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Distributed robust adaptive equilibrium computation for generalized convex games

2015/07/06 by Minghui Zhu, Zhu, Minghui, Emilio Frazzoli +1 · 1 citation
Computer Science · Mathematics · Medicine · #Distributed Control Multi-Agent Systems #FOS: Mathematics #Mathematical and Theoretical Epidemiology and Ecology Models #Neural Networks Stability and Synchronization #Optimization and Control (math.OC) #math.OC

paper · pdf · doi:10.48550/arxiv.1507.01530

2 figures

openalex publication_date 2015/07/06 · arxiv created 2015/09/22 · arxiv updated 2015/09/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through communicating with neighboring players. The particular challenge we consider is that the component functions are unknown a priori to associated players. We study two distributed computation algorithms and analyze their convergence properties in the presence of data transmission delays and dynamic changes of network topologies. The algorithm performance is verified through demand response on the IEEE 30-bus Test System. Our technical tools integrate convex analysis, variational inequalities and simultaneous perturbation stochastic approximation.

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