Distributed algorithm for nonsmooth multi-coalition games and its application in electricity markets (2024)

rapid-communication

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  • Authors:
  • Zhenhua Deng School of Automation, Central South University, Changsha, 410075, China

    School of Automation, Central South University, Changsha, 410075, China

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  • Jin Luo School of Automation, Central South University, Changsha, 410075, China

    School of Automation, Central South University, Changsha, 410075, China

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Automatica (Journal of IFAC)Volume 161Issue CMar 2024https://doi.org/10.1016/j.automatica.2023.111494

Published:16 May 2024Publication History

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Abstract

Abstract

In this paper, we study distributed nonsmooth multi-coalition games (MCGs), where the players are subject to local convex set constraints and coupled inequality constraints. Different from existing distributed MCGs, our problem involves nonsmooth payoff functions and constraints, relaxes the requirement for communication networks, and only relies on the strict monotonicity of pseudo-gradients. Due to the nonsmoothness of payoff functions and constraints, the weaker communication networks as well as the coexistence of cooperation and competition among players, existing generalized Nash equilibrium (GNE) seeking algorithms cannot solve the problem. Also, they pose obstacles to the algorithm design and analysis, mainly because of the non-global Lipschitz continuity of subgradients and the unconnectedness of subnetworks. To seek the variational GNE (vGNE) of the nonsmooth MCGs, we design a distributed subgradient-based algorithm. We prove that the algorithm converges to the exact vGNE of the nonsmooth MCGs from any initial states. Finally, our result is applied to the electricity market games (EMGs) of smart grids.

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      Distributed algorithm for nonsmooth multi-coalition games and its application in electricity markets (42)

      Automatica (Journal of IFAC) Volume 161, Issue C

      Mar 2024

      329 pages

      ISSN:0005-1098

      Issue’s Table of Contents

      Elsevier Ltd

      Sponsors

        In-Cooperation

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          Pergamon Press, Inc.

          United States

          Publication History

          • Published: 16 May 2024

          Author Tags

          • Multi-coalition games
          • Generalized Nash equilibrium
          • Distributed algorithms
          • Multi-agent systems
          • Nonsmooth analysis

          Qualifiers

          • rapid-communication

          Conference

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          • Distributed algorithm for nonsmooth multi-coalition games and its application in electricity markets (43)

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