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Algorithm Design and Approximation Analysis on Distributed Robust Game

查看参考文献36篇

Xu Gehui 1,2   Chen Guanpu 1,2   Qi Hongsheng 1,2 *  
文摘 This paper designs a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, the authors aim to find a generalized Nash equilibrium in the worst case. However, it is challenging to obtain the exact equilibria directly because the parameters are from general convex sets, which may not have analytic expressions or are endowed with high-dimensional nonlinearities. To solve this problem, the authors first approximate parameter sets with inscribed polyhedrons, and transform the approximate problem in the worst case into an extended certain game with resource allocation constraints by robust optimization. Then the authors propose a distributed algorithm for this certain game and prove that an equilibrium obtained from the algorithm induces an ε-generalized Nash equilibrium of the original game, followed by convergence analysis. Moreover, resorting to the metric spaces and the analysis on nonlinear perturbed systems, the authors estimate the approximation accuracy related to ε and point out the factors influencing the accuracy of ε.
来源 Journal of Systems Science and Complexity ,2023,36(2):480-499 【核心库】
DOI 10.1007/s11424-023-1436-1
关键词 Approximation ; distributed algorithm ; ε-Nash equilibrium ; robust game
地址

1. Academy of Mathematics and Systems Science,Chinese Academy of Sciences, Key Laboratory of Systems and Control,Chinese Academy of Sciences, Beijing, 100190  

2. School of Mathematical Sciences,University of Chinese Academy of Sciences, Beijing, 100049

语种 英文
文献类型 研究性论文
ISSN 1009-6124
学科 数学
基金 supported partly by the National Key R&D Program of China ;  the Strategic Priority Research Program of Chinese Academy of Sciences ;  国家自然科学基金
文献收藏号 CSCD:7551085

参考文献 共 36 共2页

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