Distributed Nash equilibrium seeking: A gossip-based algorithm

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...

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Bibliographic Details
Published inAutomatica (Oxford) Vol. 72; pp. 209 - 216
Main Authors Salehisadaghiani, Farzad, Pavel, Lacra
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 01.10.2016
Subjects
Communication graph
Distributed algorithms
Noncooperative games
Communication graph
Distributed algorithms
Noncooperative games
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ISSN0005-1098
1873-2836
DOI10.1016/j.automatica.2016.06.004

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Summary: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.
ISSN:0005-1098
1873-2836
DOI:10.1016/j.automatica.2016.06.004