Abstract

We analyse deterministic aggregative games, with large but finite number of players, that are subject to both local and coupling constraints. Firstly, we derive sufficient conditions for the existence of a generalized Nash equilibrium, by using the theory of variational inequalities together with the specific structure of the objective functions and constraints. Secondly, we present a coordination scheme, belonging to the class of asymmetric projection algorithms, and we prove that it converges R-linearly to a generalized Nash equilibrium. To this end, we extend the available results on asymmetric projection algorithms to our setting. Finally, we show that the proposed scheme can be implemented in a decentralized fashion and it is suitable for the analysis of large populations. Our theoretical results are applied to the problem of charging a fleet of plug-in electric vehicles, in the presence of capacity constraints coupling the individual demands.

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