Distributed Nash Equilibrium Seeking With Stochastic Communication Noise
Cheng Yuwen, Shuai Liu, Ziyang Zhen · IEEE Transactions on Circuits & Systems II Express Briefs · 2023
This brief considers a Nash equilibrium seeking problem with stochastic communication noise in non-cooperative games. Each player minimizes its own cost function and estimates the opponents’ actions by utilizing its neighbors’ information. To attenuate the impact of communication noise, two decaying gains are introduced into the estimation and optimization terms, respectively. Moreover, the consensus-based and passivity-based methods are further exploited. In the communication noise scenario, the consensus-based method effectively reduces burrs of noise, while the passivity-based method involves a delicate tradeoff between communication and optimization. By the stochastic Lyapunov analysis, the Nash equilibrium is globally asymptotically stable in mean square sense. Eventually, the two methods are applied to address a line coverage problem, which demonstrates their effectiveness.