Abstract
We address the generalized Nash equilibrium seeking problem for a population of noncooperative agents playing potential games with linear coupling constraints over a communication network. We consider a class of generalized potential games where the coupling in the cost functions of the agents is linear, i.e., J{i}(x{i}, x{-i}): =f{i}(x{i})+ ell{i}(x{-i}){ top}x{i} where ell{i} is linear. By exploiting this special structure, we design a distributed algorithm with convergence guarantee under mild assumptions, i.e., (non-strict) monotonicity of the pseudo-subdifferential mapping. The potential of the proposed algorithm is shown via numerical simulations on a networked Nash Cournot game, where we observe faster convergence with respect to standard projected pseudo-gradient algorithms.
| Original language | English |
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| Title of host publication | 2019 18th European Control Conference, ECC 2019 |
| Place of Publication | Piscataway |
| Publisher | Institute of Electrical and Electronics Engineers |
| Pages | 3390-3395 |
| Number of pages | 6 |
| ISBN (Electronic) | 978-3-907144-00-8 |
| DOIs | |
| Publication status | Published - 1 Jun 2019 |
| Event | 18th European Control Conference, ECC 2019 - Naples, Italy, Naples, Italy Duration: 25 Jun 2019 → 28 Jun 2019 Conference number: 18 https://www.ifac-control.org/events/european-control-conference-in-cooperation-with-ifac-ecc-2019 |
Conference
| Conference | 18th European Control Conference, ECC 2019 |
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| Abbreviated title | ECC 2019 |
| Country/Territory | Italy |
| City | Naples |
| Period | 25/06/19 → 28/06/19 |
| Other | 18th European Control Conference (ECC 2019) (in cooperation with IFAC) |
| Internet address |
Funding
G. Belgioioso is with the Control Systems group, TU Eindhoven, The Netherlands. S. Grammatico is with the Delft Center for Systems and Control (DCSC), TU Delft, The Netherlands. E-mail addresses: [email protected], [email protected]. This work was partially supported by NWO under research projects OMEGA (grant n. 613.001.702), P2P-TALES (grant n. 647.003.003), and by the ERC under research project COSMOS (802348).