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Register a new userNetworked Aggregative Games with Linear Convergence
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This paper considers a networked aggregative game (NAG) where the players are distributed over a communication network. By only communicating with a subset of players, the goal of each player in the NAG is to minimize an individual cost function that depends on its own action and the aggregate of all the players actions. To this end, we design a novel distributed algorithm that jointly exploits the ideas of the consensus algorithm and the conditional projection descent. Under strongly monotone assumption on the pseudo-gradient mapping, the proposed algorithm with fixed step-sizes is proved to converge linearly to the unique Nash equilibrium of the NAG. Then the theoretical results are validated by numerical experiments.
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We propose a fully asynchronous networked aggregative game (Asy-NAG) where each player minimizes a cost function that depends on its local action and the aggregate of all players actions. In sharp contrast to the existing NAGs, each player in our Asy-NAG can compute an estimate of the aggregate action at any wall-clock time by only using (possibly stale) information from nearby players of a directed network. Such an asynchronous update does not require any coordination among players. Moreover, we design a novel distributed algorithm with an aggressive mechanism for each player to adaptively adjust the optimization stepsize per update. Particularly, the slow players in terms of updating their estimates smartly increase their stepsizes to catch up with the fast ones. Then, we develop an augmented system approach to address the asynchronicity and the information delays between players, and rigorously show the convergence to a Nash equilibrium of the Asy-NAG via a perturbed coordinate algorithm which is also of independent interest. Finally, we evaluate the performance of the distributed algorithm through numerical simulations.
This paper shows the existence of $mathcal{O}(frac{1}{n^gamma})$-Nash equilibria in $n$-player noncooperative aggregative games where the players cost functions depend only on their own action and the average of all the players actions, and is lower semicontinuous in the former while $gamma$-H{o}lder continuous in the latter. Neither the action sets nor the cost functions need to be convex. For an important class of aggregative games which includes congestion games with $gamma$ being 1, a proximal best-reply algorithm is used to construct an $mathcal{O}(frac{1}{n})$-Nash equilibria with at most $mathcal{O}(n^3)$ iterations. These results are applied in a numerical example of demand-side management of the electricity system. The asymptotic performance of the algorithm is illustrated when $n$ tends to infinity.
We address the problem of assessing the robustness of the equilibria in uncertain, multi-agent games. Specifically, we focus on generalized Nash equilibrium problems in aggregative form subject to linear coupling constraints affected by uncertainty with a possibly unknown probability distribution. Within a data-driven context, we apply the scenario approach paradigm to provide a-posteriori feasibility certificates for the entire set of generalized Nash equilibria of the game. Then, we show that assessing the violation probability of such set merely requires to enumerate the constraints that ``shape it. For the class of aggregative games, this results in solving a feasibility problem on each active facet of the feasibility region, for which we propose a semi-decentralized algorithm. We demonstrate our theoretical results by means of an academic example.
In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such problems actually. Since it may be quite hard to get the exact projection in practice, we utilize inscribed polyhedrons to approximate local set constraints, which yields a related approximate game model. We first prove that the Nash equilibrium of the approximate game is the $epsilon$-Nash equilibrium of the original game, and then propose a distributed algorithm to seek the $epsilon$-Nash equilibrium, where the projection is then of a standard form in quadratic programming. With the help of the existing developed methods for solving quadratic programming, we show the convergence of the proposed algorithm, and also discuss the computational cost issue related to the approximation. Furthermore, based on the exponential convergence of the algorithm, we estimate the approximation accuracy related to $epsilon$. Additionally, we investigate the computational cost saved by approximation on numerical examples.
We introduce a new class of context dependent, incomplete information games to serve as structured prediction models for settings with significant strategic interactions. Our games map the input context to outcomes by first condensing the input into private player types that specify the utilities, weighted interactions, as well as the initial strategies for the players. The game is played over multiple rounds where players respond to weighted aggregates of their neighbors strategies. The predicted output from the model is a mixed strategy profile (a near-Nash equilibrium) and each observation is thought of as a sample from this strategy profile. We introduce two new aggregator paradigms with provably convergent game dynamics, and characterize the conditions under which our games are identifiable from data. Our games can be parameterized in a transferable manner so that the sets of players can change from one game to another. We demonstrate empirically that our games as models can recover meaningful strategic interactions from real voting data.
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