An asynchronous distributed and scalable generalized Nash equilibrium seeking algorithm for strongly monotone games

Carlo Cenedese, Giuseppe Belgioioso, Sergio Grammatico, Ming Cao

Research output: Contribution to journalArticleScientificpeer-review

Abstract

In this paper, we present three distributed algorithms to solve a class of Generalized Nash Equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the second and the third (AD-GEED and AD-GENO) represent asynchronous solutions that are robust to communication delays. AD-GENO can be seen as a refinement of AD-GEED, since it only requires node auxiliary variables, enhancing the scalability of the algorithm. Our main contribution is to prove convergence to a v-GNE variational-GNE (vGNE) of the game via an operator-theoretic approach. Finally, we apply the algorithms to network Cournot games and show how different activation sequences and delays affect convergence. We also compare the proposed algorithms to a state-of-the-art algorithm solving a similar problem, and observe that AD-GENO outperforms it.

Original languageEnglish
Number of pages9
JournalEuropean Journal of Control
DOIs
Publication statusAccepted/In press - 2020

Keywords

  • Asynchronous update
  • Delayed communication
  • Game theory
  • Monotone games
  • Operator theory
  • Variational GNE

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