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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| Published in | Automatica (Oxford) Vol. 72; pp. 209 - 216 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Elsevier Ltd
01.10.2016
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| Subjects | |
| Online Access | Get full text |
| ISSN | 0005-1098 1873-2836 |
| DOI | 10.1016/j.automatica.2016.06.004 |
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| Abstract | 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. |
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| AbstractList | 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. |
| Author | Salehisadaghiani, Farzad Pavel, Lacra |
| Author_xml | – sequence: 1 givenname: Farzad surname: Salehisadaghiani fullname: Salehisadaghiani, Farzad email: farzad.salehisadaghiani@mail.utoronto.ca – sequence: 2 givenname: Lacra surname: Pavel fullname: Pavel, Lacra email: pavel@control.utoronto.ca |
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| SubjectTerms | Communication graph Distributed algorithms Noncooperative games |
| Title | Distributed Nash equilibrium seeking: A gossip-based algorithm |
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