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arXiv · 2304.10338

Distributed Nash Equilibrium Seeking with Stochastic Event-Triggered Mechanism

Wei Huo·Kam Fai Elvis Tsang·Yamin Yan·Karl Henrik Johansson·Ling Shi
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Abstract

In this paper, we study the problem of consensus-based distributed Nash equilibrium (NE) seeking where a network of players, abstracted as a directed graph, aim to minimize their own local cost functions non-cooperatively. Considering the limited energy of players and constrained bandwidths, we propose a stochastic event-triggered algorithm by triggering each player with a probability depending on certain events, which improves communication efficiency by avoiding continuous communication. We show that the distributed algorithm with the developed event-triggered communication scheme converges to the exact NE exponentially if the underlying communication graph is strongly connected. Moreover, we prove that our proposed event-triggered algorithm is free of Zeno behavior. Finally, numerical simulations for a spectrum access game are provided to illustrate the effectiveness of the proposed mechanism by comparing it with some existing event-triggered methods.

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Wei Huo, Kam Fai Elvis Tsang, Yamin Yan, Karl Henrik Johansson, Ling Shi. 2023-04-20. Distributed Nash Equilibrium Seeking with Stochastic Event-Triggered Mechanism. https://arxiv.org/abs/2304.10338

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