Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints
文献类型：期刊论文
| 作者 | Chen, Guanpu1,2; Ming, Yang1,2; Hong, Yiguang1,3,4; Yi, Peng3,4 |
| 刊名 | AUTOMATICA
 |
| 出版日期 | 2021 |
| 卷号 | 123页码:9 |
| 关键词 | Distributed algorithm Generalized Nash equilibrium Uncertainty Coupled constraint |
| ISSN号 | 0005-1098 |
| DOI | 10.1016/j.automatica.2020.109313 |
| 英文摘要 | In this paper, we design a distributed algorithm to seek generalized Nash equilibria with uncertain coupled constraints. It is hard to find the exact equilibria directly, because the parameters in the coupled constraint come from general convex sets, which may not have analytic expressions. To solve the problem, we first approximate general convex sets by inscribed polyhedrons and transform the approximate problem into a variational inequality by robust optimization. Then, with help of convex set geometry and metric spaces, we prove that the solution to the variational inequality induces an epsilon-generalized Nash equilibrium of the original game in the worst case. Furthermore, we propose a distributed algorithm to seek an epsilon-generalized Nash equilibrium, and show the convergence analysis with Lyapunov functions and variational inequalities. Finally, we illustrate the effectiveness of the distributed algorithm by a numerical example. (c) 2020 Published by Elsevier Ltd. |
| 资助项目 | Shanghai Sailing Program[20YF1453000] ; Shanghai Sailing Program[20YF1452800] ; Fundamental Research Funds for the Central Universities[22120200048] ; Fundamental Research Funds for the Central Universities[22120200047] ; Key research and development projects of the Ministry of Science and Technology of China[2018YFB1305304] ; National Natural Science Foundation of China[61733018] |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000598168100015 |
| 出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/57873]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Yi, Peng |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 3.Tongji Univ, Dept Control Sci & Engn, Shanghai, Peoples R China 4.Tongji Univ, Shanghai Inst Intelligent Sci & Technol, Shanghai, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Guanpu,Ming, Yang,Hong, Yiguang,et al. Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints[J]. AUTOMATICA,2021,123:9. |
| APA | Chen, Guanpu,Ming, Yang,Hong, Yiguang,&Yi, Peng.(2021).Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints.AUTOMATICA,123,9. |
| MLA | Chen, Guanpu,et al."Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints".AUTOMATICA 123(2021):9. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。