Decentralized Convergence to Nash Equilibria in Constrained Deterministic Mean Field Control

This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior of the overall population. For such large-scale systems, the theory of aggregative and mean field games has been established and successfully applied in various scientific disciplines. While the existing literature addresses the case of unconstrained agents, we formulate deterministic mean field control problems in the presence of heterogeneous convex constraints for the individual agents, for instance arising from agents with linear dynamics subject to convex state and control constraints. We propose several model-free feedback iterations to compute in a decentralized fashion a mean field Nash equilibrium in the limit of infinite population size. We apply our methods to the constrained linear quadratic deterministic mean field control problem and to the constrained mean field charging control problem for large populations of plug-in electric vehicles.Comment: IEEE Trans. on Automatic Control (cond. accepted

Continuous-time integral dynamics for Aggregative Game equilibrium seeking

In this paper, we consider continuous-time semi-decentralized dynamics for the equilibrium computation in a class of aggregative games. Specifically, we propose a scheme where decentralized projected-gradient dynamics are driven by an integral control law. To prove global exponential convergence of the proposed dynamics to an aggregative equilibrium, we adopt a quadratic Lyapunov function argument. We derive a sufficient condition for global convergence that we position within the recent literature on aggregative games, and in particular we show that it improves on established results

A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games

We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative equilibria of the game as the zeros of a monotone set-valued operator. Then, we massage the Douglas-Rachford splitting to solve the monotone inclusion problem and derive a single layer, semi-decentralized algorithm whose global convergence is guaranteed under mild assumptions. The potential of the proposed Douglas-Rachford algorithm is shown on a simplified resource allocation game, where we observe faster convergence with respect to forward-backward algorithms.Comment: arXiv admin note: text overlap with arXiv:1803.1044

Nash and Wardrop equilibria in aggregative games with coupling constraints

We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash and Wardrop equilibrium. By exploiting a characterization of the two equilibria as solutions of variational inequalities, we bound their distance with a decreasing function of the population size. As second contribution, we propose two decentralized algorithms that converge to such equilibria and are capable of coping with constraints coupling the strategies of different agents. Finally, we study the applications of charging of electric vehicles and of route choice on a road network.Comment: IEEE Trans. on Automatic Control (Accepted without changes). The first three authors contributed equall

Distributed Learning Policies for Power Allocation in Multiple Access Channels

We analyze the problem of distributed power allocation for orthogonal multiple access channels by considering a continuous non-cooperative game whose strategy space represents the users' distribution of transmission power over the network's channels. When the channels are static, we find that this game admits an exact potential function and this allows us to show that it has a unique equilibrium almost surely. Furthermore, using the game's potential property, we derive a modified version of the replicator dynamics of evolutionary game theory which applies to this continuous game, and we show that if the network's users employ a distributed learning scheme based on these dynamics, then they converge to equilibrium exponentially quickly. On the other hand, a major challenge occurs if the channels do not remain static but fluctuate stochastically over time, following a stationary ergodic process. In that case, the associated ergodic game still admits a unique equilibrium, but the learning analysis becomes much more complicated because the replicator dynamics are no longer deterministic. Nonetheless, by employing results from the theory of stochastic approximation, we show that users still converge to the game's unique equilibrium. Our analysis hinges on a game-theoretical result which is of independent interest: in finite player games which admit a (possibly nonlinear) convex potential function, the replicator dynamics (suitably modified to account for nonlinear payoffs) converge to an eps-neighborhood of an equilibrium at time of order O(log(1/eps)).Comment: 11 pages, 8 figures. Revised manuscript structure and added more material and figures for the case of stochastically fluctuating channels. This version will appear in the IEEE Journal on Selected Areas in Communication, Special Issue on Game Theory in Wireless Communication