YANG Tongqing, LI Jingyi, ZHANG Xin, CAO Xianbing, MO Lipo
系统科学与复杂性(英文).
录用日期: 2026-03-24
This paper studies the online noncooperative game problem, where each player aims to find the Nash equilibrium in a distributed manner. In particular, we consider the scenario where the gradient of the cost function is not directly accessible, and there exists communication noise among the players. In this case, each player is only able to obtain the noisy gradient of its individual cost function and the set of local decisions. Communication noise affects the estimation of other players’ strategies, while the noisy gradient remains an unbiased estimate of the true gradient. An online distributed Frank-Wolfe algorithm is proposed, where the consensus tracking protocol is designed and the dynamic regret is introduced to measure the performance. Specifically, under the assumption that the communication noise follows a martingale difference sequence and the gradient noise diminishes over time, we establish a sublinear upper bound on the dynamic regret. The results show that if the cost function changes at a certain rate, the regret increase sublinearly, and the variance of the communication and gradient noise affects the increase. Finally, we conduct simulation experiments to verify our theoretical results.