Distributed algorithms with linear convergence for aggregative games over time-varying networks

被引:0
|
作者
Zhu, Rui
Wang, Fuyong [1 ]
Liu, Zhongxin
Chen, Zengqiang
机构
[1] Nankai Univ, Coll Artificial Intelligence, Tianjin 300350, Peoples R China
基金
中国国家自然科学基金;
关键词
Aggregative games; Time-varying networks; Nash equilibrium seeking; Linear convergence; NASH EQUILIBRIUM SEEKING; OPTIMIZATION;
D O I
10.1016/j.eswa.2025.126768
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Aggregate games, a special class of non-cooperative games, play an important role in practical applications. In such games, the cost function of each player is influenced not only by their own strategy but also by the aggregate resulting from the strategies of all players, instead of all rival players' direct strategies. This paper proposes the distributed Nash equilibrium (NE) seeking algorithms with linear convergence rates for aggregative games over time-varying (TV) directed and undirected networks. These algorithms employing increasing the amount of information tackle the impact on the convergence rate caused by decreasing connectivity in TV networks, enabling more practical problems to be solved efficiently. Facing TV directed networks, the push-sum concept is introduced to overcome the impact of one-way interaction, while TV undirected networks, as a special case of them, have the property of two-way interaction, so this algorithm design highlights the core of improving convergence rate. Moreover, one limiting condition about the cost function can be derived, under which two algorithms will converge at a linear rate with the proper step-size. Finally, an energy management system is considered to verify the proposed algorithms.
引用
收藏
页数:11
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