Fast Distributed Nash Equilibrium Seeking in Monotone Games

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Tatarenko, Tatiana, Nedich, Angelia
Natura: Preprint
Pubblicazione: 2025
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866909693137387520
author Tatarenko, Tatiana
Nedich, Angelia
author_facet Tatarenko, Tatiana
Nedich, Angelia
contents This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [5] to solve variational inequalities, we develop the algorithm converging to Nash equilibria in games, where players have no access to the full information but are able to communicate with neighbors over some communication graph. The convergence rate is demonstrated to be geometric and improves the rates obtained by the previously presented procedures seeking Nash equilibria in the class of games under consideration.
format Preprint
id arxiv_https___arxiv_org_abs_2507_11703
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Fast Distributed Nash Equilibrium Seeking in Monotone Games
Tatarenko, Tatiana
Nedich, Angelia
Optimization and Control
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [5] to solve variational inequalities, we develop the algorithm converging to Nash equilibria in games, where players have no access to the full information but are able to communicate with neighbors over some communication graph. The convergence rate is demonstrated to be geometric and improves the rates obtained by the previously presented procedures seeking Nash equilibria in the class of games under consideration.
title Fast Distributed Nash Equilibrium Seeking in Monotone Games
topic Optimization and Control
url https://arxiv.org/abs/2507.11703