Tracking-Based Distributed Equilibrium Seeking for Aggregative Games

• 成果类型: Article
• 署名作者: Carnevale, Guido; Fabiani, Filippo; Fele, Filiberto; Margellos, Kostas; Notarstefano, Giuseppe
• 署名单位: University of Bologna; IMT School for Advanced Studies Lucca; University of Sevilla; University of Oxford
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2024.3368967
• 发表日期: 2024
• 页码: 6026-6041
• 关键词: Couplings; Heuristic algorithms; games; CONVERGENCE; iterative methods; Distributed algorithms; vectors; game theory; network analysis and control; optimization algorithms

摘要

We propose fully distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, the projected pseudogradient descent and a tracking mechanism to locally reconstruct the aggregative variable. To handle coupling constraints arising in generalized settings, we propose another distributed algorithm based on a recently emerged augmented primal-dual scheme and two tracking mechanisms to reconstruct, for each agent, both the aggregative variable and the coupling constraint satisfaction. Leveraging tools from singular perturbations analysis, we prove linear convergence to the Nash equilibrium for both schemes. Finally, we run extensive numerical simulations to confirm the effectiveness of our methods and compare them with state-of-the-art distributed equilibrium-seeking algorithms.