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Personalized incentives as feedback design in generalized Nash equilibrium problems. (arXiv:2203.12948v2 [math.OC] UPDATED)
cs.LG updates on arXiv.org arxiv.org
We investigate both stationary and time-varying, nonmonotone generalized Nash
equilibrium problems that exhibit symmetric interactions among the agents,
which are known to be potential. As may happen in practical cases, however, we
envision a scenario in which the formal expression of the underlying potential
function is not available, and we design a semi-decentralized Nash equilibrium
seeking algorithm. In the proposed two-layer scheme, a coordinator iteratively
integrates the (possibly noisy and sporadic) agents' feedback to learn the
pseudo-gradients of the agents, …
arxiv design equilibrium feedback math nash equilibrium personalized