A Survey on Noncooperative Games and Distributed Nash Equilibrium Seeking over Multi-Agent Networks
Peng Yi, Jinlong Lei, Xiuxian Li, Shu Liang, Min Meng, Jie Chen
Abstract
The work gives a review on the distributed Nash equilibrium seeking of noncooperative games in multi-agent networks, which emerges as one of the frontier research topics in the area of systems and control community. Firstly, we give the basic formulation and analysis of noncooperative games with continuous action spaces, and provide the motivation and basic setting for distributed Nash equilibrium seeking. Then we introduce both the gradient-based algorithms and best-response based algorithms for various type of games, including zero-sum games, aggregative games, potential games, monotone games, and multi-cluster games. In addition, we provide some applications of noncooperative games.