A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games

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....

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