基于神经网络方法的混合阶博弈分布式鲁棒纳什均衡求解

Distributed Robust Nash Equilibrium Seeking for Mixed-Order Games by a Neural-Network-Based Approach

IEEE Transactions on Systems, Man, and Cybernetics: Systems · 2023
被引 29
ABS 3

中文导读

针对决策者动力学异质(一阶和二阶)且受未知动力学和外部干扰的博弈问题,提出一种基于自适应神经网络的分布式纳什均衡求解算法,并证明其收敛性。

Abstract

In practical applications, decision makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first- and second-order) integrators influenced by unknown dynamics and external disturbances in this article. To solve this problem, we employ an adaptive neural network to manage unknown dynamics and disturbances, based on which a distributed Nash equilibrium seeking algorithm is developed by further adapting concepts from gradient-based optimization and multiagent consensus. By constructing appropriate Lyapunov functions, we analytically prove the convergence of the reported method. Theoretical investigations suggest that players’ actions would be steered to an arbitrarily small neighborhood of the Nash equilibrium, which is also testified by simulations.

博弈论分布式优化神经网络多智能体系统