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

• 成果类型: Article
• 署名作者: Belgioioso, Giuseppe; Nedic, Angelia; Grammatico, Sergio
• 署名单位: Eindhoven University of Technology; Arizona State University; Arizona State University-Tempe; Delft University of Technology
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2020.3005922
• 发表日期: 2021
• 页码: 2061-2075
• 关键词: games; Heuristic algorithms; Nash equilibrium; communication networks; CONVERGENCE; Couplings; Aggregates; Distributed algorithms; multiagent systems; optimization method; network theory

摘要

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.