Dear Editor,This letter studies the distributed Nash equilibrium seeking problem of aggregative game,in which the decision of each player obeys second-order dynamics and is constrained by nonidentical convex sets.To s...Dear Editor,This letter studies the distributed Nash equilibrium seeking problem of aggregative game,in which the decision of each player obeys second-order dynamics and is constrained by nonidentical convex sets.To seek the generalized Nash equilibrium(GNE),a projectionbased distributed algorithm via constant step-sizes is developed with linear convergence.In particular,a variable tracking technique is incorporated to estimate the aggregative function,and an event-triggered mechanism is designed to reduce the communication cost.Finally,a numerical example demonstrates the theoretical results.展开更多
In this paper, the optimal variational generalized Nash equilibrium(v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each a...In this paper, the optimal variational generalized Nash equilibrium(v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each agent is coupled through an affine constraint. A distributed algorithm based on the hybrid steepest descent method is first proposed to seek the optimal v-GNE. Then, an accelerated algorithm with relaxation is proposed and analyzed, which has the potential to further improve the convergence speed to the optimal v-GNE. Some sufficient conditions in both algorithms are obtained to ensure the global convergence towards the optimal v-GNE. To illustrate the performance of the algorithms, numerical simulation is conducted based on a networked Nash-Cournot game with bounded market capacities.展开更多
基金supported by the National Natural Science Foundation of China(62473048,61925303,62088101,62273195,U19B2029).
文摘Dear Editor,This letter studies the distributed Nash equilibrium seeking problem of aggregative game,in which the decision of each player obeys second-order dynamics and is constrained by nonidentical convex sets.To seek the generalized Nash equilibrium(GNE),a projectionbased distributed algorithm via constant step-sizes is developed with linear convergence.In particular,a variable tracking technique is incorporated to estimate the aggregative function,and an event-triggered mechanism is designed to reduce the communication cost.Finally,a numerical example demonstrates the theoretical results.
基金supported by the National Natural Science Foundation of China(Basic Science Center Program)(61988101)the Joint Fund of Ministry of Education for Equipment Pre-research (8091B022234)+3 种基金Shanghai International Science and Technology Cooperation Program (21550712400)Shanghai Pilot Program for Basic Research (22TQ1400100-3)the Fundamental Research Funds for the Central UniversitiesShanghai Artifcial Intelligence Laboratory。
文摘In this paper, the optimal variational generalized Nash equilibrium(v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each agent is coupled through an affine constraint. A distributed algorithm based on the hybrid steepest descent method is first proposed to seek the optimal v-GNE. Then, an accelerated algorithm with relaxation is proposed and analyzed, which has the potential to further improve the convergence speed to the optimal v-GNE. Some sufficient conditions in both algorithms are obtained to ensure the global convergence towards the optimal v-GNE. To illustrate the performance of the algorithms, numerical simulation is conducted based on a networked Nash-Cournot game with bounded market capacities.
