基于共识的多群体博弈动力学用于分布式纳什均衡寻求与优化

Consensus-Based Multipopulation Game Dynamics for Distributed Nash Equilibria Seeking and Optimization

IEEE Transactions on Systems, Man, and Cybernetics: Systems · 2022
被引 12
ABS 3

中文导读

提出一种基于共识的多群体博弈动力学方法,可在任意无向连通图下分布式求解纳什均衡,适用于目标函数强耦合的分布式优化和交通路由问题。

Abstract

In this article, a consensus-based multipopulation game dynamics approach is proposed for distributed Nash equilibria seeking and optimization. The approach is fundamentally different from existing population dynamics from that: 1) the underlying communication network underlying the population game dynamics could be arbitrary undirected connected graph and more importantly 2) the proposed approach works in a distributed manner even when the objective functions of players are strongly coupled with each other. The proposed approach greatly extends the applicability of population game dynamics in distributed optimization and learning problems. A distributed constrained optimization problem and a traffic routing problem are utilized to illustrate the feasibility of the proposed multipopulation game dynamics approach.

博弈论分布式优化纳什均衡群体动力学网络通信