Duguet, Aloïs; Carvalho, Margarida; Dragotto, Gabriele; … - In: Optimization Letters 20 (2025) 1, pp. 231-255
We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e. , simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We prove that using absolute approximations of the players’...