Performance Analysis of Gradient-Based Nash Seeking Algorithms Under Quantization
Ehsan Nekouei, Girish N Nair, Tansu Alpcan
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC | Published : 2016
This paper investigates the impact of quantized inter-agent communications on the asymptotic and transient behavior of gradient-based Nash-seeking algorithms in non-cooperative games. Using the information-theoretic notion of entropy power, we establish a universal lower bound on the asymptotic rate of exponential mean-square convergence to the Nash equilibrium (NE). This bound depends on the inter-agent data rate and the local behavior of the agents' utility functions, and is independent of the quantizer structure. Next, we study transient performance and derive an upper bound on the average time required to settle inside a specified ball around the NE, under uniform quantization. Furthermo..View full abstract
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Awarded by Australian Research Council
This work was supported by the Australian Research Council's Discovery Projects funding scheme (DP140100819). Recommended by Associate Editor H. S. Chang.