Distributed Nash Equilibrium Seeking By Gossip in Games on Graphs

Abstract: We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of any subset of players. An interference graph is employed to illustrate the partially-coupled cost functions and the asymmetric information requirements. For a given interference graph, we design a generalized communication graph so that players with possibly partially-coupled cost functions exchange only their required information and make decisions based on them. Using a set of standard assumptions on the cost functions, interference and communication graphs, we prove almost sure convergence to a Nash equilibrium for diminishing step sizes. We then quantify the effect of the second largest eigenvalue of the expected communication matrix on the convergence rate, and illustrate the trade-off between the parameters associated with the communication and the interference graphs. Finally, the efficacy of the proposed algorithm on a large-scale networked game is demonstrated via simulation.