Scenario-Game ADMM: A Parallelized Scenario-Based Solver for Stochastic Noncooperative Games

no code implementations • 4 Apr 2023 • Jingqi Li, Chih-Yuan Chiu, Lasse Peters, Fernando Palafox, Mustafa Karabag, Javier Alonso-Mora, Somayeh Sojoudi, Claire Tomlin, David Fridovich-Keil

To accommodate this, we decompose the approximated game into a set of smaller games with few constraints for each sampled scenario, and propose a decentralized, consensus-based ADMM algorithm to efficiently compute a generalized Nash equilibrium (GNE) of the approximated game.

Decision Making