Probabilistic sensitivity of Nash equilibria in multi-agent games: a wait-and-judge approach Article Swipe
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· 2019
· Open Access
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· DOI: https://doi.org/10.1109/cdc40024.2019.9028952
Motivated by electric vehicle charging control problems, we consider multi-agent noncooperative games where, following a data driven paradigm, unmodelled externalities acting on the players' objective functions are represented by means of scenarios. Overcoming the nondifferentiability characterizing such a setup, we retrieve a Nash equilibrium in a decentralised manner. Then, building upon recent developments in scenario-based optimization, we accompany the given solution with an a posteriori probabilistic robustness certificate, providing confidence that the computed equilibrium remains unaffected by an "unseen" uncertainty realisation. The latter constitutes, to the best of our knowledge, the first application of the so-called scenario approach to multi-agent Nash equilibrium problems. The efficacy of our approach is demonstrated in simulation for the charging coordination of an electric vehicle fleet.
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- Type
- preprint
- Language
- en
- Landing Page
- https://doi.org/10.1109/cdc40024.2019.9028952
- OA Status
- green
- References
- 36
- Related Works
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- OpenAlex ID
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- OpenAlex ID
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https://openalex.org/W2923656989Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.1109/cdc40024.2019.9028952Digital Object Identifier
- Title
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Probabilistic sensitivity of Nash equilibria in multi-agent games: a wait-and-judge approachWork title
- Type
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preprintOpenAlex work type
- Language
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enPrimary language
- Publication year
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2019Year of publication
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2019-12-01Full publication date if available
- Authors
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Filiberto Fele, Kostas MargellosList of authors in order
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https://doi.org/10.1109/cdc40024.2019.9028952Publisher landing page
- Open access
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YesWhether a free full text is available
- OA status
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greenOpen access status per OpenAlex
- OA URL
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https://arxiv.org/abs/1903.10387Direct OA link when available
- Concepts
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Nash equilibrium, Probabilistic logic, Robustness (evolution), Computer science, Mathematical optimization, Certificate, Best response, Coordination game, Sensitivity (control systems), Realisation, Mathematical economics, Mathematics, Artificial intelligence, Algorithm, Engineering, Chemistry, Physics, Quantum mechanics, Biochemistry, Gene, Electronic engineeringTop concepts (fields/topics) attached by OpenAlex
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0Total citation count in OpenAlex
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36Number of works referenced by this work
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20Other works algorithmically related by OpenAlex
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| abstract_inverted_index.that | 70 |
| abstract_inverted_index.upon | 50 |
| abstract_inverted_index.with | 61 |
| abstract_inverted_index.Then, | 48 |
| abstract_inverted_index.first | 91 |
| abstract_inverted_index.games | 11 |
| abstract_inverted_index.given | 59 |
| abstract_inverted_index.means | 29 |
| abstract_inverted_index.acting | 20 |
| abstract_inverted_index.driven | 16 |
| abstract_inverted_index.fleet. | 120 |
| abstract_inverted_index.latter | 82 |
| abstract_inverted_index.recent | 51 |
| abstract_inverted_index.setup, | 38 |
| abstract_inverted_index.where, | 12 |
| abstract_inverted_index.control | 5 |
| abstract_inverted_index.manner. | 47 |
| abstract_inverted_index.remains | 74 |
| abstract_inverted_index.vehicle | 3, 119 |
| abstract_inverted_index."unseen" | 78 |
| abstract_inverted_index.approach | 97, 107 |
| abstract_inverted_index.building | 49 |
| abstract_inverted_index.charging | 4, 114 |
| abstract_inverted_index.computed | 72 |
| abstract_inverted_index.consider | 8 |
| abstract_inverted_index.efficacy | 104 |
| abstract_inverted_index.electric | 2, 118 |
| abstract_inverted_index.players' | 23 |
| abstract_inverted_index.retrieve | 40 |
| abstract_inverted_index.scenario | 96 |
| abstract_inverted_index.solution | 60 |
| abstract_inverted_index.Motivated | 0 |
| abstract_inverted_index.accompany | 57 |
| abstract_inverted_index.following | 13 |
| abstract_inverted_index.functions | 25 |
| abstract_inverted_index.objective | 24 |
| abstract_inverted_index.paradigm, | 17 |
| abstract_inverted_index.problems, | 6 |
| abstract_inverted_index.problems. | 102 |
| abstract_inverted_index.providing | 68 |
| abstract_inverted_index.so-called | 95 |
| abstract_inverted_index.Overcoming | 32 |
| abstract_inverted_index.confidence | 69 |
| abstract_inverted_index.knowledge, | 89 |
| abstract_inverted_index.posteriori | 64 |
| abstract_inverted_index.robustness | 66 |
| abstract_inverted_index.scenarios. | 31 |
| abstract_inverted_index.simulation | 111 |
| abstract_inverted_index.unaffected | 75 |
| abstract_inverted_index.unmodelled | 18 |
| abstract_inverted_index.application | 92 |
| abstract_inverted_index.equilibrium | 43, 73, 101 |
| abstract_inverted_index.multi-agent | 9, 99 |
| abstract_inverted_index.represented | 27 |
| abstract_inverted_index.uncertainty | 79 |
| abstract_inverted_index.certificate, | 67 |
| abstract_inverted_index.constitutes, | 83 |
| abstract_inverted_index.coordination | 115 |
| abstract_inverted_index.demonstrated | 109 |
| abstract_inverted_index.developments | 52 |
| abstract_inverted_index.realisation. | 80 |
| abstract_inverted_index.decentralised | 46 |
| abstract_inverted_index.externalities | 19 |
| abstract_inverted_index.optimization, | 55 |
| abstract_inverted_index.probabilistic | 65 |
| abstract_inverted_index.characterizing | 35 |
| abstract_inverted_index.noncooperative | 10 |
| abstract_inverted_index.scenario-based | 54 |
| abstract_inverted_index.nondifferentiability | 34 |
| cited_by_percentile_year | |
| countries_distinct_count | 1 |
| institutions_distinct_count | 2 |
| citation_normalized_percentile.value | 0.03040779 |
| citation_normalized_percentile.is_in_top_1_percent | False |
| citation_normalized_percentile.is_in_top_10_percent | False |