Stochastic generalized Nash equilibrium seeking under partial-decision information

We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with some trusted neighbours. We propose several distributed algo...

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Hauptverfasser:	Franci, Barbara, Grammatico, Sergio
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Computer Science and Game Theory Computer Science - Systems and Control Mathematics - Optimization and Control
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