A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games

Giuseppe Belgioioso, Sergio Grammatico

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/CongresprocedureConferentiebijdrageAcademicpeer review

Uittreksel

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.

TaalEngels
Titel2018 IEEE Conference on Decision and Control, CDC 2018
Plaats van productiePiscataway
UitgeverijInstitute of Electrical and Electronics Engineers
Pagina's3541-3546
Aantal pagina's6
ISBN van elektronische versie978-1-5386-1395-5
DOI's
StatusGepubliceerd - 18 jan 2019
Evenement57th IEEE Conference on Decision and Control, CDC 2018 - Miami, Verenigde Staten van Amerika
Duur: 17 dec 201819 dec 2018
Congresnummer: 57

Congres

Congres57th IEEE Conference on Decision and Control, CDC 2018
Verkorte titelCDC 2018
LandVerenigde Staten van Amerika
StadMiami
Periode17/12/1819/12/18

Vingerafdruk

Generalized Game
Decentralized
Game
Monotone
Forward-backward Algorithm
Operator Theory
Equilibrium Problem
Global Convergence
Resource Allocation
Resource allocation
Inclusion
Zero
Operator

Citeer dit

Belgioioso, G., & Grammatico, S. (2019). A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games. In 2018 IEEE Conference on Decision and Control, CDC 2018 (blz. 3541-3546). [8619610] Piscataway: Institute of Electrical and Electronics Engineers. DOI: 10.1109/CDC.2018.8619610
Belgioioso, Giuseppe ; Grammatico, Sergio. / A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games. 2018 IEEE Conference on Decision and Control, CDC 2018. Piscataway : Institute of Electrical and Electronics Engineers, 2019. blz. 3541-3546
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Belgioioso, G & Grammatico, S 2019, A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games. in 2018 IEEE Conference on Decision and Control, CDC 2018., 8619610, Institute of Electrical and Electronics Engineers, Piscataway, blz. 3541-3546, Miami, Verenigde Staten van Amerika, 17/12/18. DOI: 10.1109/CDC.2018.8619610

A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games. / Belgioioso, Giuseppe; Grammatico, Sergio.

2018 IEEE Conference on Decision and Control, CDC 2018. Piscataway : Institute of Electrical and Electronics Engineers, 2019. blz. 3541-3546 8619610.

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/CongresprocedureConferentiebijdrageAcademicpeer review

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Belgioioso G, Grammatico S. A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games. In 2018 IEEE Conference on Decision and Control, CDC 2018. Piscataway: Institute of Electrical and Electronics Engineers. 2019. blz. 3541-3546. 8619610. Beschikbaar vanaf, DOI: 10.1109/CDC.2018.8619610