Distributed Nash equilibrium seeking for aggregative games with coupled constraints

被引:192
|
作者
Liang, Shu [1 ]
Yi, Peng [2 ]
Hong, Yiguang [3 ]
机构
[1] Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China
[2] Univ Toronto, Dept Elect & Comp Engn, Toronto, ON, Canada
[3] Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100190, Peoples R China
基金
中国国家自然科学基金; 北京市自然科学基金;
关键词
Distributed algorithms; Aggregative games; Generalized Nash equilibrium; Projected dynamics; Coupled constraints; OPTIMIZATION; SYSTEMS; ALLOCATION;
D O I
10.1016/j.automatica.2017.07.064
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem, we propose a distributed algorithm based on projected dynamics and non-smooth tracking dynamics, even for the case when the interaction topology of the multi-agent network is time-varying. Moreover, we prove the convergence of the non-smooth algorithm for the distributed game by taking advantage of its special structure and also combining the techniques of the variational inequality and Lyapunov function. (C) 2017 Elsevier Ltd. All rights reserved.
引用
收藏
页码:179 / 185
页数:7
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