Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications
文献类型：期刊论文
| 作者 | Lou, Youcheng1,2 ; Hong, Yiguang2; Xie, Lihua3; Shi, Guodong4; Johansson, Karl Henrik5
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| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
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| 出版日期 | 2016-10-01 |
| 卷号 | 61期号:10页码:2920-2935 |
| ISSN号 | 0018-9286 |
| 关键词 | Heterogeneous stepsizes joint connection multi-agent systems Nash equilibrium weight-unbalanced graphs |
| DOI | 10.1109/TAC.2015.2504962 |
| 英文摘要 | In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a subgradient-based distributed algorithm with heterogeneous stepsizes to compute a Nash equilibrium of a zero-sum game. We then prove that the proposed algorithm can achieve a Nash equilibrium under uniformly jointly strongly connected (UJSC) weight-balanced digraphs with homogenous stepsizes. Moreover, we demonstrate that for weighted-unbalanced graphs a Nash equilibrium may not be achieved with homogenous stepsizes unless certain conditions on the objective function hold. We show that there always exist heterogeneous stepsizes for the proposed algorithm to guarantee that a Nash equilibrium can be achieved for UJSC digraphs. Finally, in two standard weight-unbalanced cases, we verify the convergence to a Nash equilibrium by adaptively updating the stepsizes along with the arc weights in the proposed algorithm. |
| 资助项目 | NNSF of China[71401163] ; NNSF of China[61333001] ; Hong Kong Scholars Program[XJ2015049] ; Beijing Natural Science Foundation[4152057] ; National Research Foundation of Singapore[NRF-CRP8-2011-03] ; Knut and Alice Wallenberg Foundation ; Swedish Research Council |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| WOS记录号 | WOS:000385406100013 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/23729]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Lou, Youcheng |
| 作者单位 | 1.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore 4.Australian Natl Univ, Coll Engn & Comp Sci, Canberra, ACT 0200, Australia 5.Royal Inst Technol, Sch Elect Engn, ACCESS Linnaeus Ctr, S-10044 Stockholm, Sweden |
| 推荐引用方式 GB/T 7714 | Lou, Youcheng,Hong, Yiguang,Xie, Lihua,et al. Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2016,61(10):2920-2935. |
| APA | Lou, Youcheng,Hong, Yiguang,Xie, Lihua,Shi, Guodong,&Johansson, Karl Henrik.(2016).Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,61(10),2920-2935. |
| MLA | Lou, Youcheng,et al."Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 61.10(2016):2920-2935. |
入库方式： OAI收割
来源：数学与系统科学研究院
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