论文标题
在部分决策信息下寻求快速概括的NASH平衡
Fast generalized Nash equilibrium seeking under partial-decision information
论文作者
论文摘要
我们在部分决策信息方案中解决了广义的NASH均衡寻求问题,每个代理只能与某些邻居交换信息,尽管其成本功能可能取决于所有代理的策略。现有的少数方法建立在投影的伪级动力学上,并且需要双层迭代或阶梯尺寸的保守条件。为了克服这两个缺陷并提高效率,我们根据近端最佳响应设计了第一个完全分布的单层算法。我们的方案是固定的,允许不精确的更新,这对于降低计算复杂性至关重要。根据游戏原始人的标准假设,我们通过将我们的算法作为接近点方法进行了融合(在没有耦合约束的情况下使用线性速率)的融合(具有线性速率),并恰当地预先预处理了代理商之间的计算。由于我们的分析取决于受限的单调性能,因此我们还提供了新的一般结果,从而显着扩展了近端方法的适用性。此外,操作者理论方法有利于实施可证明的正确加速方案,这些方案可以进一步提高收敛速度。最后,我们的算法潜力得到了数值的证明,从而揭示了相对于投影的伪梯度方法的更快的收敛性并验证了我们的理论发现。
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all agents. The few existing methods build on projected pseudo-gradient dynamics, and require either double-layer iterations or conservative conditions on the step sizes. To overcome both these flaws and improve efficiency, we design the first fully-distributed single-layer algorithms based on proximal best-response. Our schemes are fixed-step and allow for inexact updates, which is crucial for reducing the computational complexity. Under standard assumptions on the game primitives, we establish convergence to a variational equilibrium (with linear rate for games without coupling constraints) by recasting our algorithms as proximal-point methods, opportunely preconditioned to distribute the computation among the agents. Since our analysis hinges on a restricted monotonicity property, we also provide new general results that significantly extend the domain of applicability of proximal-point methods. Besides, the operator-theoretic approach favors the implementation of provably correct acceleration schemes that can further improve the convergence speed. Finally, the potential of our algorithms is demonstrated numerically, revealing much faster convergence with respect to projected pseudo-gradient methods and validating our theoretical findings.