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An Asynchronous, Forward-Backward, Distributed Generalized Nash Equilibrium Seeking Algorithm (I)

Cenedese, C., Belgioioso, G., Grammatico, S. & Cao, M., 2019, Proceedings of the European Control Conference 2019. IEEE, 6 p.

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DOI

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 European Control Conference 2019
PublisherIEEE
Number of pages6
ISBN (Electronic)978-3-907144-00-8
ISBN (Print)978-1-7281-1314-2
Publication statusPublished - 2019
Event18th European Control Conference, ECC 2019 - Naples, Italy
Duration: 25-Jun-201928-Jun-2019

Conference

Conference18th European Control Conference, ECC 2019
CountryItaly
CityNaples
Period25/06/201928/06/2019

Event

18th European Control Conference, ECC 2019

25/06/201928/06/2019

Naples, Italy

Event: Conference

ID: 109249624