Local Stackelberg equilibrium seeking in generalized aggregative games

DOI10.1109/TAC.2021.3077874MaRDI QIDQ6342254arXivFDO

Authors Filippo Fabiani, Mohammad Amin Tajeddini, Hamed Kebriaei, Sergio Grammatico

Publication date 6 June 2020

Published in arXiv

Full work available at URL https://doi.org/10.1109/TAC.2021.3077874

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Equilibrium refinements (91A11) Hierarchical games (including Stackelberg games) (91A65) Hierarchical systems (93A13)

arXiv classification

cs.GTcs.MAcs.SYeess.SYmath.OC

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 involving a hierarchical instance of the charging coordination of Plug-in Electric Vehicles (PEVs).

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