In this paper,a zero-sum game Nash equilibrium computation problem with a common constraint set is investigated under two time-varying multi-agent subnetworks,where the two subnetworks have opposite payoff function.A ...In this paper,a zero-sum game Nash equilibrium computation problem with a common constraint set is investigated under two time-varying multi-agent subnetworks,where the two subnetworks have opposite payoff function.A novel distributed projection subgradient algorithm with random sleep scheme is developed to reduce the calculation amount of agents in the process of computing Nash equilibrium.In our algorithm,each agent is determined by an independent identically distributed Bernoulli decision to compute the subgradient and perform the projection operation or to keep the previous consensus estimate,it effectively reduces the amount of computation and calculation time.Moreover,the traditional assumption of stepsize adopted in the existing methods is removed,and the stepsizes in our algorithm are randomized diminishing.Besides,we prove that all agents converge to Nash equilibrium with probability 1 by our algorithm.Finally,a simulation example verifies the validity of our algorithm.展开更多
In this paper, we consider multiobjective two-person zero-sum games with vector payoffs and vector fuzzy payoffs. We translate such games into the corresponding multiobjective programming problems and introduce the pe...In this paper, we consider multiobjective two-person zero-sum games with vector payoffs and vector fuzzy payoffs. We translate such games into the corresponding multiobjective programming problems and introduce the pessimistic Pareto optimal solution concept by assuming that a player supposes the opponent adopts the most disadvantage strategy for the self. It is shown that any pessimistic Pareto optimal solution can be obtained on the basis of linear programming techniques even if the membership functions for the objective functions are nonlinear. Moreover, we propose interactive algorithms based on the bisection method to obtain a pessimistic compromise solution from among the set of all pessimistic Pareto optimal solutions. In order to show the efficiency of the proposed method, we illustrate interactive processes of an application to a vegetable shipment problem.展开更多
Nowadays,China is the largest developing country in the world,and the US is the largest developed country in the world.Sino-US economic and trade relations are of great significance to the two nations and may have apr...Nowadays,China is the largest developing country in the world,and the US is the largest developed country in the world.Sino-US economic and trade relations are of great significance to the two nations and may have aprominent impact on the stability and development of the global economy.展开更多
There are a few studies that focus on solution methods for finding a Nash equilibrium of zero-sum games. We discuss the use of Karmarkar’s interior point method to solve the Nash equilibrium problems of a zero-sum ga...There are a few studies that focus on solution methods for finding a Nash equilibrium of zero-sum games. We discuss the use of Karmarkar’s interior point method to solve the Nash equilibrium problems of a zero-sum game, and prove that it is theoretically a polynomial time algorithm. We implement the Karmarkar method, and a preliminary computational result shows that it performs well for zero-sum games. We also mention an affine scaling method that would help us compute Nash equilibria of general zero-sum games effectively.展开更多
This paper considers the value iteration algorithms of stochastic zero-sum linear quadratic games with unkown dynamics.On-policy and off-policy learning algorithms are developed to solve the stochastic zero-sum games,...This paper considers the value iteration algorithms of stochastic zero-sum linear quadratic games with unkown dynamics.On-policy and off-policy learning algorithms are developed to solve the stochastic zero-sum games,where the system dynamics is not required.By analyzing the value function iterations,the convergence of the model-based algorithm is shown.The equivalence of several types of value iteration algorithms is established.The effectiveness of model-free algorithms is demonstrated by a numerical example.展开更多
In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and the payoff function may have neither upper nor lower bounds. We give a new set of conditions f...In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and the payoff function may have neither upper nor lower bounds. We give a new set of conditions for the existence of a value and a pair of optimal stationary strategies. Our conditions are slightly weaker than those in the previous literature, and some new sufficient conditions for the existence of a pair of optimal stationary strategies are imposed on the primitive data of the model. Our results are illustrated with a queueing system, for which our conditions are satisfied but some of the conditions in some previous literatures fail to hold.展开更多
