Related papers: A rational decentralized generalized Nash equilibr…
We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…
This paper presents an exact penalization theory of the generalized Nash equilibrium problem (GNEP) that has its origin from the renowned Arrow-Debreu general economic equilibrium model. While the latter model is the foundation of much of…
We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…
In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…
This paper studies generalized Nash equilibrium problems that are given by rational functions. The optimization problems are not assumed to be convex. Rational expressions for Lagrange multipliers and feasible extensions of KKT points are…
In this paper, we consider microgrids that interconnect prosumers with distributed energy resources and dynamic loads. Prosumers are connected through the microgrid to trade energy and gain profit while respecting the network constraints.…
Within a common arbitrage-free semimartingale financial market we consider the problem of determining all Nash equilibrium investment strategies for $n$ agents who try to maximize the expected utility of their relative wealth. The utility…
This paper develops a distributed Nash Equilibrium seeking algorithm for heterogeneous multi-robot systems. The algorithm utilises distributed optimisation and output control to achieve the Nash equilibrium by leveraging information shared…
Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…
This paper proposes a fully distributed Demand-Side Management system for Smart Grid infrastructures, especially tailored to reduce the peak demand of residential users. In particular, we use a dynamic pricing strategy, where energy tariffs…
This paper presents an analysis of competition between generators when incentive-based demand response is employed in an electricity market. Thermal and hydropower generation are considered in the model. A smooth inverse demand function is…
Demand side management (DSM) is one of the main functionalities of the smart grid as it allows the consumer to adjust its energy consumption for an efficient energy management. Most of the existing DSM techniques aim at minimizing the…
In this paper, we study the problem of consensus-based distributed Nash equilibrium (NE) seeking where a network of players, abstracted as a directed graph, aim to minimize their own local cost functions non-cooperatively. Considering the…
We consider a network of prosumers involved in peer-to-peer energy exchanges, with differentiation price preferences on the trades with their neighbors, and we analyze two market designs: (i) a centralized market, used as a benchmark, where…
In this paper, we propose a distributed control strategy for the design of an energy market. The method relies on a hierarchical structure of aggregators for the coordination of prosumers (agents which can produce and consume energy). The…
In Evolutionary Game Theory (EGT), a population reaches a Nash equilibrium when none of the agents can improve its objective by solely changing its strategy on its own. Roughly speaking, this equilibrium is a protection against betrayal.…
This work aims at developing a power control framework to jointly optimize energy efficiency (measured in bit/Joule) and delay in wireless networks. A multi-objective approach is taken to deal with both performance metrics, while ensuring a…
This paper considers non-cooperative and fully-distributed power-allocation for selfish transmitter-receiver pairs in shared unlicensed spectrum when normalized-interference to each receiver is uncertain. We model each uncertain parameter…
This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…
In this paper, the problem of smart grid energy management under stochastic dynamics is investigated. In the considered model, at the demand side, it is assumed that customers can act as prosumers who own renewable energy sources and can…