This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus dynamics, with individual agents minimizing their local costs through gradient steps and local information exchange with neighbors via a time-varying directed communication network. Addressing time-varying directed graphs presents significant challenges. Existing methods often circumvent this by focusing on static graphs or specific types of directed graphs or by requiring the stepsizes to scale with the Perron-Frobenius eigenvectors. In contrast, we establish novel results that provide a contraction property for the mixing terms associated with time-varying row-stochastic weight matrices. Our approach explicitly expresses the contraction coefficient based on the characteristics of the weight matrices and graph connectivity structures, rather than implicitly through the second-largest singular value of the weight matrix as in prior studies. The established results facilitate proving geometric convergence of the proposed algorithm and advance convergence analysis for distributed algorithms in time-varying directed communication networks. Numerical results on a Nash-Cournot game demonstrate the efficacy of the proposed method.
In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our work is inspired by recent deterministic operator splitting methods, designed for solving structured monotone inclusion problems. The algorithm is derived from a forward-backward-forward scheme for solving structured monotone inclusion problems featuring a Lipschitz continuous and monotone game operator. To the best of our knowledge, this is the first distributed (generalized) Nash equilibrium seeking algorithm featuri…
We consider the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm based on the preconditioned forward-backward operator splitting for SGNEP, where, at each iteration, the expected value of the pseudogradient is approximated via a number of random samples. As main contribution, we show almost sure convergence of our proposed algorithm if the pseudogradient mapping is restricted (monotone and) cocoercive. For non-generalized SNEPs, we show almost sure convergence …
We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize the relation between several monotonicity and smoothness conditions postulated in the literature. Furthermore, we prove convergence of a preconditioned proximal point algorithm, under a restricted monotonicity property that allows for a non-Lipschitz, non-continuous game mapping.
This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has no incentive to deviate from the equilibrium under its private objective. Meanwhile, the agents can coordinate to optimize the social cost within the set of Nash equilibria of the underlying game. Such an optimal Nash equilibrium problem can be modeled as a distributed optimization problem with variational inequality constraints. We consider the scenario wher…
We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the pseudo-gradient mapping of the game to be cocoercive, follows from the forward-backward-half-forward operator splitting. Finally, we compare them with the distributed, preconditioned, forward-backward algorithm via numerical experiments.
We consider a stochastic generalized Nash equilibrium problem (GNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm by exploiting the forward-backward operator splitting and a suitable preconditioning matrix. Specifically, we apply this method to the stochastic GNEP, where, at each iteration, the expected value of the pseudo-gradient is approximated via a number of random samples. Our main contribution is to show almost sure convergence of our proposed algorithm if the sample size grows large enough.
We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to IR constraints, and we make use of Lagrangian duality to model the problem as a n-person non-cooperative game with a unique generalized Nash equilibrium (GNE). We provide a distributed algorithm which converges to the GNE. The convergence and properties of the algorithm are investigated by means of numerical simulations.
We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with some trusted neighbours. We propose several distributed algorithms for network games and aggregative games that we show being special instances of a preconditioned forward-backward splitting method. We prove that the algorithms converge to a generalized Nash equilibrium when the forward operator is restricted cocoercive by using the stochastic approximation …
We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one proximal computation (e.g., one projection step) and one pseudogradient evaluation per iteration. Our main contribution is to extend the relaxed forward-backward operator splitting by Malitsky (Mathematical Programming, 2019) to the stochastic case and in turn to show almost sure convergence to a SGNE when the expected value of the pseudogradient is approximated…
In this paper, we present three distributed algorithms to solve a class of generalized Nash equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the second and the third (AD-GEED and AD-GENO) represent asynchronous solutions that are robust to communication delays. AD-GENO can be seen as a refinement of AD-GEED, since it only requires node auxiliary variables, enhancing the scalability of the algorithm. Our main contribution is to prove converge to a variational GNE of the game via an operator-theoretic appr…
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the agents update through iterations by choosing an exact optimal strategy; ii) the game admits an exact potential and the agents adopt approximated optimal responses. By exploiting the properties of integer-compatible regularization functions used as penalty terms, we show that both algorithms converge to either an exact or an $ε$-approximate equilibrium. We corro…
We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is the design of a fully-distributed, single-layer, fixed-step algorithm, based on a proximal best-response augmented with consensus terms. To derive our algorithm, we follow an operator-theoretic approach. First, we recast the Nash equilibrium problem as that of finding a zero of a monotone operator. Then, we demonstrate that the resulting inclusion can be so…
We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of possibly all agents. In particular, while the existing methods assume undirected or balanced communication, in this paper we allow for non-balanced, directed graphs. We propose a fully-distributed pseudo-gradient scheme, which is guaranteed to converge with linear rate to a Nash equilibrium, under strong monotonicity and Lipschitz continuity of the game map…
We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on consensus and primal-dual gradient dynamics, to seek a generalized Nash equilibrium in networks of single-integrator agents. Our first solution adopts a fixed gain, whose choice requires the knowledge of some global parameters of the game. To relax this requirement, we conceive a controller that can be tuned in a completely decentralized fashion, thanks to th…
