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

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A novel algorithm using swarm intelligence to find global Nash equilibria in nonconvex multiplayer games, with convergence guarantees and numerical experiments.
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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.