On distributed generalized nash equilibrium seeking

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

Abstract

Generalized Nash equilibrium problems describe multi-agent systems where each decision maker, or agent, aims at minimizing its individual cost function, yet all are subject to shared, coupling constraints. Distributed algorithms represent viable solution methods for solving generalized Nash equilibrium problems, since they require the agents to optimize and communicate locally, besides agree on the shared resources with selected other agents. The design of efficient solution algorithms is however extremely challenging from a theoretical perspective. In this chapter, we show that operator theory offers the appropriate mathematical tools to design distributed solution methods for generalized Nash equilibrium problems.

Original languageEnglish
Title of host publicationAnalytics for the Sharing Economy
Subtitle of host publicationMathematics, Engineering and Business Perspectives
EditorsEmanuele Crisostom, Bissan Ghaddar, Florian Häusler, Joe Naoum-Sawaya, Giovanni Russo
Place of PublicationCham, Switzerland
PublisherSpringer
Pages39-49
ISBN (Electronic)978-3-030-35032-1
ISBN (Print)978-3-030-35031-4
DOIs
Publication statusPublished - 2020

Keywords

  • Control Theory
  • Generalized nash equilibrium problem
  • Monotone operator theory
  • Operator splitting

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