Distributed algorithms for aggregative games on graphs
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Publication:2830752
DOI10.1287/OPRE.2016.1501zbMATH Open1348.91074arXiv1605.00267OpenAlexW2345998142MaRDI QIDQ2830752FDOQ2830752
Authors: Jayash Koshal, Angelia Nedić, Uday V. Shanbhag
Publication date: 31 October 2016
Published in: Operations Research (Search for Journal in Brave)
Abstract: We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an estimate of this aggregate, and the players exchange this information with their local neighbors over a connected network. We study distributed synchronous and asynchronous algorithms for information exchange and equilibrium computation over such a network. Under standard conditions, we establish the almost-sure convergence of the obtained sequences to the equilibrium point. We also consider extensions of our schemes to aggregative games where the players' objectives are coupled through a more general form of aggregate function. Finally, we present numerical results that demonstrate the performance of the proposed schemes.
Full work available at URL: https://arxiv.org/abs/1605.00267
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