非光滑聚合博弈纳什均衡的分布式连续时间算法  

Distributed continuous-time algorithm for Nash equilibrium seeking of nonsmooth aggregative games

作　　者：梁银山 梁舒 洪奕光[3] LIANG Yin-shan;LIANG Shu;HONG Yi-guang(Institute of Information Spreading Engineering,Changchun University of Technology,Changchun Jilin 130012,China;Key Laboratory of Knowledge Automation for Industrial Processes of Ministry of Education,School of Automation and Electrical Engineering,University of Science and Technology Beijing,Beijing 100083,China;Institute of Systems Science,Academy of Mathematics and Systems Science,Chinese Academy of Science,Beijing 100190,Chin)

机构地区：[1]长春工业大学信息传播工程学院,吉林长春130012 [2]北京科技大学自动化学院工业过程知识自动化教育部重点实验室,北京100083 [3]中国科学院数学与系统科学研究院系统科学研究所,北京100190

出　　处：《控制理论与应用》2018年第5期593-600,共8页Control Theory & Applications

基　　金：国家自然科学基金项目(61333001;61573344);北京市重点学科共建项目(XK100080537);北京科技大学中央高校基本科研业务费专项资金资助项目(FRF--TP--17--088A1)资助~~

摘　　要：本文研究多智能体聚合博弈的分布式算法设计.其中,个体的成本函数具有非光滑性.提出一个连续时间分布式算法,使得每个个体仅利用本地数据及局部的信息交互就能达到纳什均衡.利用李雅普诺夫方法,证明了算法的收敛性.在此基础上,进一步研究了带有耦合不等式约束博弈的广义纳什均衡求解.仿真结果验证了方法的有效性.This paper studies distributed algorithm design for multi-agent aggregative games, where the cost functions of agents are nonsmooth. A distributed continuous-time algorithm is proposed whereby each agent can reach the Nash equilibrium by using local data and local information exchange. The convergence of the algorithm is proved by virtue of Lyapunov method. Furthermore, the generalized Nash equilibrium seeking problem for games with coupled inequality constraints is investigated. Simulations illustrate the effectiveness of our method.

关 键 词：博弈论 纳什均衡 分布式算法 连续时间算法 非光滑 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]