Wasserstein Distributionally Robust Nash Equilibrium Seeking with Heterogeneous Data: A Lagrangian Approach
PositiveArtificial Intelligence
- The research investigates distributionally robust games, allowing agents to select their risk aversion levels amidst uncertainty. Utilizing a Lagrangian approach, it establishes a framework for achieving a Nash equilibrium that adapts to varying risk preferences, which is crucial for applications in uncertain environments.
- This development is significant as it enhances the understanding of how agents can effectively navigate risk in competitive settings, potentially leading to more robust decision
- The findings resonate with ongoing discussions in multi
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