DocumentCode
1731590
Title
Distributed convergence to nash equilibrium of antagonistic optimization networks
Author
Lou Youcheng ; Hong Yiguang
Author_Institution
Key Lab. of Syst. & Control, Acad. of Math. & Syst. Sci., Beijing, China
fYear
2013
Firstpage
6976
Lastpage
6980
Abstract
In this paper, we propose a distributed subgradient-based algorithm for a network consisting of two subnetworks to