Distributed Inertial Best-Response Dynamics

Brian Swenson, Ceyhun Eksin, Soummya Kar, Alejandro Ribeiro

Research output: Contribution to journalArticlepeer-review

8 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 languageEnglish (US)
Article number8319459
Pages (from-to)4294-4300
Number of pages7
JournalIEEE Transactions on Automatic Control
Volume63
Issue number12
DOIs
StatePublished - Dec 2018

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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