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Distributed Algorithms for Aggregative Games on Graphs

Author

Listed:
  • 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)

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.

Suggested Citation

  • Jayash Koshal & Angelia Nedić & Uday V. Shanbhag, 2016. "Distributed Algorithms for Aggregative Games on Graphs," Operations Research, INFORMS, vol. 64(3), pages 680-704, June.
  • Handle: RePEc:inm:oropre:v:64:y:2016:i:3:p:680-704
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    File URL: http://dx.doi.org/10.1287/opre.2016.1501
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    1. repec:gam:jgames:v:8:y:2017:i:3:p:25-:d:102325 is not listed on IDEAS

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