Conference item
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 any NE seeking algorithm. Finally, by exploiting the structure of our problem, we circumvent the need of employing computationally prohibitive algorithms to find an irreducible support subsample, a concept at the core of the scenario approach. Our theoretical results are accompanied by simulation studies that investigate the robustness of the solutions of two different problems, namely, a 2-dimensional feasibility problem and an electric vehicle (EV) charging control problem.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Access Document
- Files:
-
-
(Preview, Accepted manuscript, 642.1KB, Terms of use)
-
- Publisher copy:
- 10.1016/j.ifacol.2020.12.1506
Authors
- 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
Terms of use
- Copyright holder:
- IFAC
- Copyright date:
- 2021
- Rights statement:
- © 2019, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd.
- Notes:
- This paper has been accepted for presentation at the 21st IFAC World Congress, Berlin, Germany, July 2020. This is the accepted manuscript version of the paper. The final version is available online from Elsevier at: https://doi.org/10.1016/j.ifacol.2020.12.1506
If you are the owner of this record, you can report an update to it here: Report update to this record