单纯单调博弈中的分布式最优变式 GNE 寻求

IF 15.3 1区计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS

Ieee-Caa Journal of Automatica Sinica Pub Date : 2024-06-12 DOI:10.1109/JAS.2024.124284

Wangli He;Yanzhen Wang

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引用次数: 0

摘要

本文研究了具有线性耦合成本函数的单纯单调博弈中的最优变分广义纳什均衡（v-GNE）寻求问题，其中每个代理的可行策略域通过仿射约束耦合。首先提出了一种基于混合最陡下降法的分布式算法来寻求最优 v-GNE。然后，提出并分析了一种带松弛的加速算法，该算法有可能进一步提高对最优 v-GNE 的收敛速度。在这两种算法中，都得到了一些充分条件，以确保向最优 v-GNE 的全局收敛。为了说明这两种算法的性能，基于市场容量有界的网络纳什-库诺博弈进行了数值模拟。

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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Distributed Optimal Variational GNE Seeking in Merely Monotone Games

In this paper, the optimal variational generalized Nash equilibrium (v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each agent is coupled through an affine constraint. A distributed algorithm based on the hybrid steepest descent method is first proposed to seek the optimal v-GNE. Then, an accelerated algorithm with relaxation is proposed and analyzed, which has the potential to further improve the convergence speed to the optimal v-GNE. Some sufficient conditions in both algorithms are obtained to ensure the global convergence towards the optimal v-GNE. To illustrate the performance of the algorithms, numerical simulation is conducted based on a networked Nash-Cournot game with bounded market capacities.

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来源期刊

Ieee-Caa Journal of Automatica Sinica Engineering-Control and Systems Engineering

CiteScore

23.50

自引率

11.00%

发文量

880

期刊介绍： The IEEE/CAA Journal of Automatica Sinica is a reputable journal that publishes high-quality papers in English on original theoretical/experimental research and development in the field of automation. The journal covers a wide range of topics including automatic control, artificial intelligence and intelligent control, systems theory and engineering, pattern recognition and intelligent systems, automation engineering and applications, information processing and information systems, network-based automation, robotics, sensing and measurement, and navigation, guidance, and control. Additionally, the journal is abstracted/indexed in several prominent databases including SCIE (Science Citation Index Expanded), EI (Engineering Index), Inspec, Scopus, SCImago, DBLP, CNKI (China National Knowledge Infrastructure), CSCD (Chinese Science Citation Database), and IEEE Xplore.