Wasserstein Distributionally Robust Nash Equilibrium Seeking with Heterogeneous Data: A Lagrangian Approach

arXiv — cs.LGWednesday, November 19, 2025 at 5:00:00 AM
  • 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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