Network Games Equilibrium Computation: ...
Type de document :
Communication dans un congrès avec actes
Titre :
Network Games Equilibrium Computation: Duality Extension and Coordination
Auteur(s) :
Titre de la manifestation scientifique :
PGMO Days 2021 - Programme Gaspard Monge Pour l'optimisation, la recherche opérationnelle et leurs interactions avec les sciences des données
Ville :
Palaiseau
Pays :
France
Date de début de la manifestation scientifique :
2021-11-30
Titre de la revue :
PGMO Days 2021 -- Book of Abstracts
Date de publication :
2021-11-30
Mot(s)-clé(s) en anglais :
Network Game
Hierarchical Decomposition
Pricing
Markets
Hierarchical Decomposition
Pricing
Markets
Discipline(s) HAL :
Mathématiques [math]/Optimisation et contrôle [math.OC]
Informatique [cs]/Ingénierie, finance et science [cs.CE]
Informatique [cs]/Ingénierie, finance et science [cs.CE]
Résumé en anglais : [en]
We formulate a generic network game as a generalized Nash equilibrium problem. Relying on normalized Nash equilibrium as solution concept, we provide a parametrized proximal algorithm to span many equilibrium points [1]. ...
Lire la suite >We formulate a generic network game as a generalized Nash equilibrium problem. Relying on normalized Nash equilibrium as solution concept, we provide a parametrized proximal algorithm to span many equilibrium points [1]. Complexifying the setting, we consider an information structure in which the agents in the network can withhold some local information from sensitive data, resulting in private coupling constraints. The convergence of the algorithm and deviations in the players’ strategies at equilibrium are formally analyzed. In addition, duality theory extension enables to use the algorithm to coordinate the agents through a fully distributed pricing mechanism, on one specific equilibrium with desirable properties at the system level (economic efficiency, fairness, etc.). To that purpose, the game is recast as a hierarchical decomposition problem in the same spirit as in [3], and a procedure is detailed to compute the equilibrium that minimizes a secondary cost function capturing system level properties. Finally, applications are presented to a) peer-to-peer energy trading [2], b) Transmission-Distribution System Operators markets for flexibility procurement [4].Lire moins >
Lire la suite >We formulate a generic network game as a generalized Nash equilibrium problem. Relying on normalized Nash equilibrium as solution concept, we provide a parametrized proximal algorithm to span many equilibrium points [1]. Complexifying the setting, we consider an information structure in which the agents in the network can withhold some local information from sensitive data, resulting in private coupling constraints. The convergence of the algorithm and deviations in the players’ strategies at equilibrium are formally analyzed. In addition, duality theory extension enables to use the algorithm to coordinate the agents through a fully distributed pricing mechanism, on one specific equilibrium with desirable properties at the system level (economic efficiency, fairness, etc.). To that purpose, the game is recast as a hierarchical decomposition problem in the same spirit as in [3], and a procedure is detailed to compute the equilibrium that minimizes a secondary cost function capturing system level properties. Finally, applications are presented to a) peer-to-peer energy trading [2], b) Transmission-Distribution System Operators markets for flexibility procurement [4].Lire moins >
Langue :
Anglais
Comité de lecture :
Non
Audience :
Nationale
Vulgarisation :
Non
Collections :
Source :