Zimmermann, Jan ; Tatarenko, Tatiana ; Willert, Volker ; Adamy, Jürgen (2021)
Solving Leaderless Multi-Cluster Games over Directed Graphs.
In: European Journal of Control, 62
doi: 10.1016/j.ejcon.2021.06.007
Artikel, Bibliographie
Dies ist die neueste Version dieses Eintrags.
Kurzbeschreibung (Abstract)
We are concerned with finding Nash Equilibria in agent-based multi-cluster games, where agents are separated into distinct clusters. While the agents inside each cluster collaborate to achieve a common goal, the clusters themselves are considered to be virtual players that compete against each other in a non-cooperative game with respect to a coupled cost function. In such scenarios, the intra-cluster problem and the game between the clusters need to be solved simultaneously. Therefore, the resulting inter-cluster Nash Equilibrium should also be a minimizer of the social welfare problem inside the clusters. In this work, this setup is cast as a distributed optimization problem with sparse state information. Hence, critical information, such as the agent’s cost functions, remains private. We present a distributed algorithm that converges with a linear rate to the optimal solution. Furthermore, we apply our algorithm to an extended Cournot game to verify our theoretical results.
Typ des Eintrags: | Artikel |
---|---|
Erschienen: | 2021 |
Autor(en): | Zimmermann, Jan ; Tatarenko, Tatiana ; Willert, Volker ; Adamy, Jürgen |
Art des Eintrags: | Bibliographie |
Titel: | Solving Leaderless Multi-Cluster Games over Directed Graphs |
Sprache: | Englisch |
Publikationsjahr: | November 2021 |
Verlag: | Elsevier |
Titel der Zeitschrift, Zeitung oder Schriftenreihe: | European Journal of Control |
Jahrgang/Volume einer Zeitschrift: | 62 |
DOI: | 10.1016/j.ejcon.2021.06.007 |
URL / URN: | https://www.sciencedirect.com/science/article/abs/pii/S09473... |
Zugehörige Links: | |
Kurzbeschreibung (Abstract): | We are concerned with finding Nash Equilibria in agent-based multi-cluster games, where agents are separated into distinct clusters. While the agents inside each cluster collaborate to achieve a common goal, the clusters themselves are considered to be virtual players that compete against each other in a non-cooperative game with respect to a coupled cost function. In such scenarios, the intra-cluster problem and the game between the clusters need to be solved simultaneously. Therefore, the resulting inter-cluster Nash Equilibrium should also be a minimizer of the social welfare problem inside the clusters. In this work, this setup is cast as a distributed optimization problem with sparse state information. Hence, critical information, such as the agent’s cost functions, remains private. We present a distributed algorithm that converges with a linear rate to the optimal solution. Furthermore, we apply our algorithm to an extended Cournot game to verify our theoretical results. |
Zusätzliche Informationen: | Erstveröffentlichung |
Fachbereich(e)/-gebiet(e): | 18 Fachbereich Elektrotechnik und Informationstechnik 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Automatisierungstechnik und Mechatronik 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Automatisierungstechnik und Mechatronik > Regelungsmethoden und Robotik (ab 01.08.2022 umbenannt in Regelungsmethoden und Intelligente Systeme) |
Hinterlegungsdatum: | 12 Jul 2021 08:11 |
Letzte Änderung: | 22 Jul 2024 12:51 |
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Verfügbare Versionen dieses Eintrags
-
Gradient-Tracking over Directed Graphs for solving Leaderless Multi-Cluster Games. (deposited 08 Mär 2022 12:21)
- Gradient-Tracking over Directed Graphs for solving Leaderless Multi-Cluster Games. (deposited 06 Dez 2023 09:31)
- Solving Leaderless Multi-Cluster Games over Directed Graphs. (deposited 12 Jul 2021 08:11) [Gegenwärtig angezeigt]
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