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Nash Equilibrium Approximation under Communication and Computation Constraints in Large-Scale Non-cooperative Games
KTH, School of Electrical Engineering (EES), Automatic Control.
2017 (English)In: 2017 Asian Control Conference, ASCC 2017, Institute of Electrical and Electronics Engineers (IEEE), 2017, p. 2083-2088Conference paper, Published paper (Refereed)
Abstract [en]

This paper studies the problem of Nash equilibrium approximation in large-scale heterogeneous (static) mean-field games under communication and computation constraints. A deterministic mean-field game is considered in which the utility function of each agent depends on its action, the average of other agents' actions (called the mean variable of that agent) and a deterministic parameter. It is shown that the equilibrium mean variables of all agents converge uniformly to a constant, called asymptotic equilibrium mean (AEM), as the number of agents tends to infinity. Next, the problem of approximating the AEM at a processing center under communication and computation constraints is studied. Three approximation methods are proposed to substantially reduce the communication and computation costs of approximating AEM at the processing center. In particular, a quantized communication scheme is considered which significantly reduces the cost of transmitting agents' parameters to the processing center while a certain accuracy level for approximating AEM at the processing center is guaranteed. The accuracy of the proposed approximation methods is analyzed and illustrated through numerical examples.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2017. p. 2083-2088
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:kth:diva-225241ISI: 000426957300364Scopus ID: 2-s2.0-85047473633ISBN: 9781509015733 (print)OAI: oai:DiVA.org:kth-225241DiVA, id: diva2:1194594
Conference
2017 11th Asian Control Conference, ASCC 2017, Gold Coast Convention and Exhibition CentreGold Coast, Australia, 17 December 2017 through 20 December 2017,
Note

QC 20180403

Available from: 2018-04-03 Created: 2018-04-03 Last updated: 2018-11-14Bibliographically approved

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  • apa
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Output format
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