Distributed Nash equilibrium seeking in networked graphical games
From MaRDI portal
(Redirected from Publication:680484)
Abstract: This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is employed to illustrate the partially-coupled cost functions and the asymmetric information requirements. For a given interference graph, network communication between players is considered to be limited. A generalized communication graph is designed so that players exchange only their required information. An algorithm is designed whereby players, with possibly partially-coupled cost functions, make decisions based on the estimates of other players' actions obtained from local neighbors. It is shown that this choice of communication graph guarantees that all players' information is exchanged after sufficiently many iterations. Using a set of standard assumptions on the cost functions, the interference and the communication graphs, almost sure convergence to a Nash equilibrium is proved for diminishing step sizes. Moreover, the case when the cost functions are not known by the players is investigated and a convergence proof is presented for diminishing step sizes. The effect of the second largest eigenvalue of the expected communication matrix on the convergence rate is quantified. The trade-off between parameters associated with the communication graph and the ones associated with the interference graph is illustrated. Numerical results are presented for a large-scale networked game.
Recommendations
- Nash equilibrium seeking with non-doubly stochastic communication weight matrix
- Distributed Nash equilibrium seeking under partial-decision information via the alternating direction method of multipliers
- Distributed Nash equilibrium seeking: a gossip-based algorithm
- Adaptive approaches for fully distributed Nash equilibrium seeking in networked games
- Distributed Nash equilibrium seeking under quantization communication
Cites work
- scientific article; zbMATH DE number 5454133 (Why is no real title available?)
- A note on maximal triangle‐free graphs
- Algorithmic Game Theory
- Asynchronous Broadcast-Based Convex Optimization Over a Network
- Distributed Nash equilibrium seeking: a gossip-based algorithm
- Distributed Seeking of Nash Equilibria With Applications to Mobile Sensor Networks
- Distributed Subgradient Methods for Multi-Agent Optimization
- Distributed robust adaptive equilibrium computation for generalized convex games
- Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling
- Game theory for control of optical networks.
- Multi-agent discrete-time graphical games and reinforcement learning solutions
- Optimal pricing in networks with externalities
Cited in
(24)- Robust Distributed Nash Equilibrium Seeking for Games Under Attacks and Communication Delays
- Distributed Nash equilibrium learning: A second‐order proximal algorithm
- Nash equilibrium seeking with non-doubly stochastic communication weight matrix
- Distributed convergence to Nash equilibria in two-network zero-sum games
- Distributed Nash equilibrium seeking under quantization communication
- Linear quadratic network games with dynamic players: stabilization and output convergence to Nash equilibrium
- Online Distributed Algorithms for Seeking Generalized Nash Equilibria in Dynamic Environments
- A distributed asynchronous solver for Nash equilibria in hypergraphical games
- scientific article; zbMATH DE number 6984310 (Why is no real title available?)
- Computing Nash Equilibria in Multiplayer DAG-Structured Stochastic Games with Persistent Imperfect Information
- Decentralized inertial best-response with voluntary and limited communication in random communication networks
- Differentially private distributed algorithms for stochastic aggregative games
- Distributed adaptive Nash equilibrium seeking and disturbance rejection for noncooperative games of high‐order nonlinear systems with input saturation and input delay
- Distributed averaging integral Nash equilibrium seeking on networks
- Finding a Nash equilibrium and an optimal sharing policy for multiagent network expansion game
- Distributed aggregative games on graphs in adversarial environments
- An algorithm for finding Nash equilibria in dynamic network games
- Distributed Nash equilibrium seeking: a gossip-based algorithm
- On Distributed Generalized Nash Equilibrium Seeking
- Distributed Nash equilibrium seeking for networked games of multiple high-order systems with disturbance rejection and communication delay
- An operator splitting approach for distributed generalized Nash equilibria computation
- Distributed Nash equilibrium seeking under partial-decision information via the alternating direction method of multipliers
- Distributed Nash equilibrium seeking on compact action sets over jointly strongly connected switching networks
- Adaptive approaches for fully distributed Nash equilibrium seeking in networked games
This page was built for publication: Distributed Nash equilibrium seeking in networked graphical games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q680484)
