基于收益的广义纳什均衡学习的收敛速度

IF 2.6 3区 计算机科学 Q2 AUTOMATION & CONTROL SYSTEMS
Tatiana Tatarenko , Maryam Kamgarpour
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引用次数: 0

摘要

研究了具有强单调伪梯度和联合线性耦合约束的对策中的广义纳什均衡问题。我们建立了一种基于收益的方法的收敛率,旨在学习这种游戏中的变分GNE (v-GNE)。虽然最近已经提出了在给定梯度的全部或部分信息的情况下的收敛算法,但基于收益的信息设置的收敛速度一直是一个开放的问题。利用双玩家游戏从原始游戏扩展而来的特性,我们建立了游戏的v-GNE收敛速率为0(1 / 4/7)。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Convergence rate of payoff-based generalized Nash equilibrium learning
We consider generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate of a payoff-based approach intended to learn a variational GNE (v-GNE) in such games. While convergent algorithms have recently been proposed in this setting given full or partial information of the gradients, rate of convergence in the payoff-based information setting has been an open problem. Leveraging properties of a game extended from the original one by a dual player, we establish a convergence rate of O(1t4/7) to a v-GNE of the game.
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来源期刊
European Journal of Control
European Journal of Control 工程技术-自动化与控制系统
CiteScore
5.80
自引率
5.90%
发文量
131
审稿时长
1 months
期刊介绍: The European Control Association (EUCA) has among its objectives to promote the development of the discipline. Apart from the European Control Conferences, the European Journal of Control is the Association''s main channel for the dissemination of important contributions in the field. The aim of the Journal is to publish high quality papers on the theory and practice of control and systems engineering. The scope of the Journal will be wide and cover all aspects of the discipline including methodologies, techniques and applications. Research in control and systems engineering is necessary to develop new concepts and tools which enhance our understanding and improve our ability to design and implement high performance control systems. Submitted papers should stress the practical motivations and relevance of their results. The design and implementation of a successful control system requires the use of a range of techniques: Modelling Robustness Analysis Identification Optimization Control Law Design Numerical analysis Fault Detection, and so on.
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