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.
Original language | English (US) |
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Pages (from-to) | 680-704 |
Number of pages | 25 |
Journal | Operations Research |
Volume | 64 |
Issue number | 3 |
DOIs | |
State | Published - May 1 2016 |
All Science Journal Classification (ASJC) codes
- Computer Science Applications
- Management Science and Operations Research