Abstract
Generalized Nash equilibrium problems describe multi-agent systems where each decision maker, or agent, aims at minimizing its individual cost function, yet all are subject to shared, coupling constraints. Distributed algorithms represent viable solution methods for solving generalized Nash equilibrium problems, since they require the agents to optimize and communicate locally, besides agree on the shared resources with selected other agents. The design of efficient solution algorithms is however extremely challenging from a theoretical perspective. In this chapter, we show that operator theory offers the appropriate mathematical tools to design distributed solution methods for generalized Nash equilibrium problems.
This work was partially supported by the Netherlands Organization for Scientific Research (NWO) under research projects OMEGA (grant n. 613.001.702) and P2P-TALES (grant n. 647.003.003).
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Grammatico, S. (2020). On Distributed Generalized Nash Equilibrium Seeking. In: Crisostomi, E., Ghaddar, B., Häusler, F., Naoum-Sawaya, J., Russo, G., Shorten, R. (eds) Analytics for the Sharing Economy: Mathematics, Engineering and Business Perspectives. Springer, Cham. https://doi.org/10.1007/978-3-030-35032-1_4
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DOI: https://doi.org/10.1007/978-3-030-35032-1_4
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