Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games

DOI10.1109/TAC.2017.2742061zbMath1390.91021arXiv1308.5448MaRDI QIDQ4567079

Hao Jiang, Uday V. Shanbhag, Sean P. Meyn

Publication date: 27 June 2018

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

Full work available at URL: https://arxiv.org/abs/1308.5448

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic approximation (62L20) Stochastic games, stochastic differential games (91A15)

Related Items (8)

Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints ⋮ Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems ⋮ Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization ⋮ Existence of Nash equilibrium for chance-constrained games ⋮ Variational inequality formulation for the games with random payoffs ⋮ General sum games with joint chance constraints ⋮ Games with distributionally robust joint chance constraints ⋮ On the resolution of misspecified convex optimization and monotone variational inequality problems

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