In this paper,based on ACP(ACP:artificial societies,computational experiments,and parallel execution)approach,a parallel control method is proposed for zero-sum games of unknown time-varying systems.The process of con...In this paper,based on ACP(ACP:artificial societies,computational experiments,and parallel execution)approach,a parallel control method is proposed for zero-sum games of unknown time-varying systems.The process of constructing a sequence of artificial systems,implementing the computational experiments,and conducting the parallel execution is presented.The artificial systems are constructed to model the real system.Computational experiments adopting adaptive dynamic programming(ADP)are shown to derive control laws for a sequence of artificial systems.The purpose of the parallel execution step is to derive the control laws for the real system.Finally,simulation experiments are provided to show the effectiveness of the proposed method.展开更多
In this paper,a zero-sum game Nash equilibrium computation problem with event-triggered communication is investigated under an undirected weight-balanced multi-agent network.A novel distributed event-triggered project...In this paper,a zero-sum game Nash equilibrium computation problem with event-triggered communication is investigated under an undirected weight-balanced multi-agent network.A novel distributed event-triggered projection subgradient algorithm is developed to reduce the communication burden within the subnetworks.In the proposed algorithm,when the difference between the current state of the agent and the state of the last trigger time exceeds a given threshold,the agent will be triggered to communicate with its neighbours.Moreover,we prove that all agents converge to Nash equilibrium by the proposed algorithm.Finally,two simulation examples verify that our algorithm not only reduces the communication burden but also ensures that the convergence speed and accuracy are close to that of the time-triggered method under the appropriate threshold.展开更多
This paper studies the policy iteration algorithm(PIA)for zero-sum stochastic differential games with the basic long-run average criterion,as well as with its more selective version,the so-called bias criterion.The sy...This paper studies the policy iteration algorithm(PIA)for zero-sum stochastic differential games with the basic long-run average criterion,as well as with its more selective version,the so-called bias criterion.The system is assumed to be a nondegenerate diffusion.We use Lyapunov-like stability conditions that ensure the existence and boundedness of the solution to certain Poisson equation.We also ensure the convergence of a sequence of such solutions,of the corresponding sequence of policies,and,ultimately,of the PIA.展开更多
We consider a finite horizon,zero-sum linear quadratic differential game.The feature of this game is that a weight matrix of the minimiser’s control cost in the cost functional is singular.Due to this singularity,the...We consider a finite horizon,zero-sum linear quadratic differential game.The feature of this game is that a weight matrix of the minimiser’s control cost in the cost functional is singular.Due to this singularity,the game can be solved neither by applying the Isaacs MinMax principle nor using the Bellman–Isaacs equation approach,i.e.this game is singular.Aprevious paper of one of the authors analysed such a game in the case where the cost functional does not contain the minimiser’s control cost at all,i.e.the weight matrix of this cost equals zero.In this case,all coordinates of the minimiser’s control are singular.In the present paper,we study the general case where the weight matrix of the minimiser’s control cost,being singular,is not,in general,zero.This means that only a part of the coordinates of the minimiser’s control is singular,while others are regular.The considered game is treated by a regularisation,i.e.by its approximate conversion to an auxiliary regular game.The latter has the same equation of dynamics and a similar cost functional augmented by an integral of the squares of the singular control coordinates with a small positive weight.Thus,the auxiliary game is a partial cheap control differential game.Based on a singular perturbation’s asymptotic analysis of this auxiliary game,the existence of the value of the original(singular)game is established,and its expression is obtained.The maximiser’s optimal state feedback strategy and the minimising control sequence in the original game are designed.It is shown that the coordinates of the minimising control sequence,corresponding to the regular coordinates of the minimiser’s control,are point-wise convergent in the class of regular functions.The optimal trajectory sequence and the optimal trajectory in the considered singular game also are obtained.An illustrative example is presented.展开更多
