Optimal Selection and Tracking of Generalized Nash Equilibria in Monotone Games

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE seeking algorithms have in fact convergence guarantees toward an arbitrary, possibly inefficient,...

Local Stackelberg equilibrium seeking in generalized aggregative games

We propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple follower problem, and after equivalently recasting the Stackelberg game as a mathematical program with complementarity...

Operationally-Safe Peer-to-Peer Energy Trading in Distribution Grids: A Game-Theoretic Market-Clearing Mechanism

In future distribution grids, prosumers (i.e., energy consumers with storage and/or production capabilities) will trade energy with each other and with the main grid. To ensure an efficient and safe operation of energy trading, in this paper, we formulate a peer-to-peer energy market of prosumers as a generalized aggregative game, in which a...

Distributed Augmented Lagrangian Method for Link-Based Resource Sharing Problems of Multi-Agent Systems

A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality constraints. In this regard, we propose a distributed algorithm based on solving the dual of the augmented...

Joint Features Extraction for Multiple Moving Targets Using (Ultra-)Wideband FMCW Signals in the Presence of Doppler Ambiguity

This article addresses the joint estimation of range, velocity and azimuth for multiple fast-moving targets using (ultra-)wideband (UWB) frequency-modulated continuous-wave (FMCW) radar with a phased array in the presence of Doppler ambiguities. The range migration of moving targets is described with the coupling of the fast-time and slow...