An asynchronous distributed and scalable generalized Nash equilibrium seeking algorithm for strongly monotone games
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Publication:1996685
Abstract: In this paper, we present three distributed algorithms to solve a class of generalized Nash equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the second and the third (AD-GEED and AD-GENO) represent asynchronous solutions that are robust to communication delays. AD-GENO can be seen as a refinement of AD-GEED, since it only requires node auxiliary variables, enhancing the scalability of the algorithm. Our main contribution is to prove converge to a variational GNE of the game via an operator-theoretic approach. Finally, we apply the algorithms to network Cournot games and show how different activation sequences and delays affect convergence. We also compare the proposed algorithms to the only other in the literature (ADAGNES), and observe that AD-GENO outperforms the alternative.
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Cited in
(5)- Asynchronous networked aggregative games
- Distributed generalized Nash equilibrium seeking algorithm for nonsmooth aggregative games
- Online Distributed Algorithms for Seeking Generalized Nash Equilibria in Dynamic Environments
- Learning generalized Nash equilibria in monotone games: a hybrid adaptive extremum seeking control approach
- A timestamp-based projected gradient play for distributed Nash equilibrium seeking in monotone games
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