Distributed Nash Equilibrium Seeking by a Consensus Based Approach

In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in noncooperative games, the players considered in this paper cannot directly observe the actions of the players who are not their neighbors. Instead, the...

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Vydáno v:IEEE transactions on automatic control Ročník 62; číslo 9; s. 4811 - 4818
Hlavní autoři: Ye, Maojiao, Hu, Guoqiang
Médium: Journal Article
Jazyk:angličtina
Vydáno: IEEE 01.09.2017
Témata:
Algorithm design and analysis
Convergence
Games
Gradient play
Heuristic algorithms
leader-following consensus
Nash equilibrium
neighboring communication
Protocols
ISSN:0018-9286, 1558-2523
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Shrnutí:In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in noncooperative games, the players considered in this paper cannot directly observe the actions of the players who are not their neighbors. Instead, the players are supposed to be capable of communicating with each other via an undirected and connected communication graph. By a synthesis of a leader-following consensus protocol and the gradient play, a distributed Nash equilibrium seeking strategy is proposed for the noncooperative games. Analytical analysis on the convergence of the players' actions to the Nash equilibrium is conducted via Lyapunov stability analysis. For games with nonquadratic payoffs, where multiple isolated Nash equilibria may coexist in the game, a local convergence result is derived under certain conditions. Then, a stronger condition is provided to derive a nonlocal convergence result for the nonquadratic games. For quadratic games, it is shown that the proposed seeking strategy enables the players' actions to converge to the Nash equilibrium globally under the given conditions. Numerical examples are provided to verify the effectiveness of the proposed seeking strategy.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2017.2688452