@inproceedings{07ba87e25bcf4ac185716e4a6d2a1c86,
title = "Variance-Reduced Distributed Splitting Schemes for Stochastic Generalized Nash Equilibrium Seeking",
abstract = "In this work we focus on generalized Nash equilibrium seeking with expectation-valued operators. Accordingly, inspired by Tseng{\textquoteright}s work for handling structured monotone inclusion problems, we propose a distributed modified forward-backward splitting algorithm based on variance reduction. The scheme features a Lipschitz continuous operator which is merely monotone. Notably, it allows for expectation-valued mappings and does not require strong monotonicity or cocoercivity assumptions on the mapping. We demonstrate that the proposed scheme ensures almost sure convergence. Our case study on a class of networked Cournot game further validate these findings and indicate good performance of the variance-reduced splitting schemes.",
keywords = "generalized Nash equilibrium, monotone inclusions, stochastic approximation",
author = "Haochen Tao and Shisheng Cui and Jian Sun",
note = "Publisher Copyright: {\textcopyright} The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2024.; 7th Chinese Conference on Swarm Intelligence and Cooperative Control, CCSICC 2023 ; Conference date: 24-11-2023 Through 27-11-2023",
year = "2024",
doi = "10.1007/978-981-97-3324-8\_10",
language = "English",
isbn = "9789819733231",
series = "Lecture Notes in Electrical Engineering",
publisher = "Springer Science and Business Media Deutschland GmbH",
pages = "111--122",
editor = "Yongzhao Hua and Yishi Liu and Liang Han",
booktitle = "Proceedings of 2023 7th Chinese Conference on Swarm Intelligence and Cooperative Control - Swarm Optimization Technologies",
address = "Germany",
}