Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games
文献类型：期刊论文
| 作者 | Xu, Gehui1,2; Chen, Guanpu2,3; Qi, Hongsheng1,2; Hong, Yiguang4,5 |
| 刊名 | IEEE TRANSACTIONS ON CYBERNETICS
 |
| 出版日期 | 2022-05-30 |
| 页码 | 13 |
| 关键词 | Games Approximation algorithms Heuristic algorithms Optimization Standards Distributed algorithms Convergence -Nash equilibrium (NE) aggregative game approximation distributed algorithm |
| ISSN号 | 2168-2267 |
| DOI | 10.1109/TCYB.2022.3175831 |
| 英文摘要 | In this article, we aim to design a distributed approximate algorithm for seeking Nash equilibria (NE) of an aggregative game. Due to the local set constraints of each player, projection-based algorithms have been widely employed for solving such problems actually. Since it may be quite hard to get the exact projection in practice, we utilize inscribed polyhedrons to approximate local set constraints, which yields a related approximate game model. We first prove that the NE of the approximate game is the epsilon -NE of the original game and then propose a distributed algorithm to seek the epsilon -NE, where the projection is then of a standard form in quadratic optimization with linear constraints. With the help of the existing developed methods for solving quadratic optimization, we show the convergence of the proposed algorithm and also discuss the computational cost issue related to the approximation. Furthermore, based on the exponential convergence of the algorithm, we estimate the approximation accuracy related to epsilon . In addition, we investigate the computational cost saved by approximation in numerical simulation. |
| 资助项目 | National Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61733018] ; National Natural Science Foundation of China[61873262] ; National Natural Science Foundation of China[62173250] ; Shanghai Municipal Science and Technology Major Project[2021SHZDZX0100] |
| WOS研究方向 | Automation & Control Systems ; Computer Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000805806700001 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/61481]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Hong, Yiguang |
| 作者单位 | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 101408, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 3.JD Explore Acad, Beijing 100176, Peoples R China 4.Tongji Univ, Shanghai Res Inst Intelligent Autonomous Syst, Dept Control Sci & Engn, Shanghai 200070, Peoples R China 5.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xu, Gehui,Chen, Guanpu,Qi, Hongsheng,et al. Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games[J]. IEEE TRANSACTIONS ON CYBERNETICS,2022:13. |
| APA | Xu, Gehui,Chen, Guanpu,Qi, Hongsheng,&Hong, Yiguang.(2022).Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games.IEEE TRANSACTIONS ON CYBERNETICS,13. |
| MLA | Xu, Gehui,et al."Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games".IEEE TRANSACTIONS ON CYBERNETICS (2022):13. |
入库方式： OAI收割
来源：数学与系统科学研究院
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