A Distributed Iterative Tikhonov Method for Networked Monotone Aggregative Hierarchical Stochastic Games

Jinlong Lei, Uday V. Shanbhag, Jie Chen

We consider a class of nonsmooth aggregative games over networks in stochastic regimes, where each player is characterized by a composite cost function $f_i+r_i$, $f_i$ is a smooth…