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arXiv 2005.03507cs.GTmath.OC
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强单调对策的异步分布式可扩展广义纳什均衡搜索算法

An asynchronous distributed and scalable generalized Nash equilibrium seeking algorithm for strongly monotone games

Carlo Cenedese, Giuseppe Belgioioso, Sergio Grammatico, Ming Cao

摘要:

本文提出了三种分布式算法来求解一类强单调对策中的广义纳什均衡(GNE)寻求问题。第一个(SD-GENO)是基于代理的同步更新,而第二个和第三个(AD-GEED和AD-GENO)代表异步解决方案,是强大的通信延迟。AD-GENO可以看作是AD-GEED的一个改进,因为它只需要节点辅助变量,增强了算法的可扩展性。我们的主要贡献是证明收敛到一个变分GNE的游戏通过运营商理论的方法。最后,我们将算法应用到网络古诺博弈中,并展示了不同的激活序列和延迟如何影响收敛。我们还比较了所提出的算法,只有其他文献(ADAGNES),并观察到,AD-GENO优于替代品。

英文摘要:

In this paper, we present three distributed algorithms to solve a class of generalized Nash equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the second and the third (AD-GEED and AD-GENO) represent asynchronous solutions that are robust to communication delays. AD-GENO can be seen as a refinement of AD-GEED, since it only requires node auxiliary variables, enhancing the scalability of the algorithm. Our main contribution is to prove converge to a variational GNE of the game via an operator-theoretic approach. Finally, we apply the algorithms to network Cournot games and show how different activation sequences and delays affect convergence. We also compare the proposed algorithms to the only other in the literature (ADAGNES), and observe that AD-GENO outperforms the alternative.

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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