Distributed Inertial Best-Response Dynamics

Brian Swenson; Ceyhun Eksin; Soummya Kar; Alejandro Ribeiro

doi:10.1109/TAC.2018.2817161

Distributed Inertial Best-Response Dynamics

Brian Swenson, Ceyhun Eksin, Soummya Kar, Alejandro Ribeiro

Applied Research Laboratory (ARL)

Research output: Contribution to journal › Article › peer-review

27 Scopus citations

Abstract

The note considers the problem of computing pure Nash equilibrium (NE) strategies in distributed (i.e., network-based) settings. The paper studies a class of inertial best-response dynamics based on the fictitious play (FP) algorithm. It is shown that inertial best-response dynamics are robust to informational limitations common in distributed settings. Fully distributed variants of FP with inertia and joint strategy FP (JSFP) with inertia are developed and convergence is proven to the set of pure NE. The distributed algorithms developed in the paper rely on consensus methods. Results are validated using numerical simulations.

Original language	English (US)
Article number	8319459
Pages (from-to)	4294-4300
Number of pages	7
Journal	IEEE Transactions on Automatic Control
Volume	63
Issue number	12
DOIs	https://doi.org/10.1109/TAC.2018.2817161
State	Published - Dec 2018

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/TAC.2018.2817161

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abstract = "The note considers the problem of computing pure Nash equilibrium (NE) strategies in distributed (i.e., network-based) settings. The paper studies a class of inertial best-response dynamics based on the fictitious play (FP) algorithm. It is shown that inertial best-response dynamics are robust to informational limitations common in distributed settings. Fully distributed variants of FP with inertia and joint strategy FP (JSFP) with inertia are developed and convergence is proven to the set of pure NE. The distributed algorithms developed in the paper rely on consensus methods. Results are validated using numerical simulations.",

author = "Brian Swenson and Ceyhun Eksin and Soummya Kar and Alejandro Ribeiro",

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AU - Ribeiro, Alejandro

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AB - The note considers the problem of computing pure Nash equilibrium (NE) strategies in distributed (i.e., network-based) settings. The paper studies a class of inertial best-response dynamics based on the fictitious play (FP) algorithm. It is shown that inertial best-response dynamics are robust to informational limitations common in distributed settings. Fully distributed variants of FP with inertia and joint strategy FP (JSFP) with inertia are developed and convergence is proven to the set of pure NE. The distributed algorithms developed in the paper rely on consensus methods. Results are validated using numerical simulations.

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Distributed Inertial Best-Response Dynamics

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