Distributed robust adaptive equilibrium computation for generalized convex games

• Minghui Zhu ^[1] ; Emilio Frazzoli ^[2]
  1. [1] Pennsylvania State University

     Pennsylvania State University

     Borough of State College, Estados Unidos

     
  2. [2] Massachusetts Institute of Technology

     Massachusetts Institute of Technology

     City of Cambridge, Estados Unidos

     
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Vol. 63, 2016, págs. 82-91
• Idioma: inglés
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• Resumen

  • This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through communicating with neighboring players. The particular challenge we consider is that the component functions are unknown a priori to associated players. We study two distributed computation algorithms and analyze their convergence properties in the presence of data transmission delays and dynamic changes of network topologies. The algorithm performance is verified through demand response on the IEEE 30-bus Test System. Our technical tools integrate convex analysis, variational inequalities and simultaneous perturbation stochastic approximation.