Consensus-Based Multipopulation Game Dynamics for Distributed Nash Equilibria Seeking and Optimization

In this article, a consensus-based multipopulation game dynamics approach is proposed for distributed Nash equilibria seeking and optimization. The approach is fundamentally different from existing population dynamics from that: 1) the underlying communication network underlying the population game dynamics could be arbitrary undirected connected graph and more importantly 2) the proposed approach works in a distributed manner even when the objective functions of players are strongly coupled with each other. The proposed approach greatly extends the applicability of population game dynamics in distributed optimization and learning problems. A distributed constrained optimization problem and a traffic routing problem are utilized to illustrate the feasibility of the proposed multipopulation game dynamics approach.