Distributed Nash equilibrium seeking: A gossip-based algorithm

被引：183

作者：

Salehisadaghiani, Farzad ^{[1
]}

Pavel, Lacra ^{[1
]}

机构：

[1] Univ Toronto, Dept Elect & Comp Engn, 10 Kings Coll Rd, Toronto, ON M5S 3G4, Canada

来源：

AUTOMATICA | 2016年 / 72卷

基金：

加拿大自然科学与工程研究理事会;

关键词：

Distributed algorithms; Noncooperative games; Communication graph; NONCOOPERATIVE GAMES; OPTIMIZATION; NETWORKS; CONVERGENCE; CONSTRAINTS;

D O I：

10.1016/j.automatica.2016.06.004

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper presents an asynchronous gossip-based algorithm for finding a Nash equilibrium (NE) of a game in a distributed multi-player network. The algorithm is designed in such a way that players make decisions based on estimates of the other players' actions obtained from local neighbors. Using a set of standard assumptions on the cost functions and communication graph, the paper proves almost sure convergence to a NE for diminishing step sizes. For constant step sizes an error bound on expected distance from a NE is established. The effectiveness of the proposed algorithm is demonstrated via simulation for both diminishing and constant step sizes. Crown Copyright (C) 2016 Published by Elsevier Ltd. All rights reserved.

引用

页码：209 / 216

页数：8

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