### 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.

Language | English |
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Title of host publication | 2019 18th European Control Conference, ECC 2019 |

Place of Publication | Piscataway |

Publisher | Institute of Electrical and Electronics Engineers |

Pages | 3508-3513 |

Number of pages | 6 |

ISBN (Electronic) | 978-3-907144-00-8 |

DOIs | |

State | Published - 1 Jun 2019 |

Event | 18th European Control Conference, ECC 2019 - Naples, Italy Duration: 25 Jun 2019 → 28 Jun 2019 |

### Conference

Conference | 18th European Control Conference, ECC 2019 |
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Country | Italy |

City | Naples |

Period | 25/06/19 → 28/06/19 |

### Fingerprint

### Cite this

*2019 18th European Control Conference, ECC 2019*(pp. 3508-3513). [8795952] Piscataway: Institute of Electrical and Electronics Engineers. DOI: 10.23919/ECC.2019.8795952

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*2019 18th European Control Conference, ECC 2019.*, 8795952, Institute of Electrical and Electronics Engineers, Piscataway, pp. 3508-3513, 18th European Control Conference, ECC 2019, Naples, Italy, 25/06/19. DOI: 10.23919/ECC.2019.8795952

**An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm.** / Cenedese, Carlo; Belgioioso, Giuseppe; Grammatico, Sergio; Cao, Ming.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm

AU - Cenedese,Carlo

AU - Belgioioso,Giuseppe

AU - Grammatico,Sergio

AU - Cao,Ming

PY - 2019/6/1

Y1 - 2019/6/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=85071532276&partnerID=8YFLogxK

U2 - 10.23919/ECC.2019.8795952

DO - 10.23919/ECC.2019.8795952

M3 - Conference contribution

SP - 3508

EP - 3513

BT - 2019 18th European Control Conference, ECC 2019

PB - Institute of Electrical and Electronics Engineers

CY - Piscataway

ER -