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A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games

Abstract:

In this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recent a posteriori developments of the scenario approach, we provide probabilistic guarantees for feasibility problems with polytopic constraints. This result is then used in the context of multi-agent games, allowing to provide robustness certificates for constraint violation of any NE of a given game. Our guarantees can be used alongside a...

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Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
ORCID:
0000-0002-2081-0014
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
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Name:
Engineering and Physical Sciences Research Council
Grant:
EP/P03277X/1
Publisher:
Elsevier
Journal:
IFAC Papers Online More from this journal
Volume:
53
Issue:
2
Pages:
3403-3408
Publication date:
2021-04-14
Acceptance date:
2020-03-09
Event title:
IFAC World Congress
Event website:
https://www.ifac2020.org/
DOI:
ISSN:
1474-6670
Language:
English
Keywords:
Pubs id:
1091885
Local pid:
pubs:1091885
Deposit date:
2020-03-09

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