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

Carlo Cenedese, Giuseppe Belgioioso, Sergio Grammatico, Ming Cao

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

7 Citations (Scopus)


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 publication2019 18th European Control Conference, ECC 2019
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Number of pages6
ISBN (Electronic)978-3-907144-00-8
Publication statusPublished - 1 Jun 2019
Event18th European Control Conference, ECC 2019 - Naples, Italy, Naples, Italy
Duration: 25 Jun 201928 Jun 2019
Conference number: 18


Conference18th European Control Conference, ECC 2019
Abbreviated titleECC 2019
Other18th European Control Conference (ECC 2019) (in cooperation with IFAC)
Internet address


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