Distributed Event-Triggered Nash Equilibrium Seeking for Noncooperative Games
Victor Hugo Pereira Rodrigues, Tiago Roux Oliveira, Miroslav Krstic, Tamer Basar
TL;DR
This work addresses decentralized Nash equilibrium seeking for $N$-player noncooperative games with unknown quadratic payoffs. It introduces distributed event-triggered extremum seeking using sinusoidal perturbations to estimate pseudo-gradients and a time-scale/averaging analysis to handle discontinuities, proving local exponential stability and Zeno avoidance. Theoretical results show convergence to a neighborhood of the NE with a residual bound $O\left(a+\frac{1}{\omega}\right)$, and simulations in an oligopoly example validate aperiodic triggering and NE attainment without payoff-model information sharing. The approach enables bandwidth-efficient, scalable NES in networked game settings and lays groundwork for broader applications in distributed control under communication constraints.
Abstract
We propose locally convergent Nash equilibrium seeking algorithms for $N$-player noncooperative games, which use distributed event-triggered pseudo-gradient estimates. The proposed approach employs sinusoidal perturbations to estimate the pseudo-gradients of unknown quadratic payoff functions. This is the first instance of noncooperative games being tackled in a model-free fashion with event-triggered extremum seeking. Each player evaluates independently the deviation between the corresponding current pseudo-gradient estimate and its last broadcasted value from the event-triggering mechanism to tune individually the player action, while they preserve collectively the closed-loop stability/convergence. We guarantee Zeno behavior avoidance by establishing a minimum dwell-time to avoid infinitely fast switching. In particular, the stability analysis is carried out using Lyapunov's method and averaging for systems with discontinuous right-hand sides. We quantify the size of the ultimate small residual sets around the Nash equilibrium and illustrate the theoretical results numerically on an oligopoly setting.
