Distributed algorithms for the computation of noncooperative equilibria
Automatica (Journal of IFAC)
Event-triggered distributed optimization in sensor networks
IPSN '09 Proceedings of the 2009 International Conference on Information Processing in Sensor Networks
A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
SIAM Journal on Optimization
Stability of primal-dual gradient dynamics and applications to network optimization
Automatica (Journal of IFAC)
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This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regard to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with neighbors in their respective network and have only partial knowledge of the state of the agents in the other network. For the case when the interaction topology of each network is undirected, we synthesize a distributed saddle-point strategy and establish its convergence to the Nash equilibrium for the class of strictly concave-convex and locally Lipschitz objective functions. We also show that this dynamics does not converge in general if the topologies are directed. This justifies the introduction, in the directed case, of a generalization of this distributed dynamics which we show converges to the Nash equilibrium for the class of strictly concave-convex differentiable functions with globally Lipschitz gradients. The technical approach combines tools from algebraic graph theory, nonsmooth analysis, set-valued dynamical systems, and game theory.