Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games

doi:10.1109/TCYB.2022.3175831

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	Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games
	Xu, Gehui 1,2; Chen, Guanpu 2,3; Qi, Hongsheng 1,2; Hong, Yiguang 4,5
	2022-05-30
发表期刊	IEEE TRANSACTIONS ON CYBERNETICS
ISSN	2168-2267
页码	13
摘要	In this article, we aim to design a distributed approximate algorithm for seeking Nash equilibria (NE) of an aggregative game. Due to the local set constraints of each player, projection-based algorithms have been widely employed for solving such problems actually. Since it may be quite hard to get the exact projection in practice, we utilize inscribed polyhedrons to approximate local set constraints, which yields a related approximate game model. We first prove that the NE of the approximate game is the epsilon -NE of the original game and then propose a distributed algorithm to seek the epsilon -NE, where the projection is then of a standard form in quadratic optimization with linear constraints. With the help of the existing developed methods for solving quadratic optimization, we show the convergence of the proposed algorithm and also discuss the computational cost issue related to the approximation. Furthermore, based on the exponential convergence of the algorithm, we estimate the approximation accuracy related to epsilon . In addition, we investigate the computational cost saved by approximation in numerical simulation.
关键词	Games Approximation algorithms Heuristic algorithms Optimization Standards Distributed algorithms Convergence -Nash equilibrium (NE) aggregative game approximation distributed algorithm
DOI	10.1109/TCYB.2022.3175831
收录类别	SCI
语种	英语
资助项目	National Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61733018] ; National Natural Science Foundation of China[61873262] ; National Natural Science Foundation of China[62173250] ; Shanghai Municipal Science and Technology Major Project[2021SHZDZX0100]
WOS研究方向	Automation & Control Systems ; Computer Science
WOS类目	Automation & Control Systems ; Computer Science, Artificial Intelligence ; Computer Science, Cybernetics
WOS记录号	WOS:000805806700001
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/61482
专题	中国科学院数学与系统科学研究院
通讯作者	Hong, Yiguang
作者单位	1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 101408, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 3.JD Explore Acad, Beijing 100176, Peoples R China 4.Tongji Univ, Shanghai Res Inst Intelligent Autonomous Syst, Dept Control Sci & Engn, Shanghai 200070, Peoples R China 5.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Xu, Gehui,Chen, Guanpu,Qi, Hongsheng,et al. Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games[J]. IEEE TRANSACTIONS ON CYBERNETICS,2022:13.
APA	Xu, Gehui,Chen, Guanpu,Qi, Hongsheng,&Hong, Yiguang.(2022).Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games.IEEE TRANSACTIONS ON CYBERNETICS,13.
MLA	Xu, Gehui,et al."Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games".IEEE TRANSACTIONS ON CYBERNETICS (2022):13.