Nash equilibrium seeking over directed graphs
Yutao Tang, Peng Yi, Yanqiong Zhang, Dawei Liu
Abstract
Abstract In this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensus-based designs, we present a distributed algorithm with a proportional gain for weight-balanced directed graphs. By further embedding a distributed estimator of the left eigenvector associated with zero eigenvalue of the graph Laplacian, we extend it to the case with arbitrary strongly connected directed graphs having possible unbalanced weights. In both cases, the Nash equilibrium is proven to be exactly reached with an exponential convergence rate. An example is given to illustrate the validity of the theoretical results.