Continuous-Time Distributed Generalized Nash Equilibrium Seeking in Nonsmooth Fuzzy Aggregative Games

被引:0
作者
Liu, Jingxin [1 ]
Liao, Xiaofeng [2 ]
Dong, Jin-Song [3 ]
Mansoori, Amin [4 ,5 ]
机构
[1] Chongqing Univ Sci & Technol, Sch Math Phys & Data Sci, Chongqing 401331, Peoples R China
[2] Chongqing Univ, Coll Comp Sci, Key Lab Dependable Serv Comp Cyber Phys Soc, Minist Educ, Chongqing 400044, Peoples R China
[3] Natl Univ Singapore, Sch Comp, Singapore 117417, Singapore
[4] Ferdowsi Univ Mashhad, Dept Appl Math, Mashhad 9177948974, Iran
[5] Mashhad Univ Med Sci, Int UNESCO Ctr Hlth Related Basic Sci & Human Nutr, Mashhad 9177948974, Iran
来源
IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS | 2024年 / 11卷 / 03期
基金
中国国家自然科学基金; 国家重点研发计划;
关键词
Games; Nash equilibrium; Heuristic algorithms; Distributed algorithms; Cost function; Aggregates; Couplings; Continuous-time distributed algorithm; fuzzy aggregative games; generalized Nash equilibrium (GNE); nonsmooth analysis; TUCKER OPTIMALITY CONDITIONS; OPTIMIZATION PROBLEM;
D O I
10.1109/TCNS.2023.3336829
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This article explores the variational generalized Nash equilibrium seeking for a class of fuzzy aggregative games, where each player's cost function is fuzzy and nonsmooth, and the strategy profile is constrained by a coupling nonlinear inequality, a affine coupling equality with alpha-cuts and heterogeneous local convex sets. Under the differential inclusion framework, a continuous-time distributed algorithm with a derivative feedback term is proposed. Benefiting from this algorithm, each player is assigned several auxiliary variables to share with its neighbors and estimate the aggregate function, so that the important information such as cost functions, constraints, and decisions are privatized. Based on fuzzy optimization and nonsmooth analysis, the asymptotic convergence of the algorithm to generalized Nash equilibrium is rigorously proved, and the convergence is not affected by the initial strategy profile of the players. Moreover, two application instances are used to demonstrate the theoretical results.
引用
收藏
页码:1262 / 1274
页数:13
相关论文
共 46 条
[1]  
[Anonymous], 2006, NONLINEAR OPTIMIZATI, DOI DOI 10.1515/9781400841059
[2]  
Aubin J.-P., 1984, Fundamental Principles of Mathematical Sciences, V264
[3]   Lagrangian duality and related multiplier methods for variational inequality problems [J].
Auslender, A ;
Teboulle, M .
SIAM JOURNAL ON OPTIMIZATION, 2000, 10 (04) :1097-1115
[4]  
Bede B., 2011, Mathematics of Fuzzy Sets and Fuzzy Logic
[5]   Distributed Generalized Nash Equilibrium Seeking in Aggregative Games on Time-Varying Networks [J].
Belgioioso, Giuseppe ;
Nedic, Angelia ;
Grammatico, Sergio .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 66 (05) :2061-2075
[6]   Semi-decentralized nash equilibrium seeking in aggregative games with separable coupling constraints and non-differentiable cost functions [J].
Belgioioso, Giuseppe ;
Grammatico, Sergio .
IEEE Control Systems Letters, 2017, 1 (02) :400-405
[7]   Fuzzy Nash Equilibriums in Crisp and Fuzzy Games [J].
Chakeri, Alireza ;
Sheikholeslam, Farid .
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2013, 21 (01) :171-176
[8]   Distributed Average Tracking of Multiple Time-Varying Reference Signals With Bounded Derivatives [J].
Chen, Fei ;
Cao, Yongcan ;
Ren, Wei .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2012, 57 (12) :3169-3174
[9]  
Clarke F.H., 1990, Optimization and Nonsmooth Analysis
[10]   Continuous-Time Integral Dynamics for a Class of Aggregative Games With Coupling Constraints [J].
De Persis, Claudio ;
Grammatico, Sergio .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 65 (05) :2171-2176