Distributed Nash equilibrium seeking under partial-decision information via the alternating direction method of multipliers

作     者：Salehisadaghiani, Farzad Shi, Wei Pavel, Lacra 

作者机构：Univ Toronto Dept Elect & Comp Engn Toronto ON M5S 3G4 Canada Arizona State Univ Sch Elect Comp & Energy Engn Tempe AZ 85287 USA 

出 版 物：《AUTOMATICA》 (自动学)

年 卷 期：2019年第103卷

页      面：27-35页

核心收录：

学科分类：0711[理学-系统科学] 0808[工学-电气工程] 07[理学] 08[工学] 070105[理学-运筹学与控制论] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 071101[理学-系统理论] 

基　　金：NSERC Discovery Grant 

主　　题：Game theory over networks Distributed algorithms Noncooperative games Communication graph 

摘      要：In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their opponents and the communication graph is not necessarily the same as the players cost dependency graph. We develop a relatively fast algorithm within the framework of inexact-ADMM, based on local information exchange between the players. We prove its convergence to Nash equilibrium for fixed step-sizes and analyse its convergence rate. Numerical simulations illustrate its benefits when compared to a consensus-based gradient type algorithm with diminishing step-sizes. (C) 2019 Elsevier Ltd. All rights reserved.