithm requiring the weakest conditions in the literat
Externí odkaz:
http://arxiv.org/abs/2105.13463
Publikováno v:
Optimization of Complex Systems: Theory, Models, Algorithms and Applications, 2020, pp 720-729
Curriculum learning is often employed in deep reinforcement learning to let the agent progress more quickly towards better behaviors. Numerical methods for curriculum learning in the literature provides only initial heuristic solutions, with little t
Externí odkaz:
http://arxiv.org/abs/1906.06812
In the portfolio multiobjective optimization framework, we propose to compare and choose, among all feasible asset portfolios of a given market, the one that maximizes the product of the distances between its values of risk and gain and those of a su
Externí odkaz:
http://arxiv.org/abs/1610.06880
Publikováno v:
In Operations Research for Health Care March 2021 28
Autor:
Sagratella, Simone
The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some specific
Externí odkaz:
http://arxiv.org/abs/1512.00653
We study connections between optimistic bilevel programming problems and Generalized Nash Equilibrium Problems (GNEP)s. We remark that, when addressing bilevel problems, we consider the general case in which the lower level program is not assumed to
Externí odkaz:
http://arxiv.org/abs/1510.06695
The training of Support Vector Machines may be a very difficult task when dealing with very large datasets. The memory requirement and the time consumption of the SVMs algorithms grow rapidly with the increase of the data. To overcome these drawbacks
Externí odkaz:
http://arxiv.org/abs/1509.05289