Differentially Private Distributed Nash Equilibrium Seeking for Aggregative Games

• Published in: IEEE transactions on automatic control Vol. 67; no. 5; pp. 2451 - 2458
• Main Authors: Ye, Maojiao, Hu, Guoqiang, Xie, Lihua, Xu, Shengyuan
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.05.2022; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Aggregates; Algorithms; Convergence; Differential privacy; Energy consumption; Equilibrium; Game theory; Games; Nash equilibrium; Nash equilibrium seeking; Players; Privacy; privacy protection; random variable; Random variables; Strategy; Topology
• ISSN: 0018-9286; 1558-2523
• DOI: 10.1109/TAC.2021.3075183

This article considers the privacy-preserving distributed Nash equilibrium seeking strategy design for average aggregative games, in which the players' objective functions are considered to be sensitive information to be protected. In particular, we consider that the game is free of central node and the aggregate information is not directly available to the players. As there is no central authority to provide the aggregate information required by each player to update their actions, a dynamic average consensus protocol is employed to estimate it. To protect the players' privacy, we perturb the transmitted information among the players by independent random noises drawn from Laplace distributions. By synthesizing the perturbed average consensus protocol with a gradient algorithm, a distributed privacy-preserving Nash equilibrium seeking strategy is established for the aggregative games under both fixed and time-varying communication topologies. With explicit quantifications of the mean square errors, the convergence results of the proposed methods are presented. Moreover, it is analytically proven that the proposed algorithm is <inline-formula><tex-math notation="LaTeX">\epsilon</tex-math></inline-formula>-differentially private. The presented results indicate that there is a tradeoff between the convergence accuracy and the privacy level. Last, a numerical example is provided for the verification of the proposed methods.