自適應分布式聚合博弈廣義納什均衡算法
doi: 10.16383/j.aas.c230584
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安徽大學(xué)自主無(wú)人系統技術(shù)教育部工程研究中心 合肥 230601
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安徽大學(xué)安徽省無(wú)人系統與智能技術(shù)工程研究中心 合肥 230601
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安徽大學(xué)人工智能學(xué)院 合肥 230601
Distributed Adaptive Generalized Nash Equilibrium Algorithm for Aggregative Games
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Engineering Research Center of Autonomous Unmanned System Technology, Ministry of Education, Anhui University, Hefei 230601
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Anhui Provincial Engineering Research Center for Unmanned System and Intelligent Technology, Anhui University, Hefei 230601
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School of Artificial Intelligence, Anhui University, Hefei 230601
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摘要: 隨著(zhù)信息物理系統技術(shù)的發(fā)展, 面向多智能體系統的分布式協(xié)同優(yōu)化問(wèn)題得到廣泛研究. 主要研究面向多智能體系統的受約束分布式聚合博弈問(wèn)題, 其中局部智能體成本函數受到全局聚合項約束和全局等式耦合約束. 首先, 面向一階積分型多智能體系統設計一種基于估計梯度下降的納什均衡求解算法. 其中, 利用多智能體系統平均一致性方法設計一種自適應估計策略, 以實(shí)現全局聚合項約束分布式估計, 并據此計算出梯度函數估計值. 其次, 利用狀態(tài)反饋策略和輸出反饋策略將上述算法推廣至狀態(tài)信息可測和狀態(tài)信息不可測一般線(xiàn)性異構多智能體系統. 最后, 利用拉薩爾不變性原理證實(shí)上述算法收斂性, 并提供多組案例仿真用以驗證算法有效性.
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關(guān)鍵詞:
- 聚合博弈 /
- 自適應 /
- 比例積分 /
- 梯度跟蹤 /
- 一般線(xiàn)性多智能體系統
Abstract: With the development of cyber-physical system technology, the distributed cooperative optimization problem for multi-agent systems has been widely studied. This study focuses on the distributed constrained aggregative game for multi-agent systems, where the local cost function is subject to the global aggregative and global equality constraints. Firstly, a Nash equilibrium seeking algorithm based on estimation gradient descent is designed for the first-order integrator-based multi-agent systems. To this end, an adaptive estimation scheme is designed using the average consensus method of multi-agent systems to realize the distributed estimation of global aggregative function. Based on this, the estimation gradient function is calculated. Secondly, the above algorithm is extended to the state-accessible and state-inaccessible general heterogeneous linear multi-agent systems using the state and output feedback control scheme, respectively. Finally, the convergence proof is provided using the LaSalle's invariance principle and several simulation examples are provided for illustrating the effectiveness of our proposed algorithms. -
圖 2 本文算法的自適應權重$ \alpha_{ij}$軌跡
Fig. 2 The trajectories of the adaptive weight $ \alpha_{ij}$ in our algorithm
圖 4 不同控制參數值下本文算法的輸出收斂誤差軌跡
Fig. 4 The output convergence error trajectories of our algorithm under different control parameters
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