Research output per year
Research output per year
Barbara Franci*, Sergio Grammatico
Research output: Contribution to journal › Article › Scientific › peer-review
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 neighbors. We propose several distributed algorithms for network games and aggregative games that we show being special instances of a preconditioned forward–backward splitting method. We prove that the algorithms converge to a generalized Nash equilibrium when the forward operator is restricted cocoercive by using the stochastic approximation scheme with variance reduction to estimate the expected value of the pseudogradient.
Original language | English |
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Article number | 110101 |
Number of pages | 12 |
Journal | Automatica |
Volume | 137 |
DOIs | |
Publication status | Published - 2022 |
Research output: Contribution to journal › Comment/Letter to the editor › Scientific