Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems

被引:0
|
作者
Fabiani, Filippo [1 ,2 ]
Franci, Barbara [3 ]
Sagratella, Simone [4 ]
Schmidt, Martin [5 ]
Staudigl, Mathias [3 ]
机构
[1] Univ Oxford, Dept Engn Sci, Oxford OX1 3PJ, England
[2] IMT Sch Adv Studies Lucca, Piazza San Francesco 19, I-55100 Lucca, Italy
[3] Maastricht Univ, Dept Adv Comp Sci, NL-6200 MD Maastricht, Netherlands
[4] Sapienza Univ Rome, Dept Comp Control & Management Engn Antonio Ruber, I-00185 Rome, Italy
[5] Trier Univ, Dept Math, Univ Ring 15, D-54296 Trier, Germany
基金
“创新英国”项目;
关键词
POTENTIAL GAMES;
D O I
10.1109/CDC51059.2022.9993250
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the agents update through iterations by choosing an exact optimal strategy; ii) the game admits an exact potential and the agents adopt approximated optimal responses. By exploiting the properties of integer-compatible regularization functions used as penalty terms, we show that both algorithms converge to either an exact or an epsilon-approximate equilibrium. We corroborate our findings on a numerical instance of a Cournot oligopoly model.
引用
收藏
页码:4137 / 4142
页数:6
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