Distributed Algorithm for Robust Wardrop Equilibrium in Uncertain Aggregative Congestion Games

Abstract

This paper considers a class of aggregative congestion games with uncertain coupling constraints, and devises a distributed algorithm to seek the robust generalized Wardrop equilibrium (RGWE) under worst-case uncertainty. Utilizing robust optimization theory, we reformulate the original aggregative congestion game with uncertainty into a tractable and deterministic augmented problem. Building upon this reformulation, we design a fully distributed algorithm to seek the RGWE by integrating a projected primal-dual scheme and a dynamic tracking technique. The convergence of the proposed algorithm is rigorously guaranteed via singular perturbation theory and LaSalle's invariance principle. Furthermore, we explicitly characterize the relationship between the obtained RGWE and the robust generalized Nash equilibrium, as the latter captures full strategic interactions. Finally, numerical simulations on the charging control of plug-in electric vehicles corroborate our theoretical findings.