Corpus ID: 239010034

Distributed Computation of Stochastic GNE with Partial Information: An Augmented Best-Response Approach

@inproceedings{Huang2021DistributedCO,
  title={Distributed Computation of Stochastic GNE with Partial Information: An Augmented Best-Response Approach},
  author={Yuanhanqing Huang and Jianghai Hu},
  year={2021}
}
  • Yuanhanqing Huang, Jianghai Hu
  • Published 25 September 2021
  • Engineering, Computer Science, Mathematics
In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of self-interested players aim to optimize their local objectives that depend on their own decisions and the decisions of others and are influenced by some random factors. We propose a distributed stochastic generalized Nash equilibrium seeking algorithm in a… Expand

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