In this paper,an accelerated value iteration(VI)algorithm is established to solve the zero-sum game problem with convergence guarantee.First,inspired by the successive over relaxation theory,the convergence rate of th...In this paper,an accelerated value iteration(VI)algorithm is established to solve the zero-sum game problem with convergence guarantee.First,inspired by the successive over relaxation theory,the convergence rate of the iterative value function sequence is accelerated significantly with the relaxation factor.Second,the convergence and monotonicity of the value function sequence are analyzed under different ranges of the relaxation factor.Third,two practical approaches,namely the integrated scheme and the relaxation function,are introduced into the accelerated VI algorithm to guarantee the convergence of the iterative value function sequence for zero-sum games.The integrated scheme consists of the accelerated stage and the convergence stage,and the relaxation function can adjust the value of the relaxation factor.Finally,including the autopilot controller,the fantastic performance of the accelerated VI algorithm is verified through two examples with practical physical backgrounds.展开更多
A neurodynamic method(NdM)for convex optimization is proposed in this paper with an equality constraint.The method utilizes a neurodynamic system(NdS)that converges to the optimal solution of a convex optimization pro...A neurodynamic method(NdM)for convex optimization is proposed in this paper with an equality constraint.The method utilizes a neurodynamic system(NdS)that converges to the optimal solution of a convex optimization problem in a fixed time.Due to its mathematical simplicity,it can also be combined with reinforcement learning(RL)to solve a class of nonconvex optimization problems.To maintain the mathematical simplicity of NdS,zero-sum initial constraints are introduced to reduce the number of auxiliary multipliers.First,the initial sum of the state variables must satisfy the equality constraint.Second,the sum of their derivatives is designed to remain zero.In order to apply the proposed convex optimization algorithm to nonconvex optimization with mixed constraints,the virtual actions in RL are redefined to avoid the use of NdS inequality constrained multipliers.The proposed NdM plays an effective search tool in constrained nonconvex optimization algorithms.Numerical examples demonstrate the effectiveness of the proposed algorithm.展开更多
Keccak is one of the five hash functions selected for the final round of the SHA-3 competition,and its inner primitive is a permutation called Keccak-f.In this paper,we observe that for the inverse of the only nonline...Keccak is one of the five hash functions selected for the final round of the SHA-3 competition,and its inner primitive is a permutation called Keccak-f.In this paper,we observe that for the inverse of the only nonlinear transformation in Keccak-f,the algebraic degree of any output coordinate and the one of the product of any two output coordinates are both 3,which is 2 less than its size of 5.Combining this observation with a proposition on the upper bound of the degree of iterated permutations,we improve the zero-sum distinguisher for the Keccak-f permutation with full 24 rounds by lowering the size of the zero-sum partition from 21590 to 21575.展开更多
文摘In this paper,a zero-sum game Nash equilibrium computation problem with a common constraint set is investigated under two time-varying multi-agent subnetworks,where the two subnetworks have opposite payoff function.A novel distributed projection subgradient algorithm with random sleep scheme is developed to reduce the calculation amount of agents in the process of computing Nash equilibrium.In our algorithm,each agent is determined by an independent identically distributed Bernoulli decision to compute the subgradient and perform the projection operation or to keep the previous consensus estimate,it effectively reduces the amount of computation and calculation time.Moreover,the traditional assumption of stepsize adopted in the existing methods is removed,and the stepsizes in our algorithm are randomized diminishing.Besides,we prove that all agents converge to Nash equilibrium with probability 1 by our algorithm.Finally,a simulation example verifies the validity of our algorithm.
文摘In this paper, we consider multiobjective two-person zero-sum games with vector payoffs and vector fuzzy payoffs. We translate such games into the corresponding multiobjective programming problems and introduce the pessimistic Pareto optimal solution concept by assuming that a player supposes the opponent adopts the most disadvantage strategy for the self. It is shown that any pessimistic Pareto optimal solution can be obtained on the basis of linear programming techniques even if the membership functions for the objective functions are nonlinear. Moreover, we propose interactive algorithms based on the bisection method to obtain a pessimistic compromise solution from among the set of all pessimistic Pareto optimal solutions. In order to show the efficiency of the proposed method, we illustrate interactive processes of an application to a vegetable shipment problem.
文摘Nowadays,China is the largest developing country in the world,and the US is the largest developed country in the world.Sino-US economic and trade relations are of great significance to the two nations and may have aprominent impact on the stability and development of the global economy.
