Distributed Optimization and Games: A Tutorial Overview. Yang, B. & Johansson, M. In Morari, M., Thoma, M., Bemporad, A., Heemels, M., & Johansson, M., editors, Networked Control Systems, volume 406, pages 109–148. Springer London, London, 2010. Series Title: Lecture Notes in Control and Information Sciences
Distributed Optimization and Games: A Tutorial Overview [link]Paper  doi  abstract   bibtex   
This chapter provides a tutorial overview of distributed optimization and game theory for decision-making in networked systems. We discuss properties of first-order methods for smooth and non-smooth convex optimization, and review mathematical decomposition techniques. A model of networked decision-making is introduced in which a communication structure is enforced that determines which nodes are allowed to coordinate with each other, and several recent techniques for solving such problems are reviewed. We then continue to study the impact of noncooperative games, in which no communication and coordination are enforced. Special attention is given to existence and uniqueness of Nash equilibria, as well as the efficiency loss in not coordinating nodes. Finally, we discuss methods for studying the dynamics of distributed optimization algorithms in continuous time.
@incollection{morari_distributed_2010,
	address = {London},
	title = {Distributed {Optimization} and {Games}: {A} {Tutorial} {Overview}},
	volume = {406},
	isbn = {978-0-85729-032-8 978-0-85729-033-5},
	shorttitle = {Distributed {Optimization} and {Games}},
	url = {http://link.springer.com/10.1007/978-0-85729-033-5_4},
	abstract = {This chapter provides a tutorial overview of distributed optimization and game theory for decision-making in networked systems. We discuss properties of first-order methods for smooth and non-smooth convex optimization, and review mathematical decomposition techniques. A model of networked decision-making is introduced in which a communication structure is enforced that determines which nodes are allowed to coordinate with each other, and several recent techniques for solving such problems are reviewed. We then continue to study the impact of noncooperative games, in which no communication and coordination are enforced. Special attention is given to existence and uniqueness of Nash equilibria, as well as the efficiency loss in not coordinating nodes. Finally, we discuss methods for studying the dynamics of distributed optimization algorithms in continuous time.},
	language = {en},
	urldate = {2022-01-19},
	booktitle = {Networked {Control} {Systems}},
	publisher = {Springer London},
	author = {Yang, Bo and Johansson, Mikael},
	editor = {Morari, Manfred and Thoma, Manfred and Bemporad, Alberto and Heemels, Maurice and Johansson, Mikael},
	year = {2010},
	doi = {10.1007/978-0-85729-033-5_4},
	note = {Series Title: Lecture Notes in Control and Information Sciences},
	keywords = {/unread},
	pages = {109--148},
}

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