Sensitivity analysis for network aggregative games
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 networke...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
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Institute of Electrical and Electronics Engineers (IEEE)
2019
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| Online Access: | https://hdl.handle.net/1721.1/121530 |
| _version_ | 1826201466620084224 |
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| author | Parise, Francesca Ozdaglar, Asuman E |
| author2 | Massachusetts Institute of Technology. Laboratory for Information and Decision Systems |
| author_facet | Massachusetts Institute of Technology. Laboratory for Information and Decision Systems Parise, Francesca Ozdaglar, Asuman E |
| author_sort | Parise, Francesca |
| collection | MIT |
| description | 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. |
| first_indexed | 2024-09-23T11:51:57Z |
| format | Article |
| id | mit-1721.1/121530 |
| institution | Massachusetts Institute of Technology |
| language | English |
| last_indexed | 2024-09-23T11:51:57Z |
| publishDate | 2019 |
| publisher | Institute of Electrical and Electronics Engineers (IEEE) |
| record_format | dspace |
| spelling | mit-1721.1/1215302022-10-01T06:35:44Z Sensitivity analysis for network aggregative games Parise, Francesca Ozdaglar, Asuman E Massachusetts Institute of Technology. Laboratory for Information and Decision Systems 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. United States. Army Research Office. Multidisciplinary University Research Initiative (W911NF-12-1-0509) Swiss National Foundation for the Promotion of Scientific Research (grant number P2EZP2 168812) 2019-07-09T13:52:12Z 2019-07-09T13:52:12Z 2017-12 2019-06-28T16:08:38Z Article http://purl.org/eprint/type/ConferencePaper 9781509028733 https://hdl.handle.net/1721.1/121530 Parise, Francesca and Asuman Ozdaglar. "Sensitivity analysis for network aggregative games." 2017 IEEE 56th Annual Conference on Decision and Control, 12-15 Dec. 2017. en 10.1109/CDC.2017.8264128 2017 IEEE 56th Annual Conference on Decision and Control Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf Institute of Electrical and Electronics Engineers (IEEE) arXiv |
| spellingShingle | Parise, Francesca Ozdaglar, Asuman E Sensitivity analysis for network aggregative games |
| title | Sensitivity analysis for network aggregative games |
| title_full | Sensitivity analysis for network aggregative games |
| title_fullStr | Sensitivity analysis for network aggregative games |
| title_full_unstemmed | Sensitivity analysis for network aggregative games |
| title_short | Sensitivity analysis for network aggregative games |
| title_sort | sensitivity analysis for network aggregative games |
| url | https://hdl.handle.net/1721.1/121530 |
| work_keys_str_mv | AT parisefrancesca sensitivityanalysisfornetworkaggregativegames AT ozdaglarasumane sensitivityanalysisfornetworkaggregativegames |