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arXiv 1705.02424math.OC
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基于无源性的网络 Nash 均衡求解方法

A Passivity-Based Approach to Nash Equilibrium Seeking over Networks

Dian Gadjov, Lacra Pavel

AI总结:

针对网络中参与者信息有限的分布式 Nash 均衡求解问题,提出带邻居估计校正的增广梯度博弈动力学,并利用增量无源性和分布式 Laplacian 反馈证明其在伪梯度严格单调下收敛至 NE。

摘要:

本文考虑网络上的分布式 Nash 均衡(NE)求解问题,在该情形中参与者只拥有有限的局部信息。我们从一种连续时间梯度博弈动力学出发;该动力学在伪梯度严格单调且信息完美(即参与者之间瞬时全连接通信)的假设下收敛到 NE。我们研究当参与者之间只有部分信息或网络化信息时,如何修改这种梯度博弈动力学。我们提出一种带校正的增广梯度博弈动力学,其中参与者仅与其邻居进行局部通信,以计算其他参与者行动的估计值。我们通过将该问题重构为无向图上的多智能体协调问题来推导新的动力学。我们利用增量无源性,并证明可以使用邻居的相对估计来设计具有同步作用的分布式 Laplacian 反馈。在伪梯度严格单调性条件下,我们证明增广梯度博弈动力学会收敛到关于博弈 NE 的一致性。我们还进一步讨论了两种情形,以突出博弈性质与通信图性质之间的权衡。

英文摘要:

In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE under strict monotonicity of the pseudo-gradient and assumes perfect information, i.e., instantaneous all-to-all player communication. We consider how to modify this gradient-play dynamics in the case of partial, or networked information between players. We propose an augmented gradient-play dynamics with correction in which players communicate locally only with their neighbours to compute an estimate of the other players' actions. We derive the new dynamics based on the reformulation as a multi-agent coordination problem over an undirected graph. We exploit incremental passivity properties and show that a synchronizing, distributed Laplacian feedback can be designed using relative estimates of the neighbours. Under a strict monotonicity property of the pseudo-gradient, we show that the augmented gradient-play dynamics converges to consensus on the NE of the game. We further discuss two cases that highlight the tradeoff between properties of the game and the communication graph.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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