Distributed Inertial Best-Response Dynamics
Systems and Control
2018-04-04 v3 Computer Science and Game Theory
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 with inertia are developed and convergence is proven to the set of pure NE. The distributed algorithms rely on consensus methods. Results are validated using numerical simulations.
Keywords
Cite
@article{arxiv.1605.00601,
title = {Distributed Inertial Best-Response Dynamics},
author = {Brian Swenson and Ceyhun Eksin and Soummya Kar and Alejandro Ribeiro},
journal= {arXiv preprint arXiv:1605.00601},
year = {2018}
}