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Published in 2023 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2022.3151225
Abstract: In this article, we address the problem of stochastic generalized Nash equilibrium (SGNE) seeking, where a group of noncooperative heterogeneous players aim at minimizing their expected cost under some unknown stochastic effects. Each player’s strategy…
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Keywords:
generalized nash;
nash equilibrium;
semidecentralized zeroth;
order ... See more keywords