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Distributed Algorithms for Aggregative Games on Graphs

Author

Listed:
  • Jayash Koshal

    (Department of Industrial and Enterprise Systems Engineering, University of Illinois, Urbana, Illinois 61801)

  • Angelia Nedić

    (Department of Industrial and Enterprise Systems Engineering, University of Illinois, Urbana, Illinois 61801)

  • Uday V. Shanbhag

    (Department of Industrial and Manufacturing Engineering, Pennsylvania State University, University Park, Pennsylvania 16802)

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.

Suggested Citation

  • Jayash Koshal & Angelia Nedić & Uday V. Shanbhag, 2016. "Distributed Algorithms for Aggregative Games on Graphs," Operations Research, INFORMS, vol. 64(3), pages 680-704, June.
    • Handle: RePEc:inm:oropre:v:64:y:2016:i:3:p:680-704
    DOI: 10.1287/opre.2016.1501
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    References listed on IDEAS

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    Cited by:

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    3. Jinlong Lei & Uday V. Shanbhag, 2020. "Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization," Operations Research, INFORMS, vol. 68(6), pages 1742-1766, November.
    4. Le Cadre, Hélène & Mou, Yuting & Höschle, Hanspeter, 2022. "Parametrized Inexact-ADMM based coordination games: A normalized Nash equilibrium approach," European Journal of Operational Research, Elsevier, vol. 296(2), pages 696-716.
    5. Parise, Francesca & Ozdaglar, Asuman, 2019. "A variational inequality framework for network games: Existence, uniqueness, convergence and sensitivity analysis," Games and Economic Behavior, Elsevier, vol. 114(C), pages 47-82.
    6. Edward Anderson & David Gamarnik & Anton Kleywegt & Asuman Ozdaglar, 2016. "Preface to the Special Issue on Information and Decisions in Social and Economic Networks," Operations Research, INFORMS, vol. 64(3), pages 561-563, June.
    7. Simone Balmelli & Francesco Moresino, 2023. "Coordination of Plug-In Electric Vehicle Charging in a Stochastic Framework: A Decentralized Tax/Incentive-Based Mechanism to Reach Global Optimality," Mathematics, MDPI, vol. 11(4), pages 1-24, February.

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