Probabilistically robust stabilizing allocations in uncertain coalitional games
Optimization and Control
2022-06-24 v2 Systems and Control
Systems and Control
Abstract
In this paper we consider multi-agent coalitional games with uncertain value functions for which we establish distribution-free guarantees on the probability of allocation stability, i.e., agents do not have incentives to defect from the grand coalition to form subcoalitions for unseen realizations of the uncertain parameter. In case the set of stable allocations, the so called core of the game, is empty, we propose a randomized relaxation of the core. We then show that those allocations that belong to this relaxed set can be accompanied by stability guarantees in a probably approximately correct fashion. Finally, numerical experiments corroborate our theoretical findings.
Cite
@article{arxiv.2203.11322,
title = {Probabilistically robust stabilizing allocations in uncertain coalitional games},
author = {George Pantazis and Filippo Fabiani and Filiberto Fele and Kostas Margellos},
journal= {arXiv preprint arXiv:2203.11322},
year = {2022}
}