# Nash Equilibria in Games with Playerwise Concave Coupling Constraints: Existence and Computation

arXiv: https://arxiv.org/abs/2509.14032 · HTML: https://mlsanity.com/paper/2509.14032/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 17 of its 57 references that are in the map.
- First posted on arXiv 17 Sep 2025.

## Builds on (most cited first, 17 of 17)

- [Convex Optimization: Algorithms and Complexity](https://mlsanity.com/paper/1405.4980/) (2014)
- [A Unified Analysis of Extra-gradient and Optimistic Gradient Methods for Saddle Point Problems: Proximal Point Approach](https://mlsanity.com/paper/1901.08511/) (2019)
- [Optimistic mirror descent in saddle-point problems: Going the extra (gradient) mile](https://mlsanity.com/paper/1807.02629/) (2018)
- [Global Convergence of Multi-Agent Policy Gradient in Markov Potential Games](https://mlsanity.com/paper/2106.01969/) (2021)
- [The Complexity of Constrained Min-Max Optimization](https://mlsanity.com/paper/2009.09623/) (2020)
- [On Last-Iterate Convergence Beyond Zero-Sum Games](https://mlsanity.com/paper/2203.12056/) (2022)
- [A unified stochastic approximation framework for learning in games](https://mlsanity.com/paper/2206.03922/) (2022)
- [Inapproximability of Nash Equilibrium](https://mlsanity.com/paper/1405.3322/) (2014)
- [Hidden Convexity of Wasserstein GANs: Interpretable Generative Models with Closed-Form Solutions](https://mlsanity.com/paper/2107.05680/) (2021)
- [Log Barriers for Safe Black-box Optimization with Application to Safe Reinforcement Learning](https://mlsanity.com/paper/2207.10415/) (2022)
- [Independent Learning in Constrained Markov Potential Games](https://mlsanity.com/paper/2402.17885/) (2024)
- [First-Order Algorithms for Nonlinear Generalized Nash Equilibrium Problems](https://mlsanity.com/paper/2204.03132/) (2022)
- [Provably Learning Nash Policies in Constrained Markov Potential Games](https://mlsanity.com/paper/2306.07749/) (2023)
- [The Computational Complexity of Multi-player Concave Games and Kakutani Fixed Points](https://mlsanity.com/paper/2207.07557/) (2022)
- [Improved Hardness Results for Min-Max Optimization with Coupled Constraints](https://mlsanity.com/paper/2411.03248/) (2024)
- [Worst-case iteration bounds for log barrier methods on problems with nonconvex constraints](https://mlsanity.com/paper/1807.00404/) (2018)
- [Convergence Rate of Payoff-based Generalized Nash Equilibrium Learning](https://mlsanity.com/paper/2411.08595/) (2024)

## Abstract (arXiv)

We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash equilibria. Our proof leverages topological fixed point theory and novel structural insights into the contractibility of feasible sets, and relaxes strong assumptions for existence in prior work. Having established existence, we address the question of whether in the presence of coupling constraints, playerwise independent learning dynamics have convergence guarantees. We address this positively for the class of potential games by designing a convergent algorithm. To account for the possibly nonconvex feasible region, we employ a log barrier regularized gradient ascent with adaptive stepsizes. Starting from an initial feasible strategy profile and under exact gradient feedback, the proposed method converges to an ε-approximate constrained Nash equilibrium within O(ε-3) iterations.
