Distributed robust adaptive equilibrium computation for generalized convex games
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Publication:901177
DOI10.1016/J.AUTOMATICA.2015.10.012zbMATH Open1329.93066arXiv1507.01530OpenAlexW760928609MaRDI QIDQ901177FDOQ901177
Publication date: 23 December 2015
Published in: Automatica (Search for Journal in Brave)
Abstract: This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through communicating with neighboring players. The particular challenge we consider is that the component functions are unknown a priori to associated players. We study two distributed computation algorithms and analyze their convergence properties in the presence of data transmission delays and dynamic changes of network topologies. The algorithm performance is verified through demand response on the IEEE 30-bus Test System. Our technical tools integrate convex analysis, variational inequalities and simultaneous perturbation stochastic approximation.
Full work available at URL: https://arxiv.org/abs/1507.01530
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Learning and adaptive systems in artificial intelligence (68T05) Noncooperative games (91A10) Sensitivity (robustness) (93B35) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)
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