相关论文: A rational decentralized generalized Nash equilibr…

Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…

We consider two market designs for a network of prosumers, trading energy: (i) a centralized design which acts as a benchmark, and (ii) a peer-to-peer market design. High renewable energy penetration requires that the energy market design…

The smart grid incentivizes distributed agents with local generation (e.g., smart homes, and microgrids) to establish multi-agent systems for enhanced reliability and energy consumption efficiency. Distributed energy trading has emerged as…

This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

Designing optimal interdependent networks is important for the robustness and efficiency of national critical infrastructures. Here, we establish a two-person game-theoretic model in which two network designers choose to maximize the global…

The concept of Energy Hub (EH) has been emerged to accommodate renewable energy sources in a multi-energy system to deploy the synergies between electricity and other energy sources. However, the market mechanisms for the integration of the…

We study optimal execution in markets with transient price impact in a competitive setting with $N$ traders. Motivated by prior negative results on the existence of pure Nash equilibria, we consider randomized strategies for the traders and…

In this report we construct two mechanisms that fully implement social welfare maximising allocation in Nash equilibria for the case of a single infinitely divisible good subject to multiple inequality constraints. The first mechanism…

In this paper, we focus on modeling and analysis of demand-side management in a microgrid where agents utilize grid energy and a shared battery charged by renewable energy sources. We model the problem as a generalized stochastic dynamic…

We consider a variant of Cournot competition, where multiple firms allocate the same amount of resource across multiple markets. We prove that the game has a unique pure-strategy Nash equilibrium (NE), which is symmetric and is…

Game theory has emerged as a fruitful paradigm for the design of networked multiagent systems. A fundamental component of this approach is the design of agents' utility functions so that their self-interested maximization results in a…

Facing the dilemma of growing energy demand and mitigating carbon emissions, this paper proposes an energy sharing mechanism based on virtual federated prosumers (VFPs) with budget allocation for joint electricity and carbon market to…

We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…

One of the main challenges in the emerging smart grid is the integration of renewable energy resources (RER). The latter introduces both intermittency and uncertainty into the grid, both of which can affect the underlying energy market. An…

In decentralized systems, nodes often need to coordinate to access shared resources in a fair manner. One approach to perform such arbitration is to rely on auction mechanisms. Although there is an extensive literature that studies…

In this paper, we address the problem of global transmit power minimization in a self-congiguring network where radio devices are subject to operate at a minimum signal to interference plus noise ratio (SINR) level. We model the network as…

In this paper two algorithms with the goal of generating the equilibrium set of the power allocation game first developed in \cite{allocation} are proposed. Based on the first algorithm, the geometric property of the pure strategy Nash…

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…