Distributed Algorithms for Aggregative Games on Graphs

被引:245
作者
Koshal, Jayash [1 ]
Nedic, Angelia [1 ]
Shanbhag, Uday V. [2 ]
机构
[1] Univ Illinois, Dept Ind & Enterprise Syst Engn, Urbana, IL 61801 USA
[2] Penn State Univ, Dept Ind & Mfg Engn, University Pk, PA 16802 USA
基金
美国国家科学基金会;
关键词
noncooperative games; network applications; systems solution; MONOTONE NASH GAMES; OSNR OPTIMIZATION; CONVERGENCE; CONSENSUS; NETWORKS; AGENTS;
D O I
10.1287/opre.2016.1501
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an estimate of this aggregate, and the players exchange this information with their local neighbors over a connected network. We study distributed synchronous and asynchronous algorithms for information exchange and equilibrium computation over such a network. Under standard conditions, we establish the almost-sure convergence of the obtained sequences to the equilibrium point. We also consider extensions of our schemes to aggregative games where the players' objectives are coupled through a more general form of aggregate function. Finally, we present numerical results that demonstrate the performance of the proposed schemes.
引用
收藏
页码:680 / 704
页数:25
相关论文
共 63 条
[1]   The evolutionary stability of perfectly competitive behavior [J].
Alós-Ferrer, C ;
Ania, AB .
ECONOMIC THEORY, 2005, 26 (03) :497-516
[2]   Distributed algorithms for Nash equilibria of flow control games [J].
Alpcan, T ;
Basar, T .
ADVANCES IN DYNAMIC GAMES: APPLICATIONS TO ECONOMICS, FINANCE, OPTIMIZATION, AND STOCHASTIC CONTROL, 2005, 7 :473-498
[3]  
Alpcan T, 2002, IEEE DECIS CONTR P, P1218, DOI 10.1109/CDC.2002.1184680
[4]  
[Anonymous], 1991, Game Theory
[5]  
[Anonymous], 2004, FINITE DIMENSIONAL V, DOI DOI 10.1007/B97543
[6]  
[Anonymous], 1984, Technical report
[7]  
Basar T, 2007, APPL COMPUT MATH-BAK, V6, P104
[8]   Convergence of a Multi-Agent Projected Stochastic Gradient Algorithm for Non-Convex Optimization [J].
Bianchi, Pascal ;
Jakubowicz, Jeremie .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2013, 58 (02) :391-405
[9]  
Boche H, 2007, EURASIP J WIREL COMM, P1
[10]   Randomized gossip algorithms [J].
Boyd, Stephen ;
Ghosh, Arpita ;
Prabhakar, Balaji ;
Shah, Devavrat .
IEEE TRANSACTIONS ON INFORMATION THEORY, 2006, 52 (06) :2508-2530