Conference item
Probabilistic sensitivity of Nash equilibria in multi-agent games: a wait-and-judge approach
- Abstract:
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Motivated by electric vehicle charging control problems, we consider multi-agent noncooperative games where, following a data driven paradigm, unmodelled externalities acting on the players' objective functions are represented by means of scenarios. Overcoming the nondifferentiability characterizing such a setup, we retrieve a Nash equilibrium in a decentralised manner. Then, building upon recent developments in scenario-based optimization, we accompany the given solution with an a posteriori...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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Access Document
- Files:
-
-
(Accepted manuscript, pdf, 1.6MB)
-
- Publisher copy:
- 10.1109/CDC40024.2019.9028952
Authors
Funding
Bibliographic Details
- Publisher:
- IEEE Publisher's website
- Pages:
- 5026-5031
- Publication date:
- 2020-03-12
- Acceptance date:
- 2019-07-19
- Event title:
- 2019 IEEE 58th Conference on Decision and Control (CDC)
- Event location:
- Nice, France
- Event website:
- https://cdc2019.ieeecss.org/
- Event start date:
- 2019-12-11
- Event end date:
- 2019-12-13
- DOI:
- EISSN:
-
2576-2370
- ISSN:
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0743-1546
- EISBN:
- 978-1-7281-1398-2
- ISBN:
- 978-1-7281-1399-9
Item Description
- Language:
- English
- Keywords:
- Pubs id:
-
pubs:1046520
- UUID:
-
uuid:077a79ea-21ad-4f53-9e78-3be0586bdf24
- Local pid:
- pubs:1046520
- Source identifiers:
-
1046520
- Deposit date:
- 2019-08-20
Terms of use
- Copyright holder:
- IEEE.
- Copyright date:
- 2019
- Rights statement:
- © 2019 IEEE.
- Notes:
- This paper was presented at the 58th IEEE Conference on Decision and Control, taking place in Nice, France, 11th - 13th December 2019. This is the accepted manuscript version of the article. The final version is available from IEEE at: https://doi.org/10.1109/CDC40024.2019.9028952
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