Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming

Cover title.Includes bibliographical references.Partially supported by the U.S. Army Research Office (Center for Intelligent Control Systems) DAAL03-86-K-0171 Partially supported by the National Science Foundation. NSF-ECS-8519058Paul Tseng

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