Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems.
Jinlong LeiUday V. ShanbhagPublished in: SIAM J. Optim. (2022)
Keyphrases
- sample size
- nash equilibrium
- small sample size
- random sampling
- solution concepts
- worst case
- model selection
- upper bound
- cooperative
- game theoretic
- game theory
- progressive sampling
- small sample
- variational inequalities
- decision problems
- monte carlo
- data sets
- pac learning
- np hard
- lower bound
- small samples
- fictitious play
- data mining