Network Aggregative Games and Distributed Mean Field Control via Consensus Theory (1506.07719v1)

Abstract: We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems where each agent minimizes a quadratic cost function, that depends on its own strategy and on a convex combination of the strategies of its neighbors, and is subject to personalized convex constraints. We analyze the best response dynamics and we propose alternative distributed algorithms to steer the strategies of the rational agents to a Nash equilibrium configuration. The convergence of these schemes is guaranteed under different sufficient conditions, depending on the matrices defining the cost and on the network. Additionally, we propose an extension to the network aggregative game setting that allows for multiple rounds of communications among the agents, and we illustrate how it can be combined with consensus theory to recover a solution to the mean field control problem in a distributed fashion, that is, without requiring the presence of a central coordinator. Finally, we apply our theoretical findings to study a novel multi-dimensional, convex-constrained model of opinion dynamics and a hierarchical demand-response scheme for energy management in smart buildings, extending literature results.