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Distributed Inertial Best-Response Dynamics.
- Source :
- IEEE Transactions on Automatic Control; Dec2018, Vol. 63 Issue 12, p4294-4300, 7p
- Publication Year :
- 2018
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00189286
- Volume :
- 63
- Issue :
- 12
- Database :
- Complementary Index
- Journal :
- IEEE Transactions on Automatic Control
- Publication Type :
- Periodical
- Accession number :
- 133371871
- Full Text :
- https://doi.org/10.1109/TAC.2018.2817161