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Distributed Nash Equilibrium Seeking for Aggregative Games via Derivative Feedback

Yawei Zhang*, Shu Liang, and Haibo Ji
International Journal of Control, Automation, and Systems, vol. 18, no. 5, pp.1075-1082, 2020

Abstract : In this paper, we investigate a continuous-time distributed Nash equilibrium seeking algorithm for a class of aggregative games, with application to the real-time pricing demand response. To seek the Nash equilibrium via local communication among neighbors, by combining projected gradient dynamics and consensus tracking dynamics, we propose a novel distributed algorithm for the players. We prove the convergence of the distributed algorithm via a constructed Lyapunov function and the variational inequality technique, and show an illustrative simulation related to the energy consumption control in smart grids.

Keyword : Aggregative games, distributed algorithm, energy consumption control, Nash equilibrium, projected gradient dynamics.

 
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