Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications

doi:10.1109/TAC.2015.2504962

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	Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications
	Lou, Youcheng1,2 ; Hong, Yiguang2 ; Xie, Lihua 3; Shi, Guodong 4; Johansson, Karl Henrik 5
	2016-10-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	61 期号:10 页码:2920-2935
摘要	In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a subgradient-based distributed algorithm with heterogeneous stepsizes to compute a Nash equilibrium of a zero-sum game. We then prove that the proposed algorithm can achieve a Nash equilibrium under uniformly jointly strongly connected (UJSC) weight-balanced digraphs with homogenous stepsizes. Moreover, we demonstrate that for weighted-unbalanced graphs a Nash equilibrium may not be achieved with homogenous stepsizes unless certain conditions on the objective function hold. We show that there always exist heterogeneous stepsizes for the proposed algorithm to guarantee that a Nash equilibrium can be achieved for UJSC digraphs. Finally, in two standard weight-unbalanced cases, we verify the convergence to a Nash equilibrium by adaptively updating the stepsizes along with the arc weights in the proposed algorithm.
关键词	Heterogeneous stepsizes joint connection multi-agent systems Nash equilibrium weight-unbalanced graphs
DOI	10.1109/TAC.2015.2504962
语种	英语
资助项目	NNSF of China[71401163] ; NNSF of China[61333001] ; Hong Kong Scholars Program[XJ2015049] ; Beijing Natural Science Foundation[4152057] ; National Research Foundation of Singapore[NRF-CRP8-2011-03] ; Knut and Alice Wallenberg Foundation ; Swedish Research Council
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000385406100013
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/23730
专题	系统科学研究所
通讯作者	Lou, Youcheng
作者单位	1.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore 4.Australian Natl Univ, Coll Engn & Comp Sci, Canberra, ACT 0200, Australia 5.Royal Inst Technol, Sch Elect Engn, ACCESS Linnaeus Ctr, S-10044 Stockholm, Sweden
推荐引用方式 GB/T 7714	Lou, Youcheng,Hong, Yiguang,Xie, Lihua,et al. Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2016,61(10):2920-2935.
APA	Lou, Youcheng,Hong, Yiguang,Xie, Lihua,Shi, Guodong,&Johansson, Karl Henrik.(2016).Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,61(10),2920-2935.
MLA	Lou, Youcheng,et al."Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 61.10(2016):2920-2935.