A distributed proximal-point algorithm for nash equilibrium seeking in generalized potential games with linearly coupled cost functions

Giuseppe Belgioioso, Sergio Grammatico

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

3 Citations (Scopus)

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 languageEnglish
Title of host publication2019 18th European Control Conference, ECC 2019
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages3390-3395
Number of pages6
ISBN (Electronic)978-3-907144-00-8
DOIs
Publication statusPublished - 1 Jun 2019
Event17th European Control Conference (ECC 2019) - Naples, Italy
Duration: 25 Jun 201928 Jun 2019
Conference number: 17
https://www.ifac-control.org/events/european-control-conference-in-cooperation-with-ifac-ecc-2019

Conference

Conference17th European Control Conference (ECC 2019)
Abbreviated titleECC 2019
Country/TerritoryItaly
CityNaples
Period25/06/1928/06/19
Other17th European Control Conference (ECC 2019) (in cooperation with IFAC)
Internet address

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