Generalized Nash equilibrium seeking strategy for distributed nonsmooth multi-cluster game

被引:96
|
作者
Zeng, Xianlin [1 ]
Chen, Jie [1 ]
Liang, Shu [2 ]
Hong, Yiguang [3 ]
机构
[1] Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China
[2] Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Minist Educ, Key Lab Knowledge Automat Ind Proc, Beijing 100083, Peoples R China
[3] Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
基金
中国博士后科学基金;
关键词
Distributed algorithm; GNE seeking; Nonsmooth function; Multi-cluster game; Set constraint; Coupled nonlinear inequality constraint; CONVERGENCE; CONSENSUS;
D O I
10.1016/j.automatica.2019.01.025
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 paper investigates the distributed strategy design to find generalized Nash equilibria (GNE) of multi-cluster games with nonsmooth payoff functions, a coupled nonlinear inequality constraint, and set constraints. In this game, each cluster is composed of a group of agents and is a virtual noncooperative player, who minimizes its payoff function; each agent only uses its local payoff function, local feasible set and partial information of the coupled inequality constraint, and communicates with its neighbors. To solve the GNE problem, we propose a distributed nonsmooth algorithm using a projected differential inclusion and establish the convergence analysis of the proposed algorithm. A numerical application is given for illustration. (C) 2019 Elsevier Ltd. All rights reserved.
引用
收藏
页码:20 / 26
页数:7
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