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Distributed Nash equilibrium seeking: A gossip-based algorithm
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DOI：10.1016/j.automatica.2016.06.004.png)
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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. Crown Copyright (C) 2016 Published by Elsevier Ltd. All rights reserved.
Keyword:
Distributed algorithms
Noncooperative games
Communication graph
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IF:
5.9
论文数:
1.2W
被引数:
5.2W
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