A Linearly Convergent Distributed Nash Equilibrium Seeking Algorithm for Aggregative Games

被引:12
|
作者
Huang, Shijie [1 ]
Lei, Jinlong [2 ,3 ]
Hong, Yiguang [1 ,2 ,3 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
[2] Tongji Univ, Dept Control Sci & Engn, Shanghai 201804, Peoples R China
[3] Shanghai Res Inst Intelligent Autonomous Syst, Shanghai 201210, Peoples R China
基金
中国国家自然科学基金;
关键词
Games; Convergence; Distributed algorithms; Aggregates; Nash equilibrium; Heuristic algorithms; Eigenvalues and eigenfunctions; Aggregative games; distributed Nash equilibrium (NE) seeking; linear convergence; OPTIMIZATION; NETWORKS;
D O I
10.1109/TAC.2022.3154356
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This article considers distributed Nash equilibrium (NE) seeking of strongly monotone aggregative games over a multiagent network. Each player can only observe its own strategy while can exchange information with its neighbors via a communication graph. To solve the problem, we propose a distributed algorithm with multiple rounds of communication, where the players need constant rounds of communication with their neighbors at each iteration. We then prove that our algorithm converges to the (unique) NE with a linear convergence rate. We further study a single-round communication version of our algorithm, which can also achieve linear convergence rate with an additional condition related to the structure of the graph and the properties of the aggregative game. Finally, we provide numerical simulations to verify our results.
引用
收藏
页码:1753 / 1759
页数:7
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