Distributed Generalized Nash Equilibrium Seeking in Aggregative Games on Time-Varying Networks
Giuseppe Belgioioso, Angelia Nedić, Sergio Grammatico · IEEE Transactions on Automatic Control · 2020
We design the first fully distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the aggregate decision. The algorithm is derived by integrating dynamic tracking into a projected pseudo-gradient algorithm. The convergence analysis relies on the framework of monotone operator splitting and the Krasnosel'skii-Mann fixed-point iteration with errors.