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

Journal article (2021)

Authors

Giuseppe Belgioioso Eindhoven University of Technology
Angelia Nedic Arizona State University
S. Grammatico Team Bart De Schutter - Mechanical, Maritime and Materials Engineering
Research Group
Team Bart De Schutter (Mechanical, Maritime and Materials Engineering) (TU Delft)
Optimization method Network theory Distributed algorithms Multiagent systems
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Published Date

2021

Language

English

Reuse Rights

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Faculty

Mechanical, Maritime and Materials Engineering

Department

Delft Center for Systems and Control

Research Group

Team Bart De Schutter

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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