Distributed algorithms for aggregative games on graphs

Jayash Koshal, Angelia Nedich, Uday V. Shanbhag

Research output: Contribution to journalArticle

50 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)680-704
Number of pages25
JournalOperations Research
Volume64
Issue number3
DOIs
StatePublished - May 1 2016
Externally publishedYes

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Keywords

  • Network applications
  • Noncooperative games
  • Systems solution

ASJC Scopus subject areas

  • Computer Science Applications
  • Management Science and Operations Research

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