Population games with replicator dynamics under event-triggered payoff provider and a demand response application

We consider a large population of decision makers that choose their evolutionary strategies based on simple pairwise imitation rules. We describe such a dynamic process by the replicator dynamics. Differently from the available literature, where the payoffs signals are assumed to be updated continuously, we consider a more realistic scenario...

Learning generalized Nash equilibria in monotone games: A hybrid adaptive extremum seeking control approach

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information to compute a GNE with a central coordinator. As the second main contribution, we design a gain...

Payoff distribution in robust coalitional games on time-varying networks

In this article, we consider a sequence of transferable utility coalitional games, where the actual coalitional values are unknown but vary within known bounds. As a solution to the resulting family of games, we formalize the notion of 'robust core.' Our main contribution is to design two distributed algorithms, namely 1) distributed payoff...

Distributed Demand Side Management With Stochastic Wind Power Forecasting

In this article, we propose a distributed demand-side management (DSM) approach for smart grids taking into account uncertainty in wind power forecasting. The smart grid model comprehends traditional users as well as active users (prosumers). Through a rolling-horizon approach, prosumers participate in a DSM program, aiming at minimizing...

The Distributed Dual Ascent Algorithm is Robust to Asynchrony

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this letter, we study its asynchronous counterpart. Specifically, we assume that each agent only relies on the outdated information received from some...

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...

Learning generalized Nash equilibria in multi-agent dynamical systems via extremum seeking control

In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose semi-decentralized and distributed continuous-time solution algorithms that use regular projections and first-order information to compute a GNE with and without a central coordinator. As the second main...

Fully distributed Nash equilibrium seeking over time-varying communication networks with linear convergence rate

We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible set, but can only observe the actions of some neighbors. Our algorithm is based on projected pseudo-gradient dynamics, augmented...

Continuous-time integral dynamics for a class of aggregative games with coupling constraints

We consider continuous-time equilibrium seeking in a class of aggregative games with strongly convex cost functions and affine coupling constraints. We propose simple, semi-decentralized integral dynamics and prove their global asymptotic convergence to a variational generalized aggregative or Nash equilibrium. The proof is based on Lyapunov...

Multi-Vehicle Automated Driving as a Generalized Mixed-Integer Potential Game

This paper considers the multi-vehicle automated driving coordination problem. We develop a distributed, hybrid decision-making framework for safe and efficient autonomous driving of selfish vehicles on multi-lane highways, where each dynamics is modeled as a mixed-logical–dynamical system. We formalize the coordination problem as a generalized...

A shrinking-horizon, game-theoretic algorithm for distributed energy generation and storage in the smart grid with wind forecasting

We address the demand-side management (DSM) problem for smart grids where the users have energy generation and storage capabilities, and where the energy price depends on the renewable energy sources and on the aggregate electricity demand. Each user aims at reducing its economic cost by selecting the best energy schedule subject to its local...

A projected gradient and constraint linearization method for nonlinear model predictive control

Projected gradient descent denotes a class of iterative methods for solving optimization programs. In convex optimization, its computational complexity is relatively low whenever the projection onto the feasible set is relatively easy to compute. On the other hand, when the problem is nonconvex, e.g., because of nonlinear equality constraints...

Proximal dynamics in multi-agent network games

In this paper, we consider dynamics and protocols for agents seeking an equilibrium in a network game with proximal quadratic cost coupling. We adopt an operator theoretic perspective to show global convergence to a network equilibrium, under the assumption of convex cost functions with proximal quadratic couplings, time-invariant and time...