A gossip algorithm for aggregative games on graphs

Jayash Koshal, Angelia Nedic, Uday V. Shanbhag

Research output: Contribution to journalConference article

38 Scopus citations

Abstract

We consider a class of games, termed as aggregative games, being played over a distributed multi-agent networked system. In an aggregative game, an agent's objective function is coupled through a function of the aggregate of all agents decisions. Every agent maintains an estimate of the aggregate and agents exchange this information over a connected network. We study the gossip-based distributed algorithm for the exchange of information and computation of equilibrium decisions of agents over the network. Our primary emphasis lies in proving the convergence of the algorithm under an assumption of a diminishing (agent-specific) step-size sequence. Under standard conditions, we establish the almost-sure convergence of the generated sequence to the unique equilibrium point.

Original languageEnglish (US)
Article number6426136
Pages (from-to)4840-4845
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - Dec 1 2012
Externally publishedYes
Event51st IEEE Conference on Decision and Control, CDC 2012 - Maui, HI, United States
Duration: Dec 10 2012Dec 13 2012

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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