A fully-distributed proximal-point algorithm for Nash equilibrium seeking with linear convergence rate.
Mattia BianchiGiuseppe BelgioiosoSergio GrammaticoPublished in: CDC (2020)
Keyphrases
- convergence rate
- nash equilibrium
- fully distributed
- game theory
- step size
- game theoretic
- cooperative
- nash equilibria
- multi agent systems
- pure strategy
- stackelberg game
- mixed strategy
- primal dual
- gradient method
- proximal point algorithm
- overlay network
- peer to peer
- worst case
- loosely coupled
- mutation operator
- basis pursuit
- distributed search
- solution concepts
- special case