An operator splitting approach for distributed generalized Nash equilibria computation
From MaRDI portal
Publication:1737785
DOI10.1016/j.automatica.2019.01.008zbMath1411.91031arXiv1703.05388OpenAlexW2604966640WikidataQ128425757 ScholiaQ128425757MaRDI QIDQ1737785
Publication date: 24 April 2019
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.05388
Noncooperative games (91A10) Deterministic network models in operations research (90B10) Special types of economic markets (including Cournot, Bertrand) (91B54) Distributed algorithms (68W15) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)
Related Items
A payoff dynamics model for generalized Nash equilibrium seeking in population games ⋮ Distributed projection subgradient algorithm for two-network zero-sum game with random sleep scheme ⋮ Nash equilibrium seeking in full-potential population games under capacity and migration constraints ⋮ Private computation of polynomials over networks ⋮ Multivariate Monotone Inclusions in Saddle Form ⋮ Continuous-time distributed Nash equilibrium seeking algorithms for non-cooperative constrained games ⋮ Continuous-time fully distributed generalized Nash equilibrium seeking for multi-integrator agents ⋮ Distributed generalized Nash equilibrium seeking algorithm for nonsmooth aggregative games ⋮ Distributed convergence to Nash equilibria in network and average aggregative games ⋮ Generalized Nash equilibrium seeking for networked noncooperative games with a dynamic event-triggered mechanism ⋮ Distributed Nash equilibrium seeking with order-reduced dynamics based on consensus exact penalty ⋮ Nash equilibrium seeking with prescribed performance ⋮ Distributed generalized Nash equilibrium seeking for noncooperative games with unknown cost functions ⋮ Algorithm design and approximation analysis on distributed robust game ⋮ Evolution of Mixed Strategies in Monotone Games ⋮ Distributed Nash equilibrium learning: A second‐order proximal algorithm ⋮ Equilibrium seeking and optimal selection algorithms in peer-to-peer energy markets ⋮ Distributed robust optimization with coupled constraints via Tseng's splitting method ⋮ Distributed generalized Nash equilibrium seeking: a backward-reflected-forward-backward-based algorithm ⋮ No-regret learning for repeated non-cooperative games with lossy bandits ⋮ Learning generalized Nash equilibria in monotone games: a hybrid adaptive extremum seeking control approach ⋮ Generalized multi-cluster game under partial-decision information with applications to management of energy Internet ⋮ Asynchronous distributed voltage control in active distribution networks ⋮ Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization ⋮ ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces ⋮ Parametrized inexact-ADMM based coordination games: a normalized Nash equilibrium approach ⋮ An asynchronous distributed and scalable generalized Nash equilibrium seeking algorithm for strongly monotone games ⋮ Forward-backward-half forward dynamical systems for monotone inclusion problems with application to v-GNE ⋮ Nash equilibrium seeking in \(N\)-coalition games via a gradient-free method ⋮ Fast generalized Nash equilibrium seeking under partial-decision information ⋮ Learning generalized Nash equilibria in multi-agent dynamical systems via extremum seeking control ⋮ Stochastic generalized Nash equilibrium seeking under partial-decision information ⋮ Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces ⋮ A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems ⋮ Dynamic generalized Nash equilibrium seeking for \(N\)-coalition noncooperative games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Nash equilibrium seeking: a gossip-based algorithm
- On the variational equilibrium as a refinement of the generalized Nash equilibrium
- Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
- Game theory for cognitive radio networks: an overview
- Distributed consensus over digital networks with limited bandwidth and time-varying topologies
- Distributed Nash equilibrium seeking in networked graphical games
- An extension of duality to a game-theoretic framework
- An inertial forward-backward algorithm for monotone inclusions
- Distributed robust adaptive equilibrium computation for generalized convex games
- Games with coupled propagated constraints in optical networks with multi-link topologies
- Distributed Nash equilibrium seeking for aggregative games with coupled constraints
- A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions
- Distributed Algorithms for Aggregative Games on Graphs
- Network Games: Theory, Models, and Dynamics
- Decentralized Convergence to Nash Equilibria in Constrained Deterministic Mean Field Control
- Real and Complex Monotone Communication Games
- Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
- Dynamic Control of Agents Playing Aggregative Games With Coupling Constraints
- Distributed Nash Equilibrium Seeking by a Consensus Based Approach
- Empirical Centroid Fictitious Play: An Approach for Distributed Learning in Multi-Agent Games
- Distributed Learning for Stochastic Generalized Nash Equilibrium Problems
- Nash and Wardrop Equilibria in Aggregative Games With Coupling Constraints
- Nash Equilibrium Problems With Scaled Congestion Costs and Shared Constraints
- Convergence Rate Analysis of Several Splitting Schemes
- Monotone Operator Methods for Nash Equilibria in Non-potential Games
- A Social Equilibrium Existence Theorem*
- Convex analysis and monotone operator theory in Hilbert spaces
- Generalized Nash equilibrium problems
- An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator with damping