An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm

Carlo Cenedese, Giuseppe Belgioioso, Sergio Grammatico, Ming Cao

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

4 Citations (Scopus)

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 languageEnglish
Title of host publicationProceedings of the 18th European Control Conference (ECC 2019)
Place of PublicationPiscataway, NJ, USA
PublisherIEEE
Pages3508-3513
ISBN (Electronic)978-3-907144-00-8
DOIs
Publication statusPublished - 2019
EventECC 2019: 18th European Control Conference - Napoli, Italy
Duration: 25 Jun 201928 Jun 2019

Conference

ConferenceECC 2019: 18th European Control Conference
CountryItaly
CityNapoli
Period25/06/1928/06/19

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  • Cite this

    Cenedese, C., Belgioioso, G., Grammatico, S., & Cao, M. (2019). An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm. In Proceedings of the 18th European Control Conference (ECC 2019) (pp. 3508-3513). IEEE. https://doi.org/10.23919/ECC.2019.8795952