Nonatomic Aggregative Games with Infinitely Many Types

Paulin Jacquot (1, 2, 3) , Cheng Wan (3)

1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
2 TROPICAL - TROPICAL
3 EDF R&D OSIRIS - Optimisation, Simulation, Risque et Statistiques pour les Marchés de l’Energie

We define and analyze the notion of variational Wardrop equilibrium for nonatomic aggregative games with an infinity of players types. These equilibria are characterized through an infinite-dimensional varia-tional inequality. We show, under monotonicity conditions, a convergence theorem enables to approximate such an equilibrium with arbitrary precision. To this end, we introduce a sequence of nonatomic games with a finite number of players types, which approximates the initial game. We show the existence of a symmetric Wardrop equilibrium in each of these games. We prove that those symmetric equilibria converge to an equilibrium of the infinite game, and that they can be computed as solutions of finite-dimensional variational inequalities. The model is illustrated through an example from smart grids: the description of a large population of electricity consumers by a parametric distribution gives a nonatomic game with an infinity of different players types, with actions subject to coupling constraints.

Mots clés: nonatomic aggregative game; coupling aggregative constraints; generalized variational inequality; monotone game; variational equilibrium

Domaines: Calcul parallèle, distribué et partagé [cs.DC]; Optimisation et contrôle [math.OC]

Paulin Jacquot, Cheng Wan. Nonatomic Aggregative Games with Infinitely Many Types. 2019. ⟨hal-02146294⟩