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Adrien Séguret

Publications and source records attributed to Adrien Séguret.

3 recordsLinked to original sources

Non-Potential Congestion Games with a Continuum of Players

We study a class of congestion games with a continuum of heterogeneous players and a finite set of resources, without assuming the existence of a potential function. Players differ in their individual characteristics and may contribute differently to congestion, which is represented through general aggregate features of the population choosing each resource. We characterize the conditions under which such a game admits a potential and show that this structure generally fails when players have heterogeneous impacts on congestion. To analyze the non-potential case, we introduce the concept of Stochastic Variational Nash Equilibrium, in which players observe idiosyncratic cost shocks before selecting a resource. We show that equilibrium choices are pure conditional on players' characteristics and shock realizations, whereas the induced aggregate allocation is probabilistic. Under Gumbel-distributed shocks, the equilibrium is equivalent to a continuum-player logit Quantal Response Equilibrium. Using a fixed-point formulation and the Schauder--Tychonoff theorem, we establish existence for every positive noise level and recover a pure Nash equilibrium in the zero-noise limit. Under a coordinate-wise monotonicity condition on aggregate interaction costs, we further prove uniqueness and convergence of the regularized allocations to the pure equilibrium. An application to electric vehicle charging illustrates how heterogeneous energy demands jointly affect station choice, congestion, and market shares.

math.OC↗

Mean Field Control of Thermostatically Controlled Loads as Piecewise Deterministic Markov Processes

This paper presents a mean-field control approach for Piecewise Deterministic Markov Processes (PDMPs), specifically designed for controlling a large number of agents. By modeling the interactions of a large number of agents through an aggregate cost function, the proposed method mitigates the high dimensionality of the problem by focusing on a representative agent. The contribution of this work is the application of a PDMP-based mean-field control framework to the coordination of a large population of Thermostatically Controlled Loads (TCLs). Adapting this framework to TCLs requires incorporating a quality-of-service constraint ensuring that each agent's temperature remains within a specified comfort range. To achieve this, an additional jump intensity is introduced so that agents are very likely to switch between heating and cooling modes when they reach the boundaries of their temperature range. This extension to TCLs is demonstrated through Water Heaters (WHs) control, with a decentralized algorithm based on a dual formulation and stochastic gradient descent. The numerical results obtained illustrate this approach on two examples (signal tracking and taking into account energy price).

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Decomposition of convex high dimensional aggregative stochasticcontrol problems

We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some reasonable assumptions an $\varepsilon$-optimal solution of the original problem. As second contribution, we present a decentralized algorithm whose convergence to the solution of the modified problem is established. Finally, we study the application of the developed tools in an engineering context, studying a coordination problem for large populations of domestic thermostatically controlled loads (TCLs)

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