Paper Info
Title
An Asynchronous Distributed And Scalable Generalized Nash Equilibrium Seeking Algorithm For Strongly Monotone Games
Abstract
In this paper, we present three distributed algorithms to solve a class of Generalized Nash Equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the second and the third (AD-GEED and AD-GENO) represent asynchronous solutions that are robust to communication delays. AD-GENO can be seen as a refinement of AD-GEED, since it only requires node auxiliary variables, enhancing the scalability of the algorithm. Our main contribution is to prove convergence to a v-GNE variational-GNE (vGNE) of the game via an operator-theoretic approach. Finally, we apply the algorithms to network Cournot games and show how different activation sequences and delays affect convergence. We also compare the proposed algorithms to a state-of-the-art algorithm solving a similar problem, and observe that AD-GENO outperforms it. (C) 2020 The Authors. Published by Elsevier Ltd on behalf of European Control Association.
Year
DOI
Venue
2021
10.1016/j.ejcon.2020.08.006
EUROPEAN JOURNAL OF CONTROL
Keywords
DocType
Volume
Game theory, Variational GNE, Monotone games, Asynchronous update, Delayed communication, Operator theory
Journal
58
ISSN
Citations 
PageRank 
0947-3580
1
0.35
References 
Authors
0
4
Name
Order
Citations
PageRank
Cenedese Carlo110.35
Giuseppe Belgioioso2125.70
Sergio Grammatico317325.63
Ming Cao42343249.61