Abstract
We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative equilibria of the game as the zeros of a monotone set-valued operator. Then, we massage the Douglas-Rachford splitting to solve the monotone inclusion problem and derive a single layer, semi-decentralized algorithm whose global convergence is guaranteed under mild assumptions. The potential of the proposed Douglas-Rachford algorithm is shown on a simplified resource allocation game, where we observe faster convergence with respect to forward-backward algorithms.
| Original language | English |
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| Title of host publication | 2018 IEEE Conference on Decision and Control, CDC 2018 |
| Place of Publication | Piscataway |
| Publisher | Institute of Electrical and Electronics Engineers |
| Pages | 3541-3546 |
| Number of pages | 6 |
| ISBN (Electronic) | 978-1-5386-1395-5 |
| DOIs | |
| Publication status | Published - 18 Jan 2019 |
| Event | 57th IEEE Conference on Decision and Control, CDC 2018 - Miami, United States Duration: 17 Dec 2018 → 19 Dec 2018 Conference number: 57 |
Conference
| Conference | 57th IEEE Conference on Decision and Control, CDC 2018 |
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| Abbreviated title | CDC 2018 |
| Country/Territory | United States |
| City | Miami |
| Period | 17/12/18 → 19/12/18 |
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) and P2P-TALES (grant n. 647.003.003).