Multi-Cluster Aggregative Games: A Linearly Convergent Nash Equilibrium Seeking Algorithm and its Applications in Energy Management

Abstract: We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the aggregate quantity of each participant cluster to modeling large-scale and hierarchical multi-agent systems. This novel game model is motivated by decision-making problems in competitive-cooperative network systems with large-scale nodes, such as the Energy Internet. To address challenges arising in seeking Nash equilibrium for such network systems, we develop an algorithm with a hierarchical communication topology which is a hybrid with distributed and semi-decentralized protocols. The upper level consists of cluster coordinators estimating the aggregate quantities with local communications, while the lower level is cluster subnets composed of its coordinator and agents aiming to track the gradient of the corresponding cluster. In particular, the clusters exchange the aggregate quantities instead of their decisions to relieve the burden of communication. Under strongly monotone and mildly Lipschitz continuous assumptions, we rigorously prove that the algorithm linearly converges to a Nash equilibrium with a fixed step size.We present the applications in the context of the Energy Internet. Furthermore, the numerical results verify the effectiveness of the algorithm.