A scenario-based approach to multi-agent optimization with distributed information

In this paper, we consider optimization problems involving multiple agents. Each agent introduces its own constraints on the optimization vector, and the constraints of all agents depend on a common source of uncertainty. We suppose that uncertainty is known locally to each agent through a private s...

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Bibliographic Details
Main Authors: Falsone, A, Margellos, K, Prandini, M, Garatti, S
Format: Conference item
Language:English
Published: Elsevier 2021