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We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…

Statistical Mechanics · Physics 2008-11-23 Matteo Marsili , Yi-Cheng Zhang

Traditionally, most consumers of electricity pay for their consumptions according to a fixed rate. With the advancement of Smart Grid technologies, large-scale implementation of variable-rate metering becomes more practical. As a result,…

Computer Science and Game Theory · Computer Science 2011-06-14 Tarun Agarwal , Shuguang Cui

Global warming is endangering the earth's ecosystem. It is imperative for us to limit green house gas emissions in order to combat rising global average temperatures. One way to move forward is the integration of renewable energy resources…

Signal Processing · Electrical Eng. & Systems 2019-05-14 Matthias Pilz , Luluwah Al-Fagih

We consider a system of single- or double integrator agents playing a generalized Nash game over a network, in a partial-information scenario. We address the generalized Nash equilibrium seeking problem by designing a fully-distributed…

Optimization and Control · Mathematics 2021-05-07 Mattia Bianchi , Sergio Grammatico

We propose a real-time nodal pricing mechanism for cost minimization and voltage control in a distribution network with autonomous distributed energy resources and analyze the resulting market using stochastic game theory. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Eli Brock , Jingqi Li , Javad Lavaei , Somayeh Sojoudi

With the proliferation of distributed generations, traditional passive consumers in distribution networks are evolving into "prosumers", which can both produce and consume energy. Energy trading with the main grid or between prosumers is…

Optimization and Control · Mathematics 2022-10-06 Yongkai Xie , Zhaojian Wang , John Z. F. Pang , Bo Yang , Xinping Guan

We consider a stylized model for a power network with distributed local power generation and storage. This system is modeled as network connection a large number of nodes, where each node is characterized by a local electricity consumption,…

Probability · Mathematics 2019-06-21 Clemence Alasseur , Imen Ben Tahar , Anis Matoussi

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Sergio Grammatico

This paper explores distributed aggregative games in multi-agent systems. Current methods for finding distributed Nash equilibrium require players to send original messages to their neighbors, leading to communication burden and privacy…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Wei Huo , Xiaomeng Chen , Kemi Ding , Subhrakanti Dey , Ling Shi

Demand-side management (DSM) is becoming an increasingly important component of the envisioned smart grid. The ability to improve the efficiency of energy use in the power system by altering demand is widely viewed as being not merely…

Computer Science and Game Theory · Computer Science 2013-06-05 Waleed K. A. Najy , Jacob W. Crandall , H. H. Zeineldin

The wide deployment of distributed renewable energy sources and electric vehicles can help mitigate climate crisis. This necessitates new business models in the power sector to hedge against uncertainties while imposing a strong coupling…

Systems and Control · Electrical Eng. & Systems 2024-02-05 Dongxiang Yan , Tongxin Li , Changhong Zhao , Han Wang , Yue Chen

Wireless power charging enables portable devices to be permanently unplugged. Due to its low transmission power and low transmission efficiency, it requires much longer time slot to charge users compared with that for data transmission in…

Information Theory · Computer Science 2018-01-23 Yanju Gu

In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…

Systems and Control · Electrical Eng. & Systems 2022-02-01 Yuanhanqing Huang , Jianghai Hu

We study the problem of achieving decentralized coordination by a group of strategic decision makers choosing to engage or not in a task in a stochastic setting. First, we define a class of symmetric utility games that encompass a broad…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Marcos M. Vasconcelos , Behrouz Touri

We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the…

Optimization and Control · Mathematics 2025-07-29 Georgios Pantazis , Barbara Franci , Sergio Grammatico

Large scale systems are forecasted to greatly impact our future lives thanks to their wide ranging applications including cooperative robotics, mobility on demand, resource allocation, supply chain management. While technological…

Optimization and Control · Mathematics 2024-12-20 Dario Paccagnan

We propose a toy model for a stochastic description of the competition between two athletes of unequal strength, whose average strength difference is represented by a parameter $d$. The athletes interact through the choice of their…

Physics and Society · Physics 2019-05-24 Cecile Appert-Rolland , Hendrik-Jan Hilhorst , Amandine Aftalion

In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…

Optimization and Control · Mathematics 2023-02-27 Xin Cai , Feng Xiao , Bo Wei

We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…

Optimization and Control · Mathematics 2021-06-02 Barbara Franci , Sergio Grammatico

This paper presents a potential game approach for distributed cooperative selection of informative sensors, when the goal is to maximize the mutual information between the measurement variables and the quantities of interest. It is proved…

Systems and Control · Computer Science 2014-03-05 Han-Lim Choi , Su-Jin Lee