A Consensus-Based Algorithm for Non-Convex Multiplayer Games: Nonlinear Oligopoly Games

The study was conducted by Enis Chenchene, Hui Huang, Jinniao Qiu and Hui Chen. They studied the dependence of Algorithm 1 with respect to the algorithm’s parameters to solve (3.5) of good produced. They found no significant differences in the convergence behavior of anisotropic or isotropic dynamics.


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:::info 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.

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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

3.2 Nonlinear oligopoly games with several goods

\

\ (b) Logarithm of the variance at the final iteration for different parameter’s choices. The black line corresponds to the value of V (0). Confer case 4 for details and Section 3.1.2 for comments.

\ Figure 2: Studying the dependence of Algorithm 1 with respect to the algorithm’s parameters to solve (3.5).

\ of good produced, namely

\

\ 3.2.1 Experimental setup

\

\ 3.2.2 Results and discussio

\ In Figure 3, which shows the results corresponding to the experiment in case 1, as observed for instance in [28], we see that the anisotropic case does indeed show a faster convergence rate especially in the initial iterations and for λ which is of the order of σ 2 . If λ increases, though, we see no significant differences in the convergence behavior of anisotropic or isotropic dynamics, both for the residual and for the variance decrease.

\ Figure 4 shows the results of the comparisons in cases 3 and 2. Regarding case 2, we can see that indeed as the dimension increases, we need exponentially many particles (quantified by N) to reach high accuracy of order 10−9 . This indicates that Algorithm 1, while being quite reliable, and sometimes the only available solver for low-dimensional problems, might need further improvement in high-dimensional settings.

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\ Figure 3: Comparing Variance and Residual (according to (3.7)) as a function of time for isotropic and anisotropic dynamics in Algorithm 1 with two different choices of the drift parameter λ. Confer case 1 for details and to Section 3.2.2 for further comments.

\ Figure 4: Logarithm of the variance at the final iteration for different parameter choices across different dimensions. Confer case 3 and 2 for details and to Section 3.2.2 for further comments.

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:::info This paper is available on arxiv under CC BY 4.0 DEED license.

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This content originally appeared on HackerNoon and was authored by Oligopoly


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