Local Stackelberg equilibrium seeking in generalized aggregative games
Abstract
We propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple-follower problem, and after equivalently recasting the Stackelberg game as a mathematical program with complementarity constraints (MPCC), we iteratively convexify a regularized version of the MPCC as inner problem, whose solution generates a sequence of feasible descent directions for the original MPCC. Thus, by pursuing a descent direction at every outer iteration, we establish convergence to a local Stackelberg equilibrium. Finally, the proposed algorithm is tested on a numerical case study involving a hierarchical instance of the charging coordination of Plug-in Electric Vehicles (PEVs).
Cite
@article{arxiv.2006.03916,
title = {Local Stackelberg equilibrium seeking in generalized aggregative games},
author = {Filippo Fabiani and Mohammad Amin Tajeddini and Hamed Kebriaei and Sergio Grammatico},
journal= {arXiv preprint arXiv:2006.03916},
year = {2022}
}