Complete information

Theoretical computer science

Convergence (economics)

Distributed algorithm

Telecommunications

Economics

Epsilon-equilibrium

Computer science

Mathematical optimization

Information exchange

Distributed computing

Computer network

Graph

Best response

Mathematics

Nash equilibrium

Rate of convergence

Mathematical economics

Economic growth

Channel (broadcasting)

Automatica

In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their opponents and the communication graph is not necessarily the same as the players' cost dependency graph. We develop a relatively fast algorithm within the framework of inexact-ADMM, based on local information exchange between the players. We prove its convergence to Nash equilibrium for fixed step-sizes and analyze its convergence rate. Numerical simulations illustrate its benefits when compared to a consensus-based gradient type algorithm with diminishing step-sizes.

Distributed Nash equilibrium seeking under partial-decision information via the alternating direction method of multipliers