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math.OC2020
On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertainty
George Pantazis, Filiberto Fele, Kostas Margellos
We investigate the probabilistic feasibility of randomized solutions to two distinct classes of uncertain multi-agent optimization programs. We first assume that only the constrain…
math.OC2020
A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games
George Pantazis, Filiberto Fele, Kostas Margellos
In this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recent a posteriori develop…