Distributed generalized Nash equilibrium seeking in aggregative games under partial-decision information via dynamic tracking
Giuseppe Belgioioso (Eindhoven University of Technology)
Angelia Nedic (Arizona State University)
Sergio Grammatico (TU Delft - Mechanical Engineering, TU Delft - Mechanical Engineering)
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Abstract
We design a distributed algorithm for generalized Nash equilibrium seeking in aggregative games with linear coupling constraints under partial-decision information, i.e., the agents have no direct access to the aggregate decision. The algorithm is derived by including dynamic tracking together with a standard projected pseudo-gradient algorithm in a fully-distributed fashion. The convergence analysis of the algorithm relies on the framework of monotone operator splitting and Krasnosel'skii-Mann fixed-point iteration with errors.