Nash Equilibrium Approximation under Communication and Computation Constraints in Large-Scale Non-cooperative Games

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review

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Author(s)

Detail(s)

Original languageEnglish
Title of host publication2017 Asian Control Conference, ASCC 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2083-2088
ISBN (Print)9781509015733
Publication statusPublished - Dec 2017
Externally publishedYes

Publication series

NameAsian Control Conference, ASCC

Conference

Title11th Asian Control Conference (ASCC 2017)
LocationGold Coast Convention and Exhibition Centre
PlaceAustralia
CityGold Coast
Period17 - 20 December 2017

Abstract

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.

Citation Format(s)

Nash Equilibrium Approximation under Communication and Computation Constraints in Large-Scale Non-cooperative Games. / Nekouei, Ehsan; Alpcan, Tansu; Nair, Girish.

2017 Asian Control Conference, ASCC 2017. Institute of Electrical and Electronics Engineers Inc., 2017. p. 2083-2088 (Asian Control Conference, ASCC).

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review