A distributed proximal-point algorithm for nash equilibrium seeking in generalized potential games with linearly coupled cost functions

Giuseppe Belgioioso, Sergio Grammatico

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

10 Citations (Scopus)

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 languageEnglish
Title of host publicationProceedings of the 18th European Control Conference (ECC 2019)
Place of PublicationPiscataway, NJ, USA
PublisherIEEE
Pages3390-3395
ISBN (Electronic)978-3-907144-00-8
DOIs
Publication statusPublished - 2019
EventECC 2019: 18th European Control Conference - Napoli, Italy
Duration: 25 Jun 201928 Jun 2019

Conference

ConferenceECC 2019: 18th European Control Conference
Country/TerritoryItaly
CityNapoli
Period25/06/1928/06/19

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