Network Games Equilibrium Computation: Duality Extension and Coordination - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2021

Network Games Equilibrium Computation: Duality Extension and Coordination

Abstract

We formulate a generic network game as a generalized Nash equilibrium problem. Relying on normalized Nash equilibrium as solution concept, we provide a parametrized proximal algorithm to span many equilibrium points [1]. Complexifying the setting, we consider an information structure in which the agents in the network can withhold some local information from sensitive data, resulting in private coupling constraints. The convergence of the algorithm and deviations in the players’ strategies at equilibrium are formally analyzed. In addition, duality theory extension enables to use the algorithm to coordinate the agents through a fully distributed pricing mechanism, on one specific equilibrium with desirable properties at the system level (economic efficiency, fairness, etc.). To that purpose, the game is recast as a hierarchical decomposition problem in the same spirit as in [3], and a procedure is detailed to compute the equilibrium that minimizes a secondary cost function capturing system level properties. Finally, applications are presented to a) peer-to-peer energy trading [2], b) Transmission-Distribution System Operators markets for flexibility procurement [4].
No file

Dates and versions

hal-03449930 , version 1 (25-11-2021)

Identifiers

  • HAL Id : hal-03449930 , version 1

Cite

Hélène Le Cadre. Network Games Equilibrium Computation: Duality Extension and Coordination. PGMO Days 2021 - Programme Gaspard Monge Pour l'optimisation, la recherche opérationnelle et leurs interactions avec les sciences des données, Nov 2021, Palaiseau, France. ⟨hal-03449930⟩
46 View
3 Download

Share

Gmail Mastodon Facebook X LinkedIn More