Sensitivity analysis for network aggregative games
Name
1706.08693.pdf
Description
Submitted version
Size
426.71 KB
Format
Adobe PDF
Checksum (MD5)
86276f7a76fa28714c7276102a83baf0
Author(s)
Parise, Francesca
Ozdaglar, Asuman E
Date Issued
December 2017
Journal
2017 IEEE 56th Annual Conference on Decision and Control
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Citation
Parise, Francesca and Asuman Ozdaglar. "Sensitivity analysis for network aggregative games." 2017 IEEE 56th Annual Conference on Decision and Control, 12-15 Dec. 2017.
Version
Original manuscript
Abstract
We investigate the sensitivity of the Nash equilibrium of constrained network aggregative games to changes in exogenous parameters affecting the cost function of the players. This setting is motivated by two applications. The first is the analysis of interventions by a social planner with a networked objective function while the second is network routing games with atomic players and information constraints. By exploiting a primal reformulation of a sensitivity analysis result for variational inequalities, we provide a characterization of the sensitivity of the Nash equilibrium that depends on primal variables only. To derive this result we assume strong monotonicity of the mapping associated with the game. As the second main result, we derive sufficient conditions that guarantee this strong monotonicity property in network aggregative games. These two characterizations allows us to systematically study changes in the Nash equilibrium due to perturbations or parameter variations in the two applications mentioned above.
MIT Department
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1109/CDC.2017.8264128
