# A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games

arXiv: https://arxiv.org/abs/2003.11307 · HTML: https://mlsanity.com/paper/2003.11307/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 25 Mar 2020.

## Built on by (most cited first, 1 of 1)

- [User-centric Vehicle-to-Grid Optimization with an Input Convex Neural Network-based Battery Degradation Model](https://mlsanity.com/paper/2505.11047/) (2025)

## Abstract (arXiv)

In this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recent a posteriori developments of the so called scenario approach (Campi et al., 2018), we provide probabilistic guarantees for feasibility problems with polytopic constraints. This result is then used in the context of multi-agent games, allowing to provide robustness certificates for constraint violation of any NE of a given game. Our guarantees can be used alongside any NE seeking algorithm that returns some equilibrium solution. Finally, by exploiting the structure of our problem, we circumvent the need of employing computationally prohibitive algorithms to find an irreducible support subsample, a concept at the core of the scenario approach. Our theoretical results are accompanied by simulation studies that investigate the robustness of the solutions of two different problems, namely, a 2-dimensional feasibility problem and an electric vehicle (EV) charging control problem.