English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We consider an N-player hierarchical game in which the i-th player'sobjective comprises of an expectation-valued term, parametrized by rivaldecisions, and a hierarchical term. Such a framework allows for capturing abroad range of stochastic hierarchical optimization problems, Stackelbergequilibrium problems, and leader-follower games. We develop an iterativelyregularized and smoothed variance-reduced modified extragradient framework foriteratively approaching hierarchical equilibria in a stochastic setting. Weequip our analysis with rate statements, complexity guarantees, and almost-sureconvergence results. We then extend these statements to settings where thelower-level problem is solved inexactly and provide the corresponding rate andcomplexity statements. Our model framework encompasses many game theoreticequilibrium problems studied in the context of power markets. We present arealistic application to the virtual power plants, emphasizing the role ofhierarchical decision making and regularization.

A regularized variance-reduced modified extragradient method for stochastic hierarchical games