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arXiv 2304.03052eess.SYcs.SY
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广义不确定Nash博弈:重构与鲁棒均衡寻求——扩展版

Generalized uncertain Nash games: Reformulation and robust equilibrium seeking -- Extended version

Marta Fochesato, Filippo Fabiani, John Lygeros

AI总结:

针对受多面体不确定集扰动的广义Nash均衡问题,本文推导出确定性的有限维扩展博弈重构,并基于单调算子理论设计了一种全分布式加速算法,在弱结构假设下收敛至原始不确定博弈的Nash均衡。

摘要:

我们考虑具有线性耦合约束的广义Nash均衡问题(GNEPs),该约束受局部(即按代理)和全局(即共享资源)扰动影响,扰动取值于多面体不确定集合。借助鲁棒优化的传统工具,针对此类问题我们推导出一个可处理的有限维重构,导出一个确定性的“扩展博弈”,并证明后者仍属于以“最坏情况”下的广义Nash均衡为特征的GNEP。随后,我们基于单调算子理论设计了一种全分布式加速算法,该算法在弱结构假设下可收敛至原始不确定博弈的Nash均衡。最后,我们通过数值仿真说明了所提分布式方案的有效性。

英文摘要:

We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making use of traditional tools borrowed from robust optimization, for this class of problems we derive a tractable, finite-dimensional reformulation leading to a deterministic ''extended game'', and we show that this latter still amounts to a GNEP featuring generalized Nash equilibria ''in the worst-case''. We then design a fully-distributed, accelerated algorithm based on monotone operator theory, which enjoys convergence towards a Nash equilibrium of the original, uncertain game under weak structural assumptions. Finally, we illustrate the effectiveness of the proposed distributed scheme through numerical simulations

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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