On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertainty

We investigate the probabilistic feasibility of randomized solutions to two distinct classes of uncertain multi-agent optimization programs. We first assume that only the constraints of the program are affected by uncertainty, while the cost function is arbitrary. Leveraging recent developments on a...

Full description

Bibliographic Details
Main Authors: Pantazis, G, Fele, F, Margellos, K
Format: Journal article
Language:English
Published: Elsevier 2021