Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints

doi:10.1016/j.automatica.2020.109313

CSpace

	Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints
	Chen, Guanpu 1,2; Ming, Yang 1,2; Hong, Yiguang 1,3,4; Yi, Peng 3,4
	2021
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	123 页码:9
摘要	In this paper, we design a distributed algorithm to seek generalized Nash equilibria with uncertain coupled constraints. It is hard to find the exact equilibria directly, because the parameters in the coupled constraint come from general convex sets, which may not have analytic expressions. To solve the problem, we first approximate general convex sets by inscribed polyhedrons and transform the approximate problem into a variational inequality by robust optimization. Then, with help of convex set geometry and metric spaces, we prove that the solution to the variational inequality induces an epsilon-generalized Nash equilibrium of the original game in the worst case. Furthermore, we propose a distributed algorithm to seek an epsilon-generalized Nash equilibrium, and show the convergence analysis with Lyapunov functions and variational inequalities. Finally, we illustrate the effectiveness of the distributed algorithm by a numerical example. (c) 2020 Published by Elsevier Ltd.
关键词	Distributed algorithm Generalized Nash equilibrium Uncertainty Coupled constraint
DOI	10.1016/j.automatica.2020.109313
收录类别	SCI
语种	英语
资助项目	Shanghai Sailing Program[20YF1453000] ; Shanghai Sailing Program[20YF1452800] ; Fundamental Research Funds for the Central Universities[22120200048] ; Fundamental Research Funds for the Central Universities[22120200047] ; Key research and development projects of the Ministry of Science and Technology of China[2018YFB1305304] ; National Natural Science Foundation of China[61733018]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000598168100015
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/57874
专题	中国科学院数学与系统科学研究院
通讯作者	Yi, Peng
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 3.Tongji Univ, Dept Control Sci & Engn, Shanghai, Peoples R China 4.Tongji Univ, Shanghai Inst Intelligent Sci & Technol, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Chen, Guanpu,Ming, Yang,Hong, Yiguang,et al. Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints[J]. AUTOMATICA,2021,123:9.
APA	Chen, Guanpu,Ming, Yang,Hong, Yiguang,&Yi, Peng.(2021).Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints.AUTOMATICA,123,9.
MLA	Chen, Guanpu,et al."Distributed algorithm for epsilon-generalized Nash equilibria with uncertain coupled constraints".AUTOMATICA 123(2021):9.