Stochastic generalized Nash equilibrium seeking in merely monotone games.
Barbara FranciSergio GrammaticoPublished in: CoRR (2020)
Keyphrases
- nash equilibrium
- game theory
- game theoretic
- nash equilibria
- variational inequalities
- solution concepts
- fictitious play
- pareto optimal
- mixed strategy
- stackelberg game
- pure strategy
- general sum games
- stochastic games
- regret minimization
- worst case
- profit maximizing
- repeated games
- imperfect information
- monte carlo
- incentive compatible
- pure nash equilibrium
- single period
- decision making
- pure nash equilibria
- cooperative