摘要
本文研究多智能体聚合博弈的分布式算法设计.其中,个体的成本函数具有非光滑性.提出一个连续时间分布式算法,使得每个个体仅利用本地数据及局部的信息交互就能达到纳什均衡.利用李雅普诺夫方法,证明了算法的收敛性.在此基础上,进一步研究了带有耦合不等式约束博弈的广义纳什均衡求解.仿真结果验证了方法的有效性.
This paper studies distributed algorithm design for multi-agent aggregative games, where the cost functions of agents are nonsmooth. A distributed continuous-time algorithm is proposed whereby each agent can reach the Nash equilibrium by using local data and local information exchange. The convergence of the algorithm is proved by virtue of Lyapunov method. Furthermore, the generalized Nash equilibrium seeking problem for games with coupled inequality constraints is investigated. Simulations illustrate the effectiveness of our method.
作者
梁银山
梁舒
洪奕光
LIANG Yin-shan;LIANG Shu;HONG Yi-guang(Institute of Information Spreading Engineering,Changchun University of Technology,Changchun Jilin 130012,China;Key Laboratory of Knowledge Automation for Industrial Processes of Ministry of Education,School of Automation and Electrical Engineering,University of Science and Technology Beijing,Beijing 100083,China;Institute of Systems Science,Academy of Mathematics and Systems Science,Chinese Academy of Science,Beijing 100190,Chin)
出处
《控制理论与应用》
EI
CAS
CSCD
北大核心
2018年第5期593-600,共8页
Control Theory & Applications
基金
国家自然科学基金项目(61333001
61573344)
北京市重点学科共建项目(XK100080537)
北京科技大学中央高校基本科研业务费专项资金资助项目(FRF--TP--17--088A1)资助~~
关键词
博弈论
纳什均衡
分布式算法
连续时间算法
非光滑
galne theory
Nash equilibrium
distributed algorithm
continuous-time algorithm
nonsmoothness
