Semi-decentralized nash equilibrium seeking in aggregative games with separable coupling constraints and non-differentiable cost functions

被引：80

作者：

Belgioioso, Giuseppe ^{[1
]}

Grammatico, Sergio ^{[1
]}

机构：

[1] Control System Group, Department of Electrical Engineering, Eindhoven University of Technology, Eindhoven,5612, Netherlands

来源：

IEEE Control Systems Letters | 2017年 / 1卷 / 02期

关键词：

Decision making - Game theory - Computation theory - Lagrange multipliers - Decentralized control;

D O I：

10.1109/LCSYS.2017.2718842

中图分类号：

学科分类号：

摘要：

We study the Nash equilibrium seeking problem for noncooperative agents whose decision making process can be modeled as a generalized aggregative game. Specifically, we consider players with convex local cost functions, convex local constraints, and convex separable coupling constraints, and we extend the literature on generalized aggregative games by handling possibly non-differentiable cost functions. We recast the Nash equilibrium seeking problem as the problem to find a zero of a set-valued monotone operator and show that the variational Nash equilibria correspond to KKT solutions of the original game where the shared constraints have the same Lagrange multipliers for all the players. Finally, we design a semi-decentralized algorithm with global convergence guarantee for generalized Nash equilibrium seeking. © 2017 IEEE.

引用

页码：400 / 405