Distributed Generalized Nash Equilibrium Seeking in Aggregative Games on Time-Varying Networks

Giuseppe Belgioioso; Angelia Nedic; Sergio Grammatico

doi:10.1109/TAC.2020.3005922

Distributed Generalized Nash Equilibrium Seeking in Aggregative Games on Time-Varying Networks

Giuseppe Belgioioso, Angelia Nedic, Sergio Grammatico

Electrical Engineering

Research output: Contribution to journal › Article › peer-review

61 Scopus citations

Abstract

We design the first fully distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the aggregate decision. The algorithm is derived by integrating dynamic tracking into a projected pseudo-gradient algorithm. The convergence analysis relies on the framework of monotone operator splitting and the Krasnosel'skii-Mann fixed-point iteration with errors.

Original language	English (US)
Article number	9130079
Pages (from-to)	2061-2075
Number of pages	15
Journal	IEEE Transactions on Automatic Control
Volume	66
Issue number	5
DOIs	https://doi.org/10.1109/TAC.2020.3005922
State	Published - May 2021

Keywords

Distributed algorithms
multiagent systems
network theory
optimization method

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/TAC.2020.3005922

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abstract = "We design the first fully distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the aggregate decision. The algorithm is derived by integrating dynamic tracking into a projected pseudo-gradient algorithm. The convergence analysis relies on the framework of monotone operator splitting and the Krasnosel'skii-Mann fixed-point iteration with errors.",

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Distributed Generalized Nash Equilibrium Seeking in Aggregative Games on Time-Varying Networks

Abstract

Keywords

ASJC Scopus subject areas

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