Generalized Nash equilibrium problem (GNEP) is an important model that has many applications in practice. However, a GNEP usually has multiple or even infinitely many Nash equilibrium points and it is not easy to ch...Generalized Nash equilibrium problem (GNEP) is an important model that has many applications in practice. However, a GNEP usually has multiple or even infinitely many Nash equilibrium points and it is not easy to choose a favorable solution from those equilibria. This paper considers a class of GNEP With some kind of separability. We first extend the so-called normalized equilibrium concept to the stationarity sense and then, we propose an approach to solve the normalized stationary points by reformulating the GNEP as a single optimization problem. We further demonstrate the proposed approach on a GNEP model in similar product markets.展开更多
In this paper, a power allocation problem based on the Cournot game and generalized Nash game is proposed. After integrating dynamic average consensus algorithm and distributed projection neural network through singul...In this paper, a power allocation problem based on the Cournot game and generalized Nash game is proposed. After integrating dynamic average consensus algorithm and distributed projection neural network through singular perturbation systems, a normalized Nash equilibrium seeking algorithm is presented to solve the proposed power allocation problem in a distributed way.Combine Lyapunov stability with the singular perturbation analysis, the convergence of the proposed algorithm is analyzed. A simulation on IEEE 118-bus confirms that the proposed distributed algorithm can adjust the power allocation according to different situations, while keeping the optimal solution within the feasible set.展开更多
基金Supported by the National Natural Science Foundation of China(Grant No.11071028)
文摘Generalized Nash equilibrium problem (GNEP) is an important model that has many applications in practice. However, a GNEP usually has multiple or even infinitely many Nash equilibrium points and it is not easy to choose a favorable solution from those equilibria. This paper considers a class of GNEP With some kind of separability. We first extend the so-called normalized equilibrium concept to the stationarity sense and then, we propose an approach to solve the normalized stationary points by reformulating the GNEP as a single optimization problem. We further demonstrate the proposed approach on a GNEP model in similar product markets.
基金supported by the National Natural Science Foundation of China (Grant No. 61673107)the Jiangsu Provincial Key Laboratory of Networked Collective Intelligence (Grant No. BM2017002)。
文摘In this paper, a power allocation problem based on the Cournot game and generalized Nash game is proposed. After integrating dynamic average consensus algorithm and distributed projection neural network through singular perturbation systems, a normalized Nash equilibrium seeking algorithm is presented to solve the proposed power allocation problem in a distributed way.Combine Lyapunov stability with the singular perturbation analysis, the convergence of the proposed algorithm is analyzed. A simulation on IEEE 118-bus confirms that the proposed distributed algorithm can adjust the power allocation according to different situations, while keeping the optimal solution within the feasible set.