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Chung-Kai Yu

2 accepted papers

2016

Adaptive learning for stochastic generalized Nash equilibrium problems

ICASSP 2016accepted

This work examines a stochastic formulation of the generalized Nash equilibrium problem (GNEP) where agents are subject to randomness in the environment of unknown statistical distribution. Three stochastic gradient strategies are developed by relying on a penalty-based approach where the constraine…

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