Abstract
In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper 'Asynchronous distributed algorithm for seeking generalized Nash equilibria' by Yi and Pavel: we redesign the asynchronous update rule using auxiliary variables over the nodes rather than over the edges. This key modification renders the algorithm scalable for highly interconnected games. The derived asynchronous algorithm is robust against delays in the communication and it eliminates the idle times between computations, hence modeling a more realistic interaction between players with different update frequencies. We address the problem from an operator-theoretic perspective and design the algorithm via a preconditioned forward-backward splitting. Finally, we numerically simulate the algorithm for the Cournot competition in networked markets.
Original language | English |
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Title of host publication | Proceedings of the 18th European Control Conference (ECC 2019) |
Place of Publication | Piscataway, NJ, USA |
Publisher | IEEE |
Pages | 3508-3513 |
ISBN (Electronic) | 978-3-907144-00-8 |
DOIs | |
Publication status | Published - 2019 |
Event | ECC 2019: 18th European Control Conference - Napoli, Italy Duration: 25 Jun 2019 → 28 Jun 2019 |
Conference
Conference | ECC 2019: 18th European Control Conference |
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Country/Territory | Italy |
City | Napoli |
Period | 25/06/19 → 28/06/19 |