Stochastic generalized Nash equilibrium seeking under partial-decision information
From MaRDI portal
Publication:2071945
DOI10.1016/j.automatica.2021.110101zbMath1482.91046arXiv2011.05357OpenAlexW3012672939MaRDI QIDQ2071945
Sergio Grammatico, Barbara Franci
Publication date: 31 January 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.05357
Games involving graphs (91A43) Stochastic games, stochastic differential games (91A15) Multi-agent systems (93A16) Equilibrium refinements (91A11)
Related Items (2)
Event-triggered distributed Nash equilibrium seeking over directed graphs and its application to power management ⋮ Corrigendum to: ``Stochastic generalized Nash equilibrium seeking under partial-decision information
Cites Work
- Unnamed Item
- A generalized Nash-Cournot model for the northwestern European natural gas markets with a fuel substitution demand function: the GaMMES model
- Stochastic forward-backward splitting for monotone inclusions
- On the variational equilibrium as a refinement of the generalized Nash equilibrium
- On stochastic gradient and subgradient methods with adaptive steplength sequences
- On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
- An operator splitting approach for distributed generalized Nash equilibria computation
- User equilibrium traffic network assignment with stochastic travel times and late arrival penalty
- On generalized Nash games and variational inequalities
- Distributed algorithm for \(\varepsilon \)-generalized Nash equilibria with uncertain coupled constraints
- Distributed Algorithms for Aggregative Games on Graphs
- Network Games
- Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
- Dynamic Control of Agents Playing Aggregative Games With Coupling Constraints
- Distributed Learning for Stochastic Generalized Nash Equilibrium Problems
- Single-Timescale Distributed GNE Seeking for Aggregative Games Over Networks via Forward–Backward Operator Splitting
- Distributed GNE Seeking Under Partial-Decision Information Over Networks via a Doubly-Augmented Operator Splitting Approach
- Nash and Wardrop Equilibria in Aggregative Games With Coupling Constraints
- Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- Convex analysis and monotone operator theory in Hilbert spaces
- Generalized Nash equilibrium problems
This page was built for publication: Stochastic generalized Nash equilibrium seeking under partial-decision information