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...
Main Authors: | Pantazis, G, Fele, F, Margellos, K |
---|---|
Formato: | Journal article |
Idioma: | English |
Publicado: |
Elsevier
2021
|
Títulos similares
-
A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games
por: Pantazis, G, et al.
Publicado: (2021) -
Agent independent probabilistic robustness certificates for robust optimization programs with uncertain quadratic cost
por: Pantazis, G, et al.
Publicado: (2021) -
Probabilistic sensitivity of Nash equilibria in multi-agent games: a wait-and-judge approach
por: Fele, F, et al.
Publicado: (2020) -
Probabilistically robust stabilizing allocations in uncertain coalitional games
por: Pantazis, G, et al.
Publicado: (2022) -
A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibria
por: Pantazis, G, et al.
Publicado: (2024)