We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible set, but can only observe the actions of some neighbors. Our algorithm is based on projected pseudo-gradient dynamics, augmented with consensual terms. Under strong monotonicity and Lipschitz continuity of the game mapping, we provide a very simple proof of linear convergence, based on a contractivity property of the iterates. Compared to similar solutions proposed in literature, …
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all agents. The few existing methods build on projected pseudo-gradient dynamics, and require either double-layer iterations or conservative conditions on the step sizes. To overcome both these flaws and improve efficiency, we design the first fully-distributed single-layer algorithms based on proximal best-response. Our schemes are fixed-step and allow for ine…
Public goods games in undirected networks are generally known to have pure Nash equilibria, which are easy to find. In contrast, we prove that, in directed networks, a broad range of public goods games have intractable equilibrium problems: The existence of pure Nash equilibria is NP-hard to decide, and mixed Nash equilibria are PPAD-hard to find. We define general utility public goods games, and prove a complexity dichotomy result for finding pure equilibria, and a PPAD-completeness proof for mixed Nash equilibria. Even in the divisible goods variant of the problem, where existence is easy to…
Caching networks can reduce the routing costs of accessing contents by caching contents closer to users. However, cache nodes may belong to different entities and behave selfishly to maximize their own benefits, which often lead to performance degradation for the overall network. While there has been extensive literature on allocating contents to caches to maximize the social welfare, the analysis of selfish caching behaviors remains largely unexplored. In this paper, we model the selfish behaviors of cache nodes as selfish caching games on arbitrary directed graphs with heterogeneous content …
We study strategic games on weighted directed graphs, in which the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy, augmented by a fixed non-negative integer bonus for picking a given strategy. These games capture the idea of coordination in the absence of globally common strategies. We identify natural classes of graphs for which finite improvement or coalition-improvement paths of polynomial length always exist, and, as a consequence, a (pure) Nash equlibrium or a strong equilibrium can be found in polynomial time. The considered …
In this paper, the generalized Nash equilibrium (GNE) seeking problem for continuous games with coupled affine inequality constraints is investigated in a partial-decision information scenario, where each player can only access its neighbors' information through local communication although its cost function possibly depends on all other players' strategies. To this end, a novel decentralized primal-dual algorithm based on consensus and dual diffusion methods is devised for seeking the variational GNE of the studied games. This paper also provides theoretical analysis to show that the designed…
Tracking-based distributed equilibrium seeking for aggregative games
Alma Mater Studiorum - Universita‘ di Bologna（博洛尼亚大学）；IMT School for Advanced Studies Lucca（卢卡高等研究学院）；University of Seville（塞维利亚大学）；University of Oxford（牛津大学）
The decision making and management of many engineering networks involves multiple parties with conflicting interests, while each party is constituted with multiple agents. Such problems can be casted as a multi-cluster game. Each cluster is treated as a self-interested player in a non-cooperative game where agents in the same cluster cooperate together to optimize the payoff function of the cluster. In a large-scale network, the information of agents in a cluster can not be available immediately for agents beyond this cluster, which raise challenges to the existing Nash equilibrium seeking alg…
The presence of uncertainties in the ride-hailing market complicates the pricing strategies of on-demand platforms that compete each other to offer a mobility service while striving to maximize their profit. Looking at this problem as a stochastic generalized Nash equilibrium problem (SGNEP), we design a distributed, stochastic equilibrium seeking algorithm with Tikhonov regularization to find an optimal pricing strategy. Remarkably, the proposed iterative scheme does not require an increasing (possibly infinite) number of samples of the random variable to perform the stochastic approximation,…
We are concerned with finding Nash Equilibria in agent-based multi-cluster games, where agents are separated into distinct clusters. While the agents inside each cluster collaborate to achieve a common goal, the clusters are considered to be virtual players that compete against each other in a non-cooperative game with respect to a coupled cost function. In such scenarios, the inner-cluster problem and the game between the clusters need to be solved simultaneously. Therefore, the resulting inter-cluster Nash Equilibrium should also be a minimizer of the social welfare problem inside the cluste…
Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural notion of a local equilibrium is a differential Nash equilibrium. However, the set of locally exponentially stable equilibria of the learning dynamics do not necessarily coincide with the set of differential Nash equilibria of the corresponding game. To characterize this gap, we provide formal guarantees for the stability or instability of such fixed points by le…
We study public goods games played on networks with possibly non-reciprocal relationships between players. Examples for this type of interactions include one-sided relationships, mutual but unequal relationships, and parasitism. It is well known that many simple learning processes converge to a Nash equilibrium if interactions are reciprocal, but this is not true in general for directed networks. However, by a simple tool of rescaling the strategy space, we generalize the convergence result for a class of directed networks and show that it is characterized by transitive weight matrices. Additi…
We study a distributed approach for seeking a Nash equilibrium in $n$-cluster games with strictly monotone mappings. Each player within each cluster has access to the current value of her own smooth local cost function estimated by a zero-order oracle at some query point. We assume the agents to be able to communicate with their neighbors in the same cluster over some undirected graph. The goal of the agents in the cluster is to minimize their collective cost. This cost depends, however, on actions of agents from other clusters. Thus, a game between the clusters is to be solved. We present a d…
