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Learning equilibria with personalized incentives in a class of nonmonotone games

Abstract : We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, we envision a scenario in which an explicit expression of the underlying potential function is not available, and we design a two-layer Nash equilibrium seeking algorithm. In the proposed scheme, a coordinator iteratively integrates the noisy agents' feedback to learn the pseudo-gradients of the agents, and then design personalized incentives for them. On their side, the agents receive those personalized incentives, compute a solution to an extended game, and then return feedback measures to the coordinator. We show that our algorithm returns an equilibrium in case the coordinator is endowed with standard learning policies, and corroborate our results on a numerical instance of a hypomonotone game.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-03429468
Contributor : Andrea Simonetto Connect in order to contact the contributor
Submitted on : Monday, November 15, 2021 - 4:30:12 PM
Last modification on : Friday, December 3, 2021 - 11:34:09 AM

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  • HAL Id : hal-03429468, version 1
  • ARXIV : 2111.03854

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Filippo Fabiani, Andrea Simonetto, Paul J. Goulart. Learning equilibria with personalized incentives in a class of nonmonotone games. 2021. ⟨hal-03429468⟩

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