有向图上的纳什均衡寻求

Yutao Tang, Peng Yi, Yanqiong Zhang, Dawei Liu
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引用次数: 0

摘要

本文旨在开发有向图上的分布式连续时间算法,以寻求非合作博弈中的纳什均衡。受最近基于共识的设计的启发,我们提出了一种对权重平衡有向图具有比例增益的分布式算法。通过进一步嵌入与图拉普拉奇零特征值相关的左特征向量的分布式估计器,我们将其扩展到任意强连接有向图(权重可能不平衡)的情况。在这两种情况下,纳什均衡都能以指数收敛率精确达到。我们举例说明了理论结果的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Nash equilibrium seeking over directed graphs

In this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensus-based designs, we present a distributed algorithm with a proportional gain for weight-balanced directed graphs. By further embedding a distributed estimator of the left eigenvector associated with zero eigenvalue of the graph Laplacian, we extend it to the case with arbitrary strongly connected directed graphs having possible unbalanced weights. In both cases, the Nash equilibrium is proven to be exactly reached with an exponential convergence rate. An example is given to illustrate the validity of the theoretical results.

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CiteScore
3.90
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