Back to Search
Start Over
Nash equilibrium seeking under partial-decision information over directed communication networks
- Source :
- Proceedings of the 59th IEEE Conference on Decision and Control, CDC 2020, CDC, 2020 59th IEEE Conference on Decision and Control (CDC)
- Publication Year :
- 2020
- Publisher :
- IEEE, 2020.
-
Abstract
- We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of possibly all agents. In particular, while the existing methods assume undirected or balanced communication, in this paper we allow for non-balanced, directed graphs. We propose a fully-distributed pseudo-gradient scheme, which is guaranteed to converge with linear rate to a Nash equilibrium, under strong monotonicity and Lipschitz continuity of the game mapping. Our algorithm requires global knowledge of the communication structure, namely of the Perron-Frobenius eigenvector of the adjacency matrix and of a certain constant related to the graph connectivity. Therefore, we adapt the procedure to setups where the network is not known in advance, by computing the eigenvector online and by means of vanishing step sizes.<br />To appear in the 59th Conference on Decision and Control (CDC 2020)
- Subjects :
- FOS: Computer and information sciences
0209 industrial biotechnology
Mathematical optimization
Computer science
02 engineering and technology
symbols.namesake
020901 industrial engineering & automation
Computer Science - Computer Science and Game Theory
FOS: Mathematics
0202 electrical engineering, electronic engineering, information engineering
Computer Science - Multiagent Systems
Adjacency matrix
Mathematics - Optimization and Control
Connectivity
Directed graph
Function (mathematics)
Lipschitz continuity
Computer Science - Distributed, Parallel, and Cluster Computing
Optimization and Control (math.OC)
Nash equilibrium
symbols
020201 artificial intelligence & image processing
Distributed, Parallel, and Cluster Computing (cs.DC)
Constant (mathematics)
Computer Science and Game Theory (cs.GT)
Multiagent Systems (cs.MA)
Subjects
Details
- Language :
- English
- ISBN :
- 978-1-72817-447-1
- ISBNs :
- 9781728174471
- Database :
- OpenAIRE
- Journal :
- Proceedings of the 59th IEEE Conference on Decision and Control, CDC 2020, CDC, 2020 59th IEEE Conference on Decision and Control (CDC)
- Accession number :
- edsair.doi.dedup.....b59da5efe76af3e7097777752c9abd01