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

10 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, Italy, Naples, Italië
Duur: 25 jun. 201928 jun. 2019
Congresnummer: 18
https://www.ifac-control.org/events/european-control-conference-in-cooperation-with-ifac-ecc-2019

Congres

Congres18th European Control Conference, ECC 2019
Verkorte titelECC 2019
Land/RegioItalië
StadNaples
Periode25/06/1928/06/19
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).

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