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arXiv · 1907.00191

Distributed generalized Nash equilibrium seeking in aggregative games on time-varying networks

Giuseppe Belgioioso·Angelia Nedić·Sergio Grammatico
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Abstract

We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the aggregate decision. The algorithm is derived by integrating dynamic tracking into a projected pseudo-gradient algorithm. The convergence analysis relies on the framework of monotone operator splitting and the Krasnosel'skii-Mann fixed-point iteration with errors.

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Giuseppe Belgioioso, Angelia Nedić, Sergio Grammatico. 2019-06-29. Distributed generalized Nash equilibrium seeking in aggregative games on time-varying networks. https://doi.org/10.1109/tac.2020.3005922

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