Introduces a modular unified Lyapunov template for continuous-time analysis of minimax, bilevel (via penalty), and min-min-max problems with explicit time-scale thresholds.
Saddle-point dynamics: conditions for asymptotic stability of saddle points.SIAM Journal on Control and Optimization, 55(1): 486–511, 2017
2 Pith papers cite this work. Polarity classification is still indexing.
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The authors prove contractility of McKean-Vlasov processes and uniform-in-time propagation of chaos for particle systems approximating Nash equilibria in large games under displacement or Lasry-Lions monotonicity of costs, with convergence as temperature vanishes.
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Continuous-Time Analysis for Minimax and Bilevel Problems
Introduces a modular unified Lyapunov template for continuous-time analysis of minimax, bilevel (via penalty), and min-min-max problems with explicit time-scale thresholds.
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Particle system approximation of Nash equilibria in large games
The authors prove contractility of McKean-Vlasov processes and uniform-in-time propagation of chaos for particle systems approximating Nash equilibria in large games under displacement or Lasry-Lions monotonicity of costs, with convergence as temperature vanishes.