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Privacy and Robustness Guarantees in Distributed Dynamics for Aggregative Games

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arxiv 1910.13928 v2 pith:VZ7ENE53 submitted 2019-10-30 math.OC

Privacy and Robustness Guarantees in Distributed Dynamics for Aggregative Games

classification math.OC
keywords agentsalgorithmplayersrobustnessseekingactionsaggregativeconcern
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that the actions of the players converge to NE by communicating to each other through a connected network. A major concern in communicative schemes among strategic agents is that their private information may be revealed to other agents or to a curious third party who can eavesdrop the communications. We address this concern for the presented algorithm and show that private information of the players cannot be reconstructed even if all the communicated variables are compromised. As agents may deviate from their optimal strategies dictated by the NE seeking protocol, we investigate robustness of the proposed algorithm against time-varying disturbances. In particular, we provide rigorous robustness guarantees by proving input to state stability (ISS) properties of the NE seeking dynamics. Finally, we demonstrate practical applications of our theoretical findings on two case studies; namely, on an energy consumption game and a charging coordination problem of electric vehicles.

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