213 citations · 1.2k across the 63 of their papers we have counts for
11 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…
A Semi-Decentralized Tikhonov-based Algorithm for Optimal Generalized Nash Equilibrium Selection
Emilio Benenati, Wicak Ananduta, Sergio Grammatico
To optimally select a generalized Nash equilibrium, in this paper, we propose a semi-decentralized algorithm based on a double-layer Tikhonov regularization method. Technically, we…
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,…
Probabilistic Game-Theoretic Traffic Routing
Emilio Benenati, Sergio Grammatico
We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformati…
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…
Online coalitional games for real-time payoff distribution with applications to energy markets
Aitazaz Ali Raja, Sergio Grammatico
Motivated by the markets operating on fast time scales, we present a framework for online coalitional games with time-varying coalitional values and propose real-time payoff distri…
Bilateral Peer-to-Peer Energy Trading via Coalitional Games
Aitazaz Ali Raja, Sergio Grammatico
In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme under single-contract and multi-contract market setups, both as an assignment game, and a special cla…
A fair Peer-to-Peer Electricity Market model for Residential Prosumers
A. A. Raja, S. Grammatico
In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme for residential prosumers with a simplified entry to the market. We formulate the market as an assign…