Nash equilibrium approximation under communication and computation constraints in large-scale non-cooperative games

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. Th..