English

Personalized incentives as feedback design in generalized Nash equilibrium problems

Optimization and Control 2024-07-09 v3 Computer Science and Game Theory Machine Learning Systems and Control Systems and Control

Abstract

We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision a scenario in which the formal expression of the underlying potential function is not available, and we design a semi-decentralized Nash equilibrium seeking algorithm. In the proposed two-layer scheme, a coordinator iteratively integrates the (possibly noisy and sporadic) agents' feedback to learn the pseudo-gradients of the agents, and then design personalized incentives for them. On their side, the agents receive those personalized incentives, compute a solution to an extended game, and then return feedback measurements to the coordinator. In the stationary setting, our algorithm returns a Nash equilibrium in case the coordinator is endowed with standard learning policies, while it returns a Nash equilibrium up to a constant, yet adjustable, error in the time-varying case. As a motivating application, we consider the ridehailing service provided by several companies with mobility as a service orchestration, necessary to both handle competition among firms and avoid traffic congestion, which is also adopted to run numerical experiments verifying our results.

Keywords

Cite

@article{arxiv.2203.12948,
  title  = {Personalized incentives as feedback design in generalized Nash equilibrium problems},
  author = {Filippo Fabiani and Andrea Simonetto and Paul J. Goulart},
  journal= {arXiv preprint arXiv:2203.12948},
  year   = {2024}
}

Comments

arXiv admin note: text overlap with arXiv:2111.03854

R2 v1 2026-06-24T10:24:27.105Z