Distributed optimization and games: A tutorial overview

被引:0
|
作者
Yang B. [1 ]
Johansson M. [2 ]
机构
[1] Department of Automation, Shanghai Jiao Tong University
[2] School of Electrical Engineering, ACCESS Linnaeus Center
关键词
Continuous time systems - Convex optimization - Decision theory - Game theory;
D O I
10.1007/978-0-85729-033-5_4
中图分类号
学科分类号
摘要
This chapter provides a tutorial overview of distributed optimization and game theory for decision-making in networked systems. We discuss properties of first-order methods for smooth and non-smooth convex optimization, and review mathematical decomposition techniques. A model of networked decision-making is introduced in which a communication structure is enforced that determines which nodes are allowed to coordinate with each other, and several recent techniques for solving such problems are reviewed. We then continue to study the impact of noncooperative games, in which no communication and coordination are enforced. Special attention is given to existence and uniqueness of Nash equilibria, as well as the efficiency loss in not coordinating nodes. Finally, we discuss methods for studying the dynamics of distributed optimization algorithms in continuous time. © 2010 Springer London.
引用
收藏
页码:109 / 148
页数:39
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