Nash equilibrium seeking under partial-decision information over directed communication networks

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Abstract

We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of possibly all agents. In particular, while the existing methods assume undirected or balanced communication, in this paper we allow for non-balanced, directed graphs. We propose a fully-distributed pseudo-gradient scheme, which is guaranteed to converge with linear rate to a Nash equilibrium, under strong monotonicity and Lipschitz continuity of the game mapping. Our algorithm requires global knowledge of the communication structure, namely of the Perron-Frobenius eigenvector of the adjacency matrix and of a certain constant related to the graph connectivity. Therefore, we adapt the procedure to setups where the network is not known in advance, by computing the eigenvector online and by means of vanishing step sizes.

Original languageEnglish
Title of host publicationProceedings of the 59th IEEE Conference on Decision and Control, CDC 2020
Place of PublicationPiscataway, NJ, USA
PublisherIEEE
Pages3555-3560
ISBN (Electronic)978-1-7281-7447-1
DOIs
Publication statusPublished - 2020
Event59th IEEE Conference on Decision and Control, CDC 2020 - Virtual, Jeju Island, Korea, Republic of
Duration: 14 Dec 202018 Dec 2020

Conference

Conference59th IEEE Conference on Decision and Control, CDC 2020
CountryKorea, Republic of
CityVirtual, Jeju Island
Period14/12/2018/12/20

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