scholarly journals Stochastic generalized Nash equilibrium seeking under partial-decision information

Automatica ◽  
2022 ◽  
Vol 137 ◽  
pp. 110101
Barbara Franci ◽  
Sergio Grammatico
2017 ◽  
Vol 51 (2) ◽  
pp. 329-341
Nicolas Couellan

In this note, we investigate connections between supervised classification and (Generalized) Nash equilibrium problems (NEP & GNEP). For the specific case of support vector machines (SVM), we exploit the geometric properties of class separation in the dual space to formulate a non-cooperative game. NEP and Generalized NEP formulations are proposed for both binary and multi-class SVM problems.

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