论文标题

在单调聚合游戏中寻求半十分占地的广义NASH平衡

Semi-decentralized generalized Nash equilibrium seeking in monotone aggregative games

论文作者

Belgioioso, Giuseppe, Grammatico, Sergio

论文摘要

我们针对具有仿射耦合限制的总体游戏人群来解决广泛的纳什均衡寻求问题。我们专注于半居中的通信体系结构,那里有一个中央协调员能够收集和广播代理商的总体性质信号。 By exploiting the framework of monotone operator theory and operator splitting, we first critically review the most relevant available algorithms and then design two novel schemes: (i) a single-layer, fixed-step algorithm with convergence guarantee for general (non cocoercive, non-strictly) monotone aggregative games and (ii) a single-layer proximal-type algorithm for a class of具有线性耦合成本功能的单调聚合游戏。我们还通过(交替的)惯性和过度释放步骤设计了算法的新型加速变体。最后,我们通过数值模拟显示,所提出的算法在收敛速度方面优于文献中的算法。

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central coordinator able to gather and broadcast signals of aggregative nature to the agents. By exploiting the framework of monotone operator theory and operator splitting, we first critically review the most relevant available algorithms and then design two novel schemes: (i) a single-layer, fixed-step algorithm with convergence guarantee for general (non cocoercive, non-strictly) monotone aggregative games and (ii) a single-layer proximal-type algorithm for a class of monotone aggregative games with linearly coupled cost functions. We also design novel accelerated variants of the algorithms via (alternating) inertial and over-relaxation steps. Finally, we show via numerical simulations that the proposed algorithms outperform those in the literature in terms of convergence speed.

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