Distributed Algorithms for Aggregative Games on Graphs

Jayash Koshal (), Angelia Nedić () and Uday V. Shanbhag ()
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Jayash Koshal: Department of Industrial and Enterprise Systems Engineering, University of Illinois, Urbana, Illinois 61801
Angelia Nedić: Department of Industrial and Enterprise Systems Engineering, University of Illinois, Urbana, Illinois 61801
Uday V. Shanbhag: Department of Industrial and Manufacturing Engineering, Pennsylvania State University, University Park, Pennsylvania 16802

Operations Research, 2016, vol. 64, issue 3, 680-704

Abstract: We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player’s objective is a function of the aggregate of all the players’ decisions. Every player maintains an estimate of this aggregate, and the players exchange this information with their local neighbors over a connected network. We study distributed synchronous and asynchronous algorithms for information exchange and equilibrium computation over such a network. Under standard conditions, we establish the almost-sure convergence of the obtained sequences to the equilibrium point. We also consider extensions of our schemes to aggregative games where the players’ objectives are coupled through a more general form of aggregate function. Finally, we present numerical results that demonstrate the performance of the proposed schemes.

Keywords: noncooperative games; network applications; systems solution (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (7)

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