Equilibrium and Infeasibility: A new solution concept for games

Anne Reulke; Mikaël Touati; Rachid El-Azouzi

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arXiv · 2606.25707

Equilibrium and Infeasibility: A new solution concept for games

Anne Reulke·Mikaël Touati·Rachid El-Azouzi

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Abstract

Addressing infeasibility in non-cooperative games has become an important topic, as many problems across different applications face this issue. In this paper, we propose a new solution concept for generalized games with possibly infeasible individual constraints. A solution is defined as the limit of a sequence of generalized Nash equilibria induced by games with penalty terms relaxing the individual constraints. Existence is established for a broad range of games and we provide conditions allowing to characterize a $ψ$-penalized solution as a strategy profile maximizing every player's utility over all her penalty minimizing strategies. A variation of Divide-the-Dollar serves as an illustrative example. We further establish the compatibility with the GNE and the solution to the Nash bargaining.

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BibTeX RIS

Anne Reulke, Mikaël Touati, Rachid El-Azouzi. 2026-09-21. Equilibrium and Infeasibility: A new solution concept for games. https://arxiv.org/abs/2606.25707

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