期刊
OPERATIONS RESEARCH
卷 64, 期 3, 页码 680-704出版社
INFORMS
DOI: 10.1287/opre.2016.1501
关键词
noncooperative games; network applications; systems solution
资金
- National Science Foundation [NSF CMMI 09-48905 EAGER ARRA, NSF CAREER CMMI 1246887, NSF CAREER CMMI 07-42538]
- Div Of Civil, Mechanical, & Manufact Inn
- Directorate For Engineering [1246887] Funding Source: National Science Foundation
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.
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