On the optimal selection of generalized Nash equilibria in linearly coupled aggregative games
Emilio Benenati (TU Delft - Team Sergio Grammatico)
Wicak Ananduta (TU Delft - Team Sergio Grammatico)
Sergio Grammatico (TU Delft - Team Bart De Schutter, TU Delft - Team Sergio Grammatico)
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Abstract
Monotone aggregative games may admit multiple (variational) generalized Nash equilibria, yet currently there is no algorithm able to provide an a-priori characterization of the equilibrium solution actually computed. In this paper, we formulate for the first time the problem of selecting a specific variational equilibrium that is optimal with respect to a given objective function. We then propose a semi-decentralized algorithm for optimal equilibrium selection in linearly coupled aggregative games and prove its convergence.