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Auto-Encoding Bayesian Inverse Games
When multiple agents interact in a common environment, each agent's actions impact others' future decisions, and noncooperative dynamic games naturally capture this coupling.
Scenario-Game ADMM: A Parallelized Scenario-Based Solver for Stochastic Noncooperative Games
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.
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