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

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.

LanguageEnglish
Title of host publication2019 18th European Control Conference, ECC 2019
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages3508-3513
Number of pages6
ISBN (Electronic)978-3-907144-00-8
DOIs
StatePublished - 1 Jun 2019
Event18th European Control Conference, ECC 2019 - Naples, Italy
Duration: 25 Jun 201928 Jun 2019

Conference

Conference18th European Control Conference, ECC 2019
CountryItaly
CityNaples
Period25/06/1928/06/19

Fingerprint

Asynchronous Algorithms
Nash Equilibrium
Distributed Algorithms
Update
Parallel algorithms
Non-cooperative Game
Auxiliary Variables
games
Communication
Eliminate
communication
Game
Mathematical operators
Graph in graph theory
Vertex of a graph
Operator
Interaction
Modeling
operators

Cite this

Cenedese, C., Belgioioso, G., Grammatico, S., & Cao, M. (2019). An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm. In 2019 18th European Control Conference, ECC 2019 (pp. 3508-3513). [8795952] Piscataway: Institute of Electrical and Electronics Engineers. DOI: 10.23919/ECC.2019.8795952
Cenedese, Carlo ; Belgioioso, Giuseppe ; Grammatico, Sergio ; Cao, Ming. / An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm. 2019 18th European Control Conference, ECC 2019. Piscataway : Institute of Electrical and Electronics Engineers, 2019. pp. 3508-3513
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Cenedese, C, Belgioioso, G, Grammatico, S & Cao, M 2019, An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm. in 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.

2019 18th European Control Conference, ECC 2019. Piscataway : Institute of Electrical and Electronics Engineers, 2019. p. 3508-3513 8795952.

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

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Cenedese C, Belgioioso G, Grammatico S, Cao M. An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm. In 2019 18th European Control Conference, ECC 2019. Piscataway: Institute of Electrical and Electronics Engineers. 2019. p. 3508-3513. 8795952. Available from, DOI: 10.23919/ECC.2019.8795952