Generalized Nash equilibrium seeking under partial information
- đ¤ Speaker: Sergio Grammatico, TU Delft
- đ Date & Time: Thursday 25 March 2021, 14:00 - 15:00
- đ Venue: Online (Zoom)
Abstract
We consider the generalized Nash equilibrium (GNE) problem under partial-decision information, i.e., where each agent can only observe the decisions of its neighbours, while its cost function possibly depends on the actions of some other agents. For this class of equilibrium problems, we propose fully distributed, proximal-point and projected-pseudo-gradient algorithms. Finally, we discuss the numerical performance of our algorithms that can be accelerated via overrelaxation and inertial schemes.
Zoom meeting link: https://zoom.us/j/96326600203
Series This talk is part of the CUED Control Group Seminars series.
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Sergio Grammatico, TU Delft
Thursday 25 March 2021, 14:00-15:00