Distributed Nash Equilibrium Seeking with Stochastic Event-Triggered Mechanism
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.
Cite
@article{arxiv.2304.10338,
title = {Distributed Nash Equilibrium Seeking with Stochastic Event-Triggered Mechanism},
author = {Wei Huo and Kam Fai Elvis Tsang and Yamin Yan and Karl Henrik Johansson and Ling Shi},
journal= {arXiv preprint arXiv:2304.10338},
year = {2023}
}