文摘There are a few studies that focus on solution methods for finding a Nash equilibrium of zero-sum games. We discuss the use of Karmarkar’s interior point method to solve the Nash equilibrium problems of a zero-sum game, and prove that it is theoretically a polynomial time algorithm. We implement the Karmarkar method, and a preliminary computational result shows that it performs well for zero-sum games. We also mention an affine scaling method that would help us compute Nash equilibria of general zero-sum games effectively.
基金Supported by National High Technology Research and Development Program of China （863 Program） （2006AA04Z183）, National Natural Science Foundation of China （60621001, 60534010, 60572070, 60774048, 60728307）, Program for Changjiang Scholars and Innovative Research Groups of China （60728307, 4031002）
基金supported by the National Natural Science Foundation of China under Grant Nos.62122043,62192753,62433020,T2293770Natural Science Foundation of Shandong Province for Distinguished Young Scholars under Grant No.ZR2022JQ31.
文摘This paper considers the value iteration algorithms of stochastic zero-sum linear quadratic games with unkown dynamics.On-policy and off-policy learning algorithms are developed to solve the stochastic zero-sum games,where the system dynamics is not required.By analyzing the value function iterations,the convergence of the model-based algorithm is shown.The equivalence of several types of value iteration algorithms is established.The effectiveness of model-free algorithms is demonstrated by a numerical example.
文摘In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and the payoff function may have neither upper nor lower bounds. We give a new set of conditions for the existence of a value and a pair of optimal stationary strategies. Our conditions are slightly weaker than those in the previous literature, and some new sufficient conditions for the existence of a pair of optimal stationary strategies are imposed on the primitive data of the model. Our results are illustrated with a queueing system, for which our conditions are satisfied but some of the conditions in some previous literatures fail to hold.
基金supported in part by the National Key R&D Program of China(No.2021YFE0206100)the National Natural Science Foundation of China(Nos.62073321 and 62273036)+2 种基金the National Defense Basic Scientific Research Program(No.JCKY2019203C029)the Science and Technology Development Fund,Macao SAR(Nos.FDCT-22-009-MISE and 0060/2021/A20015/2020/AMJ)the State Key Lab of Rail Traffic Control&Safety(No.RCS2021K005).
文摘In this paper,based on ACP(ACP:artificial societies,computational experiments,and parallel execution)approach,a parallel control method is proposed for zero-sum games of unknown time-varying systems.The process of constructing a sequence of artificial systems,implementing the computational experiments,and conducting the parallel execution is presented.The artificial systems are constructed to model the real system.Computational experiments adopting adaptive dynamic programming(ADP)are shown to derive control laws for a sequence of artificial systems.The purpose of the parallel execution step is to derive the control laws for the real system.Finally,simulation experiments are provided to show the effectiveness of the proposed method.
文摘In this paper,a zero-sum game Nash equilibrium computation problem with event-triggered communication is investigated under an undirected weight-balanced multi-agent network.A novel distributed event-triggered projection subgradient algorithm is developed to reduce the communication burden within the subnetworks.In the proposed algorithm,when the difference between the current state of the agent and the state of the last trigger time exceeds a given threshold,the agent will be triggered to communicate with its neighbours.Moreover,we prove that all agents converge to Nash equilibrium by the proposed algorithm.Finally,two simulation examples verify that our algorithm not only reduces the communication burden but also ensures that the convergence speed and accuracy are close to that of the time-triggered method under the appropriate threshold.
文摘This paper studies the policy iteration algorithm(PIA)for zero-sum stochastic differential games with the basic long-run average criterion,as well as with its more selective version,the so-called bias criterion.The system is assumed to be a nondegenerate diffusion.We use Lyapunov-like stability conditions that ensure the existence and boundedness of the solution to certain Poisson equation.We also ensure the convergence of a sequence of such solutions,of the corresponding sequence of policies,and,ultimately,of the PIA.
