Title: Semi-Decentralized Nash Equilibrium Seeking in Aggregative Games With Separable Coupling Constraints and Non-Differentiable Cost Functions
Abstract: We study the Nash equilibrium seeking problem for noncooperative agents whose decision making process can be modeled as a generalized aggregative game. Specifically, we consider players with convex local cost functions, convex local constraints, and convex separable coupling constraints, and we extend the literature on generalized aggregative games by handling possibly non-differentiable cost functions. We recast the Nash equilibrium seeking problem as the problem to find a zero of a set-valued monotone operator and show that the variational Nash equilibria correspond to KKT solutions of the original game where the shared constraints have the same Lagrange multipliers for all the players. Finally, we design a semi-decentralized algorithm with global convergence guarantee for generalized Nash equilibrium seeking.
Publication Year: 2017
Publication Date: 2017-06-22
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 94
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