Probably Approximately Correct Nash Equilibrium Learning
نویسندگان
چکیده
We consider a multiagent noncooperative game with agents' objective functions being affected by uncertainty. Following data driven paradigm, we represent uncertainty means of scenarios and seek robust Nash equilibrium solution. treat the computation problem within realm probably approximately correct learning. Building upon recent developments in scenario-based optimization, accompany computed priori posteriori probabilistic robustness certificates, providing confidence that remains unaffected (in terms) when new realization is encountered. For wide class games, also show so called compression set-which at core optimization-can be directly obtained as byproduct proposed methodology. demonstrate efficacy our approach on an electric vehicle charging control problem.
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2021
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2020.3030754