文章基本信息

标题：A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games ⁎
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作者：George Pantazis ; Filiberto Fele ; Kostas Margellos 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2020
卷号：53
期号：2
页码：3403-3408
DOI：10.1016/j.ifacol.2020.12.1506
语种：English
出版社：Elsevier
摘要：AbstractIn this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recenta posterioridevelopments 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.
关键词：KeywordsScenario approachMulti-agent gamesNash equilibriaFeasibility guaranteesElectric vehicles