Work

Distributed Inertial Best-Response Dynamics

Year: 2018

Type: article

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.

Source: IEEE Transactions on Automatic Control

DOI: 10.1109/tac.2018.2817161

Authors: Brian Swenson, Ceyhun Eksin, Soummya Kar, Alejandro Ribeiro

Institutions: Carnegie Mellon University, Texas A&M University, University of Pennsylvania

Language: English

Topic: Game Theory and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: National Science Foundation

Award: CIF: Medium: Data Science: Analytics for Unstructured and Distributed Data