Single-Timescale Distributed GNE Seeking for Aggregative Games Over Networks via Forward–Backward Operator Splitting

DOI10.1109/TAC.2020.3015354zbMATH Open1467.91003arXiv1908.00107OpenAlexW3104258082MaRDI QIDQ5002137FDOQ5002137

Authors: Dian Gadjov, Lacra Pavel 

Publication date: 26 July 2021

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighbouring agents. We propose a single-layer distributed algorithm that reaches a variational generalized Nash equilibrium, under constant step sizes. The algorithm works on a single timescale, i.e., does not require multiple communication rounds between agents before updating their action. The convergence proof leverages an invariance property of the aggregate estimates and relies on a forward-backward splitting for two preconditioned operators and their restricted (strong) monotonicity properties on the consensus subspace.

Full work available at URL: https://arxiv.org/abs/1908.00107

Mathematics Subject Classification ID

Applications of game theory (91A80) Noncooperative games (91A10)

Cited In (9)

• Nonconvex distributed feedback optimization for aggregative cooperative robotics
• Generalized Nash equilibrium seeking for networked noncooperative games with a dynamic event-triggered mechanism
• Equilibrium seeking and optimal selection algorithms in peer-to-peer energy markets
• Distributed dynamics for aggregative games: Robustness and privacy guarantees
• Learning generalized Nash equilibria in monotone games: a hybrid adaptive extremum seeking control approach
• Fast generalized Nash equilibrium seeking under partial-decision information
• Learning generalized Nash equilibria in multi-agent dynamical systems via extremum seeking control
• Stochastic generalized Nash equilibrium seeking under partial-decision information
• Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems

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