Nash equilibrium seeking under partial decision information: Monotonicity, smoothness and proximal-point algorithms
Optimization and Control
2022-06-24 v1 Computer Science and Game Theory
Multiagent Systems
Abstract
We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize the relation between several monotonicity and smoothness conditions postulated in the literature. Furthermore, we prove convergence of a preconditioned proximal point algorithm, under a restricted monotonicity property that allows for a non-Lipschitz, non-continuous game mapping.
Keywords
Cite
@article{arxiv.2206.11568,
title = {Nash equilibrium seeking under partial decision information: Monotonicity, smoothness and proximal-point algorithms},
author = {Mattia Bianchi and Sergio Grammatico},
journal= {arXiv preprint arXiv:2206.11568},
year = {2022}
}