An asynchronous, forward-backward, distributed generalized nash equilibrium seeking algorithm

Conference paper (2019)

Authors

Carlo Cenedese Rijksuniversiteit Groningen
Giuseppe Belgioioso Eindhoven University of Technology
S. Grammatico Team Bart De Schutter - Mechanical, Maritime and Materials Engineering
Ming Cao Rijksuniversiteit Groningen
Research Group
Team Bart De Schutter (Mechanical, Maritime and Materials Engineering) (TU Delft)
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Published Date

2019

Language

English

Reuse Rights

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Faculty

Mechanical, Maritime and Materials Engineering

Department

Delft Center for Systems and Control

Research Group

Team Bart De Schutter

Abstract

In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper 'Asynchronous distributed algorithm for seeking generalized Nash equilibria' by Yi and Pavel: we redesign the asynchronous update rule using auxiliary variables over the nodes rather than over the edges. This key modification renders the algorithm scalable for highly interconnected games. The derived asynchronous algorithm is robust against delays in the communication and it eliminates the idle times between computations, hence modeling a more realistic interaction between players with different update frequencies. We address the problem from an operator-theoretic perspective and design the algorithm via a preconditioned forward-backward splitting. Finally, we numerically simulate the algorithm for the Cournot competition in networked markets.

Files

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