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-2 | Engels |
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Titel | 2019 18th European Control Conference, ECC 2019 |
Plaats van productie | Piscataway |
Uitgeverij | Institute of Electrical and Electronics Engineers |
Pagina's | 3390-3395 |
Aantal pagina's | 6 |
ISBN van elektronische versie | 978-3-907144-00-8 |
DOI's | |
Status | Gepubliceerd - 1 jun. 2019 |
Evenement | 18th European Control Conference, ECC 2019 - Naples, Italy, Naples, Italië Duur: 25 jun. 2019 → 28 jun. 2019 Congresnummer: 18 https://www.ifac-control.org/events/european-control-conference-in-cooperation-with-ifac-ecc-2019 |
Congres
Congres | 18th European Control Conference, ECC 2019 |
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Verkorte titel | ECC 2019 |
Land/Regio | Italië |
Stad | Naples |
Periode | 25/06/19 → 28/06/19 |
Internet adres |
Financiering
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).