Exponentially convergent distributed Nash equilibrium seeking for constrained aggregative games

Autor:	Shu Liang, Peng Yi, Yiguang Hong, Kaixiang Peng
Jazyk:	angličtina
Rok vydání:	2022
Předmět:	Distributed algorithms Aggregative games Projected gradient play Weight-balanced graph Exponential convergence Electronic computers. Computer science QA75.5-76.95 Computer engineering. Computer hardware TK7885-7895
Zdroj:	Autonomous Intelligent Systems, Vol 2, Iss 1, Pp 1-8 (2022)
Druh dokumentu:	article
ISSN:	2730-616X
DOI:	10.1007/s43684-022-00024-4
Popis:	Abstract Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and aggregation tracking dynamics, and is applicable to games with constrained strategy sets and weight-balanced communication graphs. The key feature of our method is that the proposed projected dynamics achieves exponential convergence, whereas such convergence results are only obtained for non-projected dynamics in existing works on distributed optimization and equilibrium seeking. Numerical examples illustrate the effectiveness of our methods.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/bc99529422e644a885267648c75e0cc1 Zobrazit plný text záznamu Full text from SpringerLink View record in DOAJ