تقرير
Distributed Generalized Nash Equilibria Seeking Algorithms Involving Synchronous and Asynchronous Schemes
| العنوان: | Distributed Generalized Nash Equilibria Seeking Algorithms Involving Synchronous and Asynchronous Schemes |
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| المؤلفون: | Li, Huaqing, Ran, Liang, Zheng, Lifeng, Li, Zhe, Hu, Jinhui, Li, Jun, Huang, Tingwen |
| سنة النشر: | 2024 |
| المجموعة: | Computer Science |
| مصطلحات موضوعية: | Computer Science - Computer Science and Game Theory, Computer Science - Multiagent Systems |
| الوصف: | This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce a new local edge-based equilibrium condition and develop a distributed primal-dual proximal algorithm with full information. Considering challenges when communication delays occur, we devise an asynchronous distributed algorithm to seek a generalized Nash equilibrium. This asynchronous scheme arbitrarily activates one player to start new computations independently at different iteration instants, which means that the picked player can use the involved out-dated information from itself and its neighbors to perform new updates. A distinctive attribute is that the proposed algorithms enable the derivation of new distributed forward-backward-like extensions. In theoretical aspect, we provide explicit conditions on algorithm parameters, for instance, the step-sizes to establish a sublinear convergence rate for the proposed synchronous algorithm. Moreover, the asynchronous algorithm guarantees almost sure convergence in expectation under the same step-size conditions and some standard assumptions. An interesting observation is that our analysis approach improves the convergence rate of prior synchronous distributed forward-backward-based algorithms. Finally, the viability and performance of the proposed algorithms are demonstrated by numerical studies on the networked Cournot competition. Comment: 13 pages, 2 figures |
| نوع الوثيقة: | Working Paper |
| الوصول الحر: | http://arxiv.org/abs/2402.03669Test |
| رقم الانضمام: | edsarx.2402.03669 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |