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arXiv 2602.18751eess.SYcs.SY
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在延迟信息交换下的非合作二次游戏中寻找纳什均衡

Seeking Nash Equilibrium in Non-cooperative Quadratic Games Under Delayed Information Exchange

Dalian University of Technology(大连理工大学);The University of Tokyo(东京大学)

Kaichen Jiang, Yuyue Yan, Mingda Yue, Yuhu Wu

AI总结:

本文研究了在延迟信息交换下非合作二次游戏中寻找纳什均衡的方法,通过设计估计机制和限制学习率,实现了策略配置的渐近收敛。

摘要:

本文研究了一种非合作二次游戏中寻找纳什均衡(NE)的问题,其中所有智能体与其邻居交换延迟策略信息。为了将最佳响应算法扩展到延迟信息设置,为每个智能体设计了一个估计机制,以估计当前策略配置。基于对估计的最优响应策略,所有智能体的策略配置动态被建立,通过李雅普诺夫-克拉索夫斯基函数方法揭示,当智能体通过多步延迟信息交换时,策略配置动态会渐近收敛到纳什均衡。在智能体交换一步延迟信息的情况下,通过限制学习率低于一个上界,可以保证策略配置动态以指数速度收敛到纳什均衡。此外,还提出了一个关于纳什均衡不稳定的學習率下界。提供了数值模拟以验证所开发的结果。

英文摘要:

In this paper, we investigate the seeking of Nash equilibrium (NE) in a non-cooperative quadratic game where all agents exchange their delayed strategy information with their neighbors. To extend best-response algorithms to the delayed information setting, an estimation mechanism for each agent to estimate the current strategy profile is designed. Based on the best-response strategy to the estimations, the strategy profile dynamics of all agents is established, which is revealed to converge asymptotically to the NE when agents exchange multi-step-delay information via the Lyapunov-Krasovskii functional approach. In the scenario where agents exchange one-step-delay information, the exponential convergence of the strategy profile dynamics to the NE can be guaranteed by restricting the learning rate to less than an upper bound. Moreover, a lower bound on the learning rate for instability of the NE is proposed. Numerical simulations are provided for verifying the developed results.

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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