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- W4287777010 abstract "We address the problem of assessing the robustness of the equilibria in uncertain, multi-agent games. Specifically, we focus on generalized Nash equilibrium problems in aggregative form subject to linear coupling constraints affected by uncertainty with a possibly unknown probability distribution. Within a data-driven context, we apply the scenario approach paradigm to provide a-posteriori feasibility certificates for the entire set of generalized Nash equilibria of the game. Then, we show that assessing the violation probability of such set merely requires to enumerate the constraints that ``shape'' it. For the class of aggregative games, this results in solving a feasibility problem on each active facet of the feasibility region, for which we propose a semi-decentralized algorithm. We demonstrate our theoretical results by means of an academic example." @default.
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- W4287777010 date "2020-05-19" @default.
- W4287777010 modified "2023-09-24" @default.
- W4287777010 title "On the robustness of equilibria in generalized aggregative games" @default.
- W4287777010 doi "https://doi.org/10.48550/arxiv.2005.09408" @default.
- W4287777010 hasPublicationYear "2020" @default.
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