A Timestamp-Based Inertial Best-Response Dynamics for Distributed Nash Equilibrium Seeking in Weakly Acyclic Games

In this article, we consider the problem of distributed game-theoretic learning in games with finite action sets. A timestamp-based inertial best-response dynamics is proposed for Nash equilibrium seeking by players over a communication network. We prove that if all players adhere to the dynamics, then the states of players will almost surely reach consensus and the joint action profile of players will be absorbed into a Nash equilibrium of the game. This convergence result is proven under the condition of weakly acyclic games and strongly connected networks. Furthermore, to encounter more general circumstances, such as games with graphical action sets, state-based games, and switching communication networks, several variants of the proposed dynamics and its convergent results are also developed. To demonstrate the validity and applicability, we apply the proposed timestamp-based learning dynamics to design distributed algorithms for solving some typical finite games, including the coordination games and congestion games.