Abstract
We propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple follower problem, and after equivalently recasting the Stackelberg game as a mathematical program with complementarity constraints (MPCC), we iteratively convexify a regularized version of the MPCC as inner problem, whose solution generates a sequence of feasible descent directions for the original MPCC. Thus, by pursuing a descent direction at every outer iteration, we establish convergence to a local Stackelberg equilibrium. Finally, the proposed algorithm is tested on a numerical case study, a hierarchical instance of the charging coordination problem of Plug-in Electric Vehicles (PEVs).
| Original language | English |
|---|---|
| Pages (from-to) | 965-970 |
| Journal | IEEE Transactions on Automatic Control |
| Volume | 67 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2022 |
Bibliographical note
Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-careOtherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.
Keywords
- Approximation algorithms
- Convergence
- Cost function
- Couplings
- game theory
- Games
- hierarchical systems
- optimization
- Stackelberg equilibrium
- Standards
- Wireless networks
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