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

被引：92

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

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2021年 / 66卷 / 05期

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

页码：2061 / 2075

页数：15

共 31 条

[1] Lagrangian duality and related multiplier methods for variational inequality problems [J].

Auslender, A ;

Teboulle, M .

SIAM JOURNAL ON OPTIMIZATION, 2000, 10 (04) :1097-1115

[2] Dynamic Incentives for Congestion Control [J].

Barrera, Jorge ;

Garcia, Alfredo .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 60 (02) :299-310

[3]

Bauschke H. H., 2017, Convex analysis and monotone operator theory in Hilbert spaces

[4]

Belgioioso G, 2019, IEEE DECIS CONTR P, P5948, DOI 10.1109/CDC40024.2019.9029883

[5]

Belgioioso G, 2018, 2018 EUROPEAN CONTROL CONFERENCE (ECC), P2188, DOI 10.23919/ECC.2018.8550342

[6] Semi-decentralized nash equilibrium seeking in aggregative games with separable coupling constraints and non-differentiable cost functions [J].

Belgioioso, Giuseppe ;

Grammatico, Sergio .

IEEE Control Systems Letters, 2017, 1 (02) :400-405

[7]

Combettes P. L., 2001, Inherently Parallel Algorithms in Feasibility and Optimization and their Applications, V8, P115

[8]

Facchinei F, 2007, Finite-dimensional variational inequalities and complementarity problems

[9] On generalized Nash games and variational inequalities [J].

Facchinei, Francisco ;

Fischer, Andreas ;

Piccialli, Veronica .

OPERATIONS RESEARCH LETTERS, 2007, 35 (02) :159-164

[10] BLOCK DIAGONALLY DOMINANT MATRICES AND GENERALIZATIONS OF GERSCHGORIN CIRCLE THEOREM [J].

FEINGOLD, DG ;

VARGA, RS .

PACIFIC JOURNAL OF MATHEMATICS, 1962, 12 (04) :1241-&

← 1 2 3 4 →