A Distributed Asynchronous Solver for Nash Equilibria in Hypergraphical Games
Abstract: Hypergraphical games provides a compact model of a network of self-interested agents, each involved in simultaneous subgames with its neighbors. The overall aim is for the agents in the network to reach a Nash Equilibrium, in which no agent has an incentive to change their response, but without revealing all their private information. Asymmetric Distributed constraint satisfaction (ADisCSP) has been proposed as a solution to this search problem. In this paper, we propose a new model of hypergraphical games as an ADisCSP based on a new global constraint, and a new asynchronous algorithm for solving ADisCSP that is able to find a Nash Equilibrium. We show empirically that we significantly reduce both message passing and computation time, achieving an order of magnitude improvement in messaging and in non-concurrent computation time on dense problems compared to state-of-the art algorithms.
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