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

Giuseppe Belgioioso, Sergio Grammatico

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/CongresprocedureConferentiebijdrageAcademicpeer review

2 Citaten (Scopus)

Samenvatting

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.

Originele taal-2Engels
Titel2019 18th European Control Conference, ECC 2019
Plaats van productiePiscataway
UitgeverijInstitute of Electrical and Electronics Engineers
Pagina's3390-3395
Aantal pagina's6
ISBN van elektronische versie978-3-907144-00-8
DOI's
StatusGepubliceerd - 1 jun 2019
Evenement18th European Control Conference, ECC 2019 - Naples, Italië
Duur: 25 jun 201928 jun 2019

Congres

Congres18th European Control Conference, ECC 2019
LandItalië
StadNaples
Periode25/06/1928/06/19

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Citeer dit

Belgioioso, G., & Grammatico, S. (2019). A distributed proximal-point algorithm for nash equilibrium seeking in generalized potential games with linearly coupled cost functions. In 2019 18th European Control Conference, ECC 2019 (blz. 3390-3395). [8795852] Piscataway: Institute of Electrical and Electronics Engineers. https://doi.org/10.23919/ECC.2019.8795852