Semidecentralized Zeroth-Order Algorithms for Stochastic Generalized Nash Equilibrium Seeking

DOI10.1109/TAC.2022.3151225MaRDI QIDQ6093039zbMATH OpenOpenAlexFDO

Authors Suli Zou, John Lygeros

Publication date 6 September 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2022.3151225

zbMATH Keywords

convergencegradient estimationsemidecentralized zeroth-order (ZO) algorithmstochastic generalized Nash equilibrium (SGNE)unknown stochastic effects

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(3)

• Online distributed algorithms for aggregative games with stochastic costs over time-varying networks
• Convergence rate of payoff-based generalized Nash equilibrium learning
• Deception in oligopoly games via adaptive Nash seeking systems

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