Solving Decision-Dependent Games by Learning From Feedback
This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach is proposed, which initially involves estimating the distribu...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2024-01-01
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| Series: | IEEE Open Journal of Control Systems |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10564130/ |
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