13 citations · 23 across the 24 of their papers we have counts for
19 papers · 1 filter
Finite-sample guarantees for data-driven forward-backward operator methods
Filippo Fabiani, Barbara Franci
We establish finite sample certificates on the quality of solutions produced by data-based forward-backward (FB) operator splitting schemes. As frequently happens in stochastic reg…
Actively learning equilibria in Nash games with misleading information
Barbara Franci, Filippo Fabiani, Alberto Bemporad
We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little kno…
A Gauss-Seidel method for solving multi-leader-multi-follower games
Barbara Franci, Filippo Fabiani, Martin Schmidt +1
We design a computational approach to find equilibria in a class of Nash games possessing a hierarchical structure. By using tools from mixed-integer optimization and the character…
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…
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…
A stochastic generalized Nash equilibrium model for platforms competition in the ride-hail market
Filippo Fabiani, Barbara Franci
The presence of uncertainties in the ride-hailing market complicates the pricing strategies of on-demand platforms that compete each other to offer a mobility service while strivin…
Mini-batch stochastic three-operator splitting for distributed optimization
Barbara Franci, Mathias Staudigl
We consider a network of agents, each with its own private cost consisting of a sum of two possibly nonsmooth convex functions, one of which is composed with a linear operator. At…
Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems
Filippo Fabiani, Barbara Franci, Simone Sagratella +2
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenario…
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…
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…
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…
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…
Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking
Barbara Franci, Mathias Staudigl, Sergio Grammatico
We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator…
A damped forward-backward algorithm for stochastic generalized Nash equilibrium seeking
Barbara Franci, Sergio Grammatico
We consider a stochastic generalized Nash equilibrium problem (GNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE s…
A game theoretic approach to a network allocation problem
Barbara Franci, Fabio Fagnani
In this paper, we consider a network allocation problem motivated by peer-to-peer cloud storage models. The setting is that of a network of units (e.g. computers) that collaborate…
A game theoretic approach to a network cloud storage problem
Fabio Fagnani, Barbara Franci
The use of game theory in the design and control of large scale networked systems is becoming increasingly more important. In this paper, we follow this approach to efficiently sol…