@inproceedings{d2f3738d1d504b569cb62b23d78e6f0d,
title = "A relaxed-inertial forward-backward-forward algorithm for stochastic generalized Nash equilibrium seeking",
abstract = "We propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. The proposed algorithm is derived from a forward-backward-forward scheme for solving structured monotone inclusion problems with Lipschitz continuous and monotone pseudogradient operator. To the best of our knowledge, this is the first distributed generalized Nash equilibrium seeking algorithm featuring acceleration techniques in stochastic Nash equilibrium problems without assuming cocoercivity. Numerical examples illustrate the effect of inertia and relaxation on the performance of our proposed algorithm.",
author = "Shisheng Cui and Barbara Franci and Sergio Grammatico and Shanbhag, {Uday V.} and Mathias Staudigl",
note = "Publisher Copyright: {\textcopyright} 2021 IEEE.; 60th IEEE Conference on Decision and Control, CDC 2021 ; Conference date: 13-12-2021 Through 17-12-2021",
year = "2021",
doi = "10.1109/CDC45484.2021.9682905",
language = "English (US)",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "197--202",
booktitle = "60th IEEE Conference on Decision and Control, CDC 2021",
address = "United States",
}