基于极值搜索的分布式非合作 N 联盟博弈方法

IF 2.5 3区 计算机科学 Q2 AUTOMATION & CONTROL SYSTEMS
Te Ma, Zhenhua Deng, Chen Hu
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引用次数: 0

摘要

本文研究了 N 个联盟博弈,其中包括广义纳什均衡问题(GNEP)和分布式优化问题。为了寻求 N 个联盟博弈的纳什均衡,我们首先利用了一种集中算法。在全信息条件下,该算法可以指数级收敛到 N 个联盟博弈的纳什均衡。然后,基于极值搜索(ES)方法,我们将集中式算法扩展为分布式算法。与集中式算法不同,分布式算法中没有显式成本函数。玩家不仅可以收敛到纳什均衡的一个小邻域,而且不会与其他联盟交流。此外,为了减少联盟内部的通信负担,还提出了一种基于事件触发的分布式算法。通过该算法,博弈者只需在事件触发的时间常数下与联盟内的邻居交流,而且还能收敛到 N 个联盟博弈的纳什均衡邻域。最后,我们举了一个纳什-库诺博弈的例子来说明算法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Extremum-seeking Based Approach for Distributed Noncooperative N-coalition Games

This paper investigates the N-coalition game, which covers the generalized Nash equilibrium problems (GNEPs) and distributed optimization problems. To seek the Nash equilibrium of the N-coalition games, we firstly exploit a centralized algorithm. Under the full information, the algorithm can exponentially converge to the Nash equilibrium of the N-coalition games. Then, based on the extremum seeking (ES) approach, we extend the centralized algorithm to distributed counterpart. Different from the centralized algorithm, the explicit cost functions are not available in the distributed algorithm. The players not only can converge to a small neighborhood of the Nash equilibrium, but do not communicate with the other coalitions. Furthermore, in order to reduce the communication burden in intra-coalition, an event-triggered based distributed algorithm is proposed. By the algorithm, the players only communicate with their neighbors in intra-coalition at event-triggered time constants, and also can converge to a neighborhood of the Nash equilibrium of the N-coalition games. Finally, an example about Nash-Cournot game is given to illustrate the effectiveness of our algorithms.

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来源期刊
International Journal of Control Automation and Systems
International Journal of Control Automation and Systems 工程技术-自动化与控制系统
CiteScore
5.80
自引率
21.90%
发文量
343
审稿时长
8.7 months
期刊介绍: International Journal of Control, Automation and Systems is a joint publication of the Institute of Control, Robotics and Systems (ICROS) and the Korean Institute of Electrical Engineers (KIEE). The journal covers three closly-related research areas including control, automation, and systems. The technical areas include Control Theory Control Applications Robotics and Automation Intelligent and Information Systems The Journal addresses research areas focused on control, automation, and systems in electrical, mechanical, aerospace, chemical, and industrial engineering in order to create a strong synergy effect throughout the interdisciplinary research areas.
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