Distributed Nash Equilibrium Seeking via the Alternating Direction Method of Multipliers.
Farzad SalehisadaghianiLacra PavelPublished in: CoRR (2016)
Keyphrases
- nash equilibrium
- game theory
- game theoretic
- variational inequalities
- cooperative
- alternating direction method of multipliers
- nash equilibria
- pure strategy
- solution concepts
- stochastic games
- mixed strategy
- regret minimization
- multi agent
- worst case
- stackelberg game
- fictitious play
- multiscale
- special case
- total variation
- matrix completion
- incomplete information
- state space
- profit maximizing
- multi agent systems
- reinforcement learning
- genetic algorithm
- pure nash equilibria