
A damped forwardbackward algorithm for stochastic generalized Nash equilibrium seeking
We consider a stochastic generalized Nash equilibrium problem (GNEP) wit...
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Quantization Games on Social Networks and Language Evolution
We consider a strategic network quantizer design setting where agents mu...
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Acquisition Games with PartialAsymmetric Information
We consider an example of stochastic games with partial, asymmetric and ...
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Bregman algorithms for a class of MixedInteger Generalized Nash Equilibrium Problems
We consider the problem of computing a mixedstrategy generalized Nash e...
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Distributed GNE seeking under partialdecision information over networks via a doublyaugmented operator splitting approach
We consider distributed computation of generalized Nash equilibrium (GNE...
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InfectionCuring Games over Polya Contagion Networks
We investigate infectioncuring games on a network epidemics model based...
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Stochastic Alignment Processes
The tendency to align to others is inherent to social behavior, includin...
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Stochastic generalized Nash equilibrium seeking under partialdecision information
We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expectedvalue cost functions and joint feasibility constraints, under partialdecision information, meaning that the agents communicate only with some trusted neighbours. We propose several distributed algorithms for network games and aggregative games that we show being special instances of a preconditioned forwardbackward 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.
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