Abstract
We address the generalized Nash equilibrium seeking problem for a population of noncooperative agents playing potential games with linear coupling constraints over a communication network. We consider a class of generalized potential games where the coupling in the cost functions of the agents is linear, i.e., J{i}(x{i}, x{-i}): =f{i}(x{i})+ ell{i}(x{-i}){ top}x{i} where ell{i} is linear. By exploiting this special structure, we design a distributed algorithm with convergence guarantee under mild assumptions, i.e., (non-strict) monotonicity of the pseudo-subdifferential mapping. The potential of the proposed algorithm is shown via numerical simulations on a networked Nash Cournot game, where we observe faster convergence with respect to standard projected pseudo-gradient algorithms.
Original language | English |
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Title of host publication | Proceedings of the 18th European Control Conference (ECC 2019) |
Place of Publication | Piscataway, NJ, USA |
Publisher | IEEE |
Pages | 3390-3395 |
ISBN (Electronic) | 978-3-907144-00-8 |
DOIs | |
Publication status | Published - 2019 |
Event | ECC 2019: 18th European Control Conference - Napoli, Italy Duration: 25 Jun 2019 → 28 Jun 2019 |
Conference
Conference | ECC 2019: 18th European Control Conference |
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Country/Territory | Italy |
City | Napoli |
Period | 25/06/19 → 28/06/19 |