We consider potential games with mixed-integer variables, for which we propose two distributed, proximallike equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the agents update through iterations by choosing an exact optimal strategy; ii) the game admits an exact potential and the agents adopt approximated optimal responses. By exploiting the properties of integer-compatible regularization functions used as penalty terms, we show that both algorithms converge to either an exact or an ϵ-approximate equilibrium. We corroborate our findings on a numerical instance of a Cournot oligopoly model.
Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems / Fabiani, Filippo; Franci, Barbara; Sagratella, Simone; Schmidt, Martin; Staudigl, Mathias. - (2022), pp. 4137-4142. (Intervento presentato al convegno 61st IEEE Conference on Decision and Control, CDC 2022 tenutosi a Cancun (Messico) nel 06-09 December 2022) [10.1109/cdc51059.2022.9993250].
Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems
Franci, Barbara;
2022
Abstract
We consider potential games with mixed-integer variables, for which we propose two distributed, proximallike equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the agents update through iterations by choosing an exact optimal strategy; ii) the game admits an exact potential and the agents adopt approximated optimal responses. By exploiting the properties of integer-compatible regularization functions used as penalty terms, we show that both algorithms converge to either an exact or an ϵ-approximate equilibrium. We corroborate our findings on a numerical instance of a Cournot oligopoly model.File | Dimensione | Formato | |
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Proximal-like_algorithms_for_equilibrium_seeking_in_mixed-integer_Nash_equilibrium_problems.pdf
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2203.15410v2-2.pdf
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https://hdl.handle.net/11583/3003648