Distributed Learning for Stochastic Generalized Nash Equilibrium Problems - Chung-Kai Yu; van der Schaar, Mihaela; Sayed, Ali H. (IEEE transactions on signal processing, 2017)
Keywords: Adaptive learning; Algorithms; Competition; Cost function; Coupling; diffusion learning; Distance learning; Economic analysis; Economic models; Equilibrium; Game theory; generalized Nash equilibrium; Learning; Marketing; Nash equilibrium; Network topology; penalized approximation; Probability theory; Randomness; Resource management; Signal processing algorithms; Stochastic processes