A Distributed Relaxed Inertial Projection Nash Equilibrium Seeking Algorithm

Nash equilibrium(NE) seeking is an important part in game theory. This paper is concerned with the NE seeking problem in a partial decision information setting, where each agent just can communicate decision strategy with its neighbors through a graph, although the cost function of each agent may de...

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Bibliographic Details
Published in:Asian Control Conference (Online) pp. 1899 - 1904
Main Authors: Duan, Wenkai, Xu, Wenying
Format: Conference Proceeding
Language:English
Published: ACA 04.05.2022
Subjects:
Convergence
Cost function
Games
Nash equilibrium
Nash equilibrium seeking
Projection algorithms
projection gradient algorithm
relaxed-inertial algorithm
ISSN:2770-8373
Online Access:Get full text
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Summary:Nash equilibrium(NE) seeking is an important part in game theory. This paper is concerned with the NE seeking problem in a partial decision information setting, where each agent just can communicate decision strategy with its neighbors through a graph, although the cost function of each agent may depend on all agents. A new distributed relaxed-inertial projection algorithm is proposed, under the assumptions of strong-monotonicity and Lipschitz continuity of the pseudogradient mapping. By using the property of projection operator and the orthogonal decomposition on the consensus subspace, we prove that the proposed algorithm converges to the NE over an undirected and connected graph. Finally, a numerical example is presented to verify the effectiveness of the algorithm.
ISSN:2770-8373
DOI:10.23919/ASCC56756.2022.9828356