Title :
On distributed equilibrium seeking for generalized convex games
Author :
Minghui Zhu ; Frazzoli, Emilio
Author_Institution :
Lab. for Inf. & Decision Syst., Massachusetts Inst. of Technol., Cambridge, MA, USA
Abstract :
This paper considers a class of generalized convex games where each player is associated with a convex objective function, a private convex inequality constraint and a private convex constraint set. The component functions are potentially non-smooth. The players aim to compute a Nash equilibrium through communicating with neighboring players. We study two distributed computation algorithms and show their convergence properties in the presence of data transmission delays and dynamic changes of network topologies.
Keywords :
convergence; convex programming; data communication; delays; game theory; network topology; Nash equilibrium; convergence properties; convex objective function; data transmission delays; distributed computation algorithms; distributed equilibrium; generalized convex games; network topologies; private convex inequality constraint; Convergence; Delay; Distributed algorithms; Games; Heuristic algorithms; Linear programming; Nash equilibrium;
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2012.6426369