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Distributed computation of generalized Nash equilibria in quadratic aggregative games with affine coupling constraints

Author(s):

D. Paccagnan, B. Gentile, F. Parise, M. Kamgarpour, J. Lygeros
Conference/Journal:

vol. AUT16-02, Extended version of CDC 2016 "Distributed computation of generalized Nash equilibria in quadratic aggregative games with affine coupling constraints"
Abstract:

We analyse deterministic aggregative games, with large but finite number of players, that are subject to both local and coupling constraints. Firstly, we derive sufficient conditions for the existence of a generalized Nash equilibrium, by using the theory of variational inequalities together with the specific structure of the objective functions and constraints. Secondly, we present a coordination scheme, belonging to the class of asymmetric projection algorithms, and we prove that it converges R-linearly to a generalized Nash equilibrium. To this end, we extend the available results on asymmetric projection algorithms to our setting. Finally, we show that the proposed scheme can be implemented in a decentralized fashion and it is suitable for the analysis of large populations. Our theoretical results are applied to the problem of charging a fleet of plug-in electric vehicles, in the presence of capacity constraints coupling the individual demands.

Year:

2016
Type of Publication:

(04)Technical Report
Supervisor:



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% Autogenerated BibTeX entry
@TechReport { PacEtal:2016:IFA_5485,
    author={D. Paccagnan and B. Gentile and F. Parise and M. Kamgarpour and J.
	  Lygeros},
    title={{Distributed computation of generalized Nash equilibria in
	  quadratic aggregative games with affine coupling
	  constraints}},
    institution={},
    year={2016},
    number={},
    address={},
    month=dec,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=5485}
}
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