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.


    Zugriff

    Download


    Exportieren, teilen und zitieren



    Titel :

    An Asynchronous, Forward-Backward, Distributed Generalized Nash Equilibrium Seeking Algorithm (I)


    Beteiligte:
    Cenedese, Carlo (Autor:in) / Belgioioso, Giuseppe (Autor:in) / Grammatico, Sergio (Autor:in) / Cao, Ming (Autor:in)

    Erscheinungsdatum :

    2019-01-01


    Anmerkungen:

    Cenedese , C , Belgioioso , G , Grammatico , S & Cao , M 2019 , An Asynchronous, Forward-Backward, Distributed Generalized Nash Equilibrium Seeking Algorithm (I) . in Proceedings of the European Control Conference 2019 . IEEE , 18th European Control Conference, ECC 2019 , Naples , Italy , 25/06/2019 . https://doi.org/10.23919/ECC.2019.8795952



    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch


    Klassifikation :

    DDC:    629



    Distributed Generalized Nash Equilibrium Seeking for Energy Sharing Games in Prosumers.

    Wang, Zhaojian / Liu, Feng / Ma, Zhiyuan et al. | BASE | 2021

    Freier Zugriff


    Method and system for backward seeking vehicle and forward seeking parking space

    JIANG JUNWEI | Europäisches Patentamt | 2015

    Freier Zugriff

    Distributed Seeking of Nash Equilibria in Mobile Sensor Networks

    Stankovic, Milos S. / Johansson, Karl H. / Stipanovic, Dusan M. | BASE | 2010

    Freier Zugriff