723 research outputs found
On the linear convergence of distributed Nash equilibrium seeking for multi-cluster games under partial-decision information
This paper considers the distributed strategy design for Nash equilibrium
(NE) seeking in multi-cluster games under a partial-decision information
scenario. In the considered game, there are multiple clusters and each cluster
consists of a group of agents. A cluster is viewed as a virtual noncooperative
player that aims to minimize its local payoff function and the agents in a
cluster are the actual players that cooperate within the cluster to optimize
the payoff function of the cluster through communication via a connected graph.
In our setting, agents have only partial-decision information, that is, they
only know local information and cannot have full access to opponents'
decisions. To solve the NE seeking problem of this formulated game, a
discrete-time distributed algorithm, called distributed gradient tracking
algorithm (DGT), is devised based on the inter- and intra-communication of
clusters. In the designed algorithm, each agent is equipped with strategy
variables including its own strategy and estimates of other clusters'
strategies. With the help of a weighted Fronbenius norm and a weighted
Euclidean norm, theoretical analysis is presented to rigorously show the linear
convergence of the algorithm. Finally, a numerical example is given to
illustrate the proposed algorithm
A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games
We address the generalized aggregative equilibrium seeking problem for
noncooperative agents playing average aggregative games with affine coupling
constraints. First, we use operator theory to characterize the generalized
aggregative equilibria of the game as the zeros of a monotone set-valued
operator. Then, we massage the Douglas-Rachford splitting to solve the monotone
inclusion problem and derive a single layer, semi-decentralized algorithm whose
global convergence is guaranteed under mild assumptions. The potential of the
proposed Douglas-Rachford algorithm is shown on a simplified resource
allocation game, where we observe faster convergence with respect to
forward-backward algorithms.Comment: arXiv admin note: text overlap with arXiv:1803.1044
Finding a Nash equilibrium in noncooperative N-person games by solving a sequence of linear stationary point problems
Game Theory;Nash Equilibrium
Probably Approximately Correct Nash Equilibrium Learning
We consider a multi-agent noncooperative game with agents' objective
functions being affected by uncertainty. Following a data driven paradigm, we
represent uncertainty by means of scenarios and seek a robust Nash equilibrium
solution. We treat the Nash equilibrium computation problem within the realm of
probably approximately correct (PAC) learning. Building upon recent
developments in scenario-based optimization, we accompany the computed Nash
equilibrium with a priori and a posteriori probabilistic robustness
certificates, providing confidence that the computed equilibrium remains
unaffected (in probabilistic terms) when a new uncertainty realization is
encountered. For a wide class of games, we also show that the computation of
the so called compression set - a key concept in scenario-based optimization -
can be directly obtained as a byproduct of the proposed solution methodology.
Finally, we illustrate how to overcome differentiability issues, arising due to
the introduction of scenarios, and compute a Nash equilibrium solution in a
decentralized manner. We demonstrate the efficacy of the proposed approach on
an electric vehicle charging control problem.Comment: Preprint submitted to IEEE Transactions on Automatic Contro
Optimal Linear Precoding Strategies for Wideband Non-Cooperative Systems based on Game Theory-Part I: Nash Equilibria
In this two-parts paper we propose a decentralized strategy, based on a
game-theoretic formulation, to find out the optimal precoding/multiplexing
matrices for a multipoint-to-multipoint communication system composed of a set
of wideband links sharing the same physical resources, i.e., time and
bandwidth. We assume, as optimality criterion, the achievement of a Nash
equilibrium and consider two alternative optimization problems: 1) the
competitive maximization of mutual information on each link, given constraints
on the transmit power and on the spectral mask imposed by the radio spectrum
regulatory bodies; and 2) the competitive maximization of the transmission
rate, using finite order constellations, under the same constraints as above,
plus a constraint on the average error probability. In Part I of the paper, we
start by showing that the solution set of both noncooperative games is always
nonempty and contains only pure strategies. Then, we prove that the optimal
precoding/multiplexing scheme for both games leads to a channel diagonalizing
structure, so that both matrix-valued problems can be recast in a simpler
unified vector power control game, with no performance penalty. Thus, we study
this simpler game and derive sufficient conditions ensuring the uniqueness of
the Nash equilibrium. Interestingly, although derived under stronger
constraints, incorporating for example spectral mask constraints, our
uniqueness conditions have broader validity than previously known conditions.
Finally, we assess the goodness of the proposed decentralized strategy by
comparing its performance with the performance of a Pareto-optimal centralized
scheme. To reach the Nash equilibria of the game, in Part II, we propose
alternative distributed algorithms, along with their convergence conditions.Comment: Paper submitted to IEEE Transactions on Signal Processing, September
22, 2005. Revised March 14, 2007. Accepted June 5, 2007. To be published on
IEEE Transactions on Signal Processing, 2007. To appear on IEEE Transactions
on Signal Processing, 200
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