Distributed Generalized Nash Equilibrium Seeking in Aggregative Games on Time-Varying Networks

被引:77
作者
Belgioioso, Giuseppe [1 ]
Nedic, Angelia [2 ]
Grammatico, Sergio [3 ]
机构
[1] Eindhoven Univ Technol, Control Syst Grp, NL-5612 AZ Eindhoven, Netherlands
[2] Arizona State Univ, Sch Elect Comp & Energy Engn, Tempe, AZ 85287 USA
[3] Delft Univ Technol, Delft Ctr Syst & Control DCSC, NL-2628 CD Delft, Netherlands
关键词
Games; Heuristic algorithms; Nash equilibrium; Communication networks; Convergence; Couplings; Aggregates; Distributed algorithms; multiagent systems; optimization method; network theory; CONVERGENCE; ALGORITHMS;
D O I
10.1109/TAC.2020.3005922
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 design the first fully distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the aggregate decision. The algorithm is derived by integrating dynamic tracking into a projected pseudo-gradient algorithm. The convergence analysis relies on the framework of monotone operator splitting and the Krasnosel'skii-Mann fixed-point iteration with errors.
引用
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页码:2061 / 2075
页数:15
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