Abstract
We consider Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize the relation between several monotonicity and smoothness assumptions postulated in the literature. Furthermore, we prove convergence of a preconditioned proximal-point algorithm, under a restricted monotonicity property that allows for a non-Lipschitz, non-continuous game mapping.
Original language | English |
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Title of host publication | Proceedings of the IEEE 61st Conference on Decision and Control (CDC 2022) |
Publisher | IEEE |
Pages | 5080-5085 |
ISBN (Print) | 978-1-6654-6761-2 |
DOIs | |
Publication status | Published - 2022 |
Event | IEEE 61st Conference on Decision and Control (CDC 2022) - Cancún, Mexico Duration: 6 Dec 2022 → 9 Dec 2022 |
Conference
Conference | IEEE 61st Conference on Decision and Control (CDC 2022) |
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Country/Territory | Mexico |
City | Cancún |
Period | 6/12/22 → 9/12/22 |
Bibliographical note
Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-careOtherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.
Keywords
- Games
- Nash equilibrium
- Cost function
- Convergence