A Distributed Generalized Nash Equilibrium Seeking Algorithm for Aggregative Games Over Time-Varying Unbalanced Graphs

IF 5.3 3区 计算机科学 Q2 AUTOMATION & CONTROL SYSTEMS
Tian Lu;Hongzhe Liu;He Wang;Wenwu Yu
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引用次数: 0

Abstract

This article investigates an aggregative game with a shared linear coupling inequality constraint and local compact convex set constraints, where agents are distributed across a communication network. The goal is to find a generalized Nash equilibrium (GNE) of the game in a distributed manner over time-varying unbalanced graphs. To this end, we propose a distributed discrete-time GNE seeking algorithm that integrates the push-sum protocol with an aggregative information tracking mechanism. The algorithm also accommodates nonidentical step-sizes. By reformulating the algorithm as an extended Krasnosel'ski–Mann iteration, we establish its convergence to a variational GNE and analyze its convergence rate. Numerical simulations on a generalized Nash–Cournot game validate the effectiveness of the proposed algorithm.
时变非平衡图上聚集博弈的分布式广义纳什均衡寻求算法
本文研究了一个具有共享线性耦合不等式约束和局部紧凑凸集约束的聚合博弈,其中智能体分布在通信网络中。目标是在时变不平衡图上以分布式方式找到游戏的广义纳什均衡(GNE)。为此,我们提出了一种集成了推和协议和聚合信息跟踪机制的分布式离散时间GNE搜索算法。该算法还适应不同步长。通过将该算法重新表述为扩展的Krasnosel - ski - mann迭代,建立了该算法对变分GNE的收敛性,并分析了其收敛速度。一个广义纳什-古诺博弈的数值仿真验证了该算法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
IEEE Transactions on Control of Network Systems
IEEE Transactions on Control of Network Systems Mathematics-Control and Optimization
CiteScore
7.80
自引率
7.10%
发文量
169
期刊介绍: The IEEE Transactions on Control of Network Systems is committed to the timely publication of high-impact papers at the intersection of control systems and network science. In particular, the journal addresses research on the analysis, design and implementation of networked control systems, as well as control over networks. Relevant work includes the full spectrum from basic research on control systems to the design of engineering solutions for automatic control of, and over, networks. The topics covered by this journal include: Coordinated control and estimation over networks, Control and computation over sensor networks, Control under communication constraints, Control and performance analysis issues that arise in the dynamics of networks used in application areas such as communications, computers, transportation, manufacturing, Web ranking and aggregation, social networks, biology, power systems, economics, Synchronization of activities across a controlled network, Stability analysis of controlled networks, Analysis of networks as hybrid dynamical systems.
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