Distributed Nash equilibrium seeking: A gossip-based algorithm

Distributed Nash equilibrium seeking: A gossip-based algorithm
复制标题

DOI：
10.1016/j.automatica.2016.06.004
复制
发表时间：
2016-10
期刊：
Autom.
影响因子：
--
通讯作者：
Farzad Salehisadaghiani;Lacra Pavel
Farzad Salehisadaghiani;Lacra Pavel
中科院分区：
其他
文献类型：
--
作者：
Farzad Salehisadaghiani;Lacra Pavel

文献摘要

被引文献

相似文献

提出了一种基于异步流言的分布式多人网络博弈纳什均衡求解算法。该算法的设计使得参与者基于从局部邻居获得的对其他参与者的行为的估计来做出决策。使用一组标准的假设的成本函数和通信图，本文证明了几乎必然收敛到一个NE的步长减小。对于恒定步长，建立了与NE的预期距离的误差界限。通过仿真证明了该算法的有效性，无论是减少和恒定的步长。
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.