213 citations · 1.2k across the 63 of their papers we have counts for
47 papers · 1 filter
Probably approximately correct stability of allocations in uncertain coalitional games with private sampling
George Pantazis, Filiberto Fele, Filippo Fabiani +2
We study coalitional games with exogenous uncertainty in the coalition value, in which each agent is allowed to have private samples of the uncertainty. As a consequence, the agent…
On data-driven Wasserstein distributionally robust Nash equilibrium problems with heterogeneous uncertainty
Georgios Pantazis, Barbara Franci, Sergio Grammatico
We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledg…
Linear convergence in time-varying generalized Nash equilibrium problems
Mattia Bianchi, Emilio Benenati, Sergio Grammatico
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to…
Distributionally robust stability of payoff allocations in stochastic coalitional games
George Pantazis, Barbara Franci, Sergio Grammatico +1
We consider multi-agent coalitional games with uncertainty in the coalitional values. We provide a novel methodology to study the stability of the grand coalition in the case where…
Stability of singularly perturbed hybrid systems with restricted systems evolving on boundary layer manifolds
Suad Krilašević, Sergio Grammatico
We present a singular perturbation theory applicable to systems with hybrid boundary layer systems and hybrid reduced systems {with} jumps from the boundary layer manifold. First,…
A discrete-time averaging theorem and its application to zeroth-order Nash equilibrium seeking
Suad Krilašević, Sergio Grammatico
In this paper we present an averaging technique applicable to the design of zeroth-order Nash equilibrium seeking algorithms. First, we propose a multi-timescale discrete-time aver…
Data-driven stabilization of switched and constrained linear systems
Mattia Bianchi, Sergio Grammatico, Jorge Cortés
We consider the design of state feedback control laws for both the switching signal and the continuous input of an unknown switched linear system, given past noisy input-state traj…
The END: Estimation Network Design for games under partial-decision information
Mattia Bianchi, Sergio Grammatico
Multi-agent decision problems are typically solved via distributed iterative algorithms, where the agents only communicate between themselves on a peer-to-peer network. Each agent…
Nash equilibrium seeking under partial decision information: Monotonicity, smoothness and proximal-point algorithms
Mattia Bianchi, Sergio Grammatico
We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibl…
A two-stage approach for a mixed-integer economic dispatch game in integrated electrical and gas distribution systems
Wicak Ananduta, Sergio Grammatico
We formulate for the first time the economic dispatch problem in an integrated electrical and gas distribution system as a game equilibrium problem between distributed prosumers. S…
Approximate solutions to the optimal flow problem of multi-area integrated electrical and gas systems
Wicak Ananduta, Sergio Grammatico
We formulate the optimal flow problem in a multi-area integrated electrical and gas system as a mixed-integer optimization problem by approximating the non-linear gas flows with pi…
Convergence of sequences: a survey
Barbara Franci, Sergio Grammatico
Convergent sequences of real numbers play a fundamental role in many different problems in system theory, e.g., in Lyapunov stability analysis, as well as in optimization theory an…
The distributed dual ascent algorithm is robust to asynchrony
Mattia Bianchi, Wicak Ananduta, Sergio Grammatico
The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constr…
Bregman algorithms for mixed-strategy generalized Nash equilibrium seeking in a class of mixed-integer games
Wicak Ananduta, Sergio Grammatico
We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables…
A relaxed-inertial forward-backward-forward algorithm for Stochastic Generalized Nash equilibrium seeking
Shisheng Cui, Barbara Franci, Sergio Grammatico +2
In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our wo…
Forward-Backward algorithms for stochastic Nash equilibrium seeking in restricted strongly and strictly monotone games
Barbara Franci, Sergio Grammatico
We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to…
Stochastic generalized Nash equilibrium seeking under partial-decision information
Barbara Franci, Sergio Grammatico
We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision…
Nash equilibrium seeking under partial-decision information over directed communication networks
Mattia Bianchi, Sergio Grammatico
We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication n…
Local Stackelberg equilibrium seeking in generalized aggregative games
Filippo Fabiani, Mohammad Amin Tajeddini, Hamed Kebriaei +1
We propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically…
Fully distributed Nash equilibrium seeking over time-varying communication networks with linear convergence rate
Mattia Bianchi, Sergio Grammatico
We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its…
Distributed projected-reflected-gradient algorithms for stochastic generalized Nash equilibrium problems
Barbara Franci, Sergio Grammatico
We consider the stochastic generalized Nash equilibrium problem (SGNEP) with joint feasibility constraints and expected-value cost functions. We propose a distributed stochastic pr…
Fast generalized Nash equilibrium seeking under partial-decision information
Mattia Bianchi, Giuseppe Belgioioso, Sergio Grammatico
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although…
Stochastic generalized Nash equilibrium seeking in merely monotone games
Barbara Franci, Sergio Grammatico
We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE…
Distributed Forward-Backward algorithms for stochastic generalized Nash equilibrium seeking
Barbara Franci, Sergio Grammatico
We consider the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GN…