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math.OC2025
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…
math.OC2025
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…