Distributed Learning for Stochastic Generalized Nash Equilibrium Problems
From MaRDI portal
Publication:4621770
DOI10.1109/TSP.2017.2695451zbMath1414.94718arXiv1608.00039MaRDI QIDQ4621770
Mihaela van der Schaar, Chung-Kai Yu, Ali H. Sayed
Publication date: 8 February 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.00039
Applications of game theory (91A80) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Rationality and learning in game theory (91A26)
Related Items (10)
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems ⋮ Continuous-time fully distributed generalized Nash equilibrium seeking for multi-integrator agents ⋮ On the linear convergence of distributed Nash equilibrium seeking for multi-cluster games under partial-decision information ⋮ Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization ⋮ An operator splitting approach for distributed generalized Nash equilibria computation ⋮ Parametrized inexact-ADMM based coordination games: a normalized Nash equilibrium approach ⋮ Variance-based subgradient extragradient method for stochastic variational inequality problems ⋮ Privacy impact on generalized Nash equilibrium in peer-to-peer electricity market ⋮ Fast generalized Nash equilibrium seeking under partial-decision information ⋮ Stochastic generalized Nash equilibrium seeking under partial-decision information
This page was built for publication: Distributed Learning for Stochastic Generalized Nash Equilibrium Problems