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Efficient Estimation of Equilibria in Large Aggregative Games With Coupling Constraints

机译:耦合约束的大型聚合游戏的高效估计

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Aggregative games have many industrial applications, and computing an equilibrium in those games is challenging when the number of players is large. In the framework of atomic aggregative games with coupling constraints, we show that variational Nash equilibria of a large aggregative game can be approximated by a Wardrop equilibrium of an auxiliary population game of smaller dimension. Each population of this auxiliary game corresponds to a group of atomic players of the initial large game. This approach enables an efficient computation of an approximated equilibrium, as the variational inequality characterizing the Wardrop equilibrium is of smaller dimension than the initial one. This is illustrated in an example in the smart grid context.
机译:聚合游戏有许多工业应用,并且当球员的数量大时,计算这些游戏的均衡是挑战。 在具有耦合约束的原子聚集游戏框架中,我们表明,大型聚集游戏的变分纳什均衡可以通过较小尺寸的辅助人群游戏的搬运机均衡来近似。 这种辅助游戏的每个人口对应于初始大型游戏的一组原子玩家。 该方法使得能够有效地计算近似平衡,因为表征坐骑平衡的变分不等式比初始尺寸较小。 这在智能电网上下文中的示例中示出。

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