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.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Probably Approximately Correct Learning

This paper surveys some recent theoretical results on the efficiency of machine learning algorithms. The main tool described is the notion of Probably Approximately Correct (PAC) 1 earning, introduced by Valiant. We define this learning model and then look at sorne of the results obtained in it. We then consider some criticisms of the PAC model and the extensions proposed to address these criti...

متن کامل

Probably Approximately Correct Learning

Learning quickly when irrelevant attributes abound: a new linear-threshold algorithm. of empirical and explanation-based learning algo

متن کامل

Probably Approximately Correct Search

We consider the problem of searching a document collection using a set of independent computers. That is, the computers do not cooperate with one another either (i) to acquire their local index of documents or (ii) during the retrieval of a document. During the acquisition phase, each computer is assumed to randomly sample a subset of the entire collection. During retrieval, the query is issued...

متن کامل

Probably Approximately Correct Greedy Maximization

Submodular function maximization finds application in a variety of real-world decision-making problems. However, most existing methods, based on greedy maximization, assume it is computationally feasible to evaluate F , the function being maximized. Unfortunately, in many realistic settings F is too expensive to evaluate exactly even once. We present probably approximately correct greedy maximi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

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