Distributed Nash Equilibrium Seeking in an Aggregative Game on a Directed Graph
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
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Detail(s)
Original language | English |
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Article number | 9137646 |
Pages (from-to) | 2746-2753 |
Journal / Publication | IEEE Transactions on Automatic Control |
Volume | 66 |
Issue number | 6 |
Online published | 9 Jul 2020 |
Publication status | Published - Jun 2021 |
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Abstract
An aggregative game with local constraint sets is studied in this article, where each player's cost function is dependent on the aggregation function that is unavailable to all players. To compute the Nash equilibrium (NE) point of the game in a distributed manner, the players are endowed with several auxiliary state variables that are used to estimate the aggregation function by exchanging their estimates with local neighbors on a directed graph. In the two cases with strongly connected weight-balanced and weight-unbalanced directed graphs, respectively, NE seeking strategies are proposed by the interconnection of projected gradient-play with average consensus dynamics. The proposed algorithms are proved to be able to reach the NE point by using tools from variational inequality theory and Lyapunov stability theory. Finally, an example is simulated to demonstrate the theoretical results.
Research Area(s)
- Aggregative game, consensus protocol, directed graph, Nash equilibrium (NE) seeking
Citation Format(s)
Distributed Nash Equilibrium Seeking in an Aggregative Game on a Directed Graph. / Zhu, Yanan; Yu, Wenwu; Wen, Guanghui; Chen, Guanrong.
In: IEEE Transactions on Automatic Control, Vol. 66, No. 6, 9137646, 06.2021, p. 2746-2753.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review