文摘We consider a finite horizon,zero-sum linear quadratic differential game.The feature of this game is that a weight matrix of the minimiser’s control cost in the cost functional is singular.Due to this singularity,the game can be solved neither by applying the Isaacs MinMax principle nor using the Bellman–Isaacs equation approach,i.e.this game is singular.Aprevious paper of one of the authors analysed such a game in the case where the cost functional does not contain the minimiser’s control cost at all,i.e.the weight matrix of this cost equals zero.In this case,all coordinates of the minimiser’s control are singular.In the present paper,we study the general case where the weight matrix of the minimiser’s control cost,being singular,is not,in general,zero.This means that only a part of the coordinates of the minimiser’s control is singular,while others are regular.The considered game is treated by a regularisation,i.e.by its approximate conversion to an auxiliary regular game.The latter has the same equation of dynamics and a similar cost functional augmented by an integral of the squares of the singular control coordinates with a small positive weight.Thus,the auxiliary game is a partial cheap control differential game.Based on a singular perturbation’s asymptotic analysis of this auxiliary game,the existence of the value of the original(singular)game is established,and its expression is obtained.The maximiser’s optimal state feedback strategy and the minimising control sequence in the original game are designed.It is shown that the coordinates of the minimising control sequence,corresponding to the regular coordinates of the minimiser’s control,are point-wise convergent in the class of regular functions.The optimal trajectory sequence and the optimal trajectory in the considered singular game also are obtained.An illustrative example is presented.
基金supported in part by the National Natural Science Foundation of China under Grant 62222301,Grant 61890930-5,and Grant 62021003the National Science and Technology Major Project under Grant 2021ZD0112302 and Grant 2021ZD0112301the Beijing Natural Science Foundation under Grant JQ19013.
文摘In this paper,an accelerated value iteration(VI)algorithm is established to solve the zero-sum game problem with convergence guarantee.First,inspired by the successive over relaxation theory,the convergence rate of the iterative value function sequence is accelerated significantly with the relaxation factor.Second,the convergence and monotonicity of the value function sequence are analyzed under different ranges of the relaxation factor.Third,two practical approaches,namely the integrated scheme and the relaxation function,are introduced into the accelerated VI algorithm to guarantee the convergence of the iterative value function sequence for zero-sum games.The integrated scheme consists of the accelerated stage and the convergence stage,and the relaxation function can adjust the value of the relaxation factor.Finally,including the autopilot controller,the fantastic performance of the accelerated VI algorithm is verified through two examples with practical physical backgrounds.
基金supported by the National Natural Science Foundation of China(Nos.61973070 and 62373089)the Nature Science Foundation of Liaoning Province,China(No.2022JH25/10100008)the SAPI Fundamental Research Funds,China(No.2018ZCX22).
文摘A neurodynamic method(NdM)for convex optimization is proposed in this paper with an equality constraint.The method utilizes a neurodynamic system(NdS)that converges to the optimal solution of a convex optimization problem in a fixed time.Due to its mathematical simplicity,it can also be combined with reinforcement learning(RL)to solve a class of nonconvex optimization problems.To maintain the mathematical simplicity of NdS,zero-sum initial constraints are introduced to reduce the number of auxiliary multipliers.First,the initial sum of the state variables must satisfy the equality constraint.Second,the sum of their derivatives is designed to remain zero.In order to apply the proposed convex optimization algorithm to nonconvex optimization with mixed constraints,the virtual actions in RL are redefined to avoid the use of NdS inequality constrained multipliers.The proposed NdM plays an effective search tool in constrained nonconvex optimization algorithms.Numerical examples demonstrate the effectiveness of the proposed algorithm.
基金supported by the National Natural Science Foundation of China (60573032,60773092 and 61073149)Research Fund for the Doctoral Program of Higher Education of China (20090073110027)
文摘Keccak is one of the five hash functions selected for the final round of the SHA-3 competition,and its inner primitive is a permutation called Keccak-f.In this paper,we observe that for the inverse of the only nonlinear transformation in Keccak-f,the algebraic degree of any output coordinate and the one of the product of any two output coordinates are both 3,which is 2 less than its size of 5.Combining this observation with a proposition on the upper bound of the degree of iterated permutations,we improve the zero-sum distinguisher for the Keccak-f permutation with full 24 rounds by lowering the size of the zero-sum partition from 21590 to 21575.
