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Distributed Generalized Nash Equilibrium Seeking: An Operator-Theoretic Perspective
IEEE Control Systems ( IF 5.7 ) Pub Date : 2022-07-19 , DOI: 10.1109/mcs.2022.3171480
Giuseppe Belgioioso 1 , Peng Yi 2 , Sergio Grammatico 3 , Lacra Pavel 4
Affiliation  

Generalized games model interactions between a set of selfish decision makers, called players or agents, where both the objective function and the feasible decision set of each player may depend on strategies of the competitors. Such games arise, for example, when agents compete for a share of some common but limited resources. For instance, consider a set of vehicles sharing the road, set of radio channels competing for bandwidth, or set of companies servicing an economic market. They can each be modeled as players/agents in a game, competing for a portion of available resources, that is, road capacity, total bandwidth, or market share. As resources are limited, player choices are bound together by a coupling-capacity constraint. Essentially, in a generalized game, or one with coupling constraints, the set of available choices an agent has depends on the choices of other agents. Thus, a player cannot simply optimize their own objective function without considering the decisions of the others, even though this objective might not depend on him or her. The relevant equilibrium (namely, the solution concept) for noncooperative decision making with coupling constraints is called a generalized Nash equilibrium (GNE).

中文翻译:

分布式广义纳什均衡寻求:算子理论视角

广义博弈对一组自私的决策者(称为玩家代理)之间的交互进行建模,其中目标函数每个参与者的可行决策集可能取决于竞争对手的策略。例如,当代理竞争一些共同但有限的资源时,就会出现这种博弈。例如,考虑一组共享道路的车辆、一组竞争带宽的无线电频道或一组服务于经济市场的公司。他们每个人都可以被建模为游戏中的玩家/代理,竞争一部分可用资源,即道路容量、总带宽或市场份额。由于资源有限,玩家的选择受到耦合容量约束的约束。本质上,在一个广义的博弈中,或者一个有耦合约束的博弈中,可用的集合一个代理人的选择取决于其他代理人的选择。因此,玩家不能简单地优化自己的目标函数而不考虑其他人的决定,即使这个目标可能不取决于他或她。具有耦合约束的非合作决策的相关均衡(即解概念)称为广义纳什均衡(GNE)。
更新日期:2022-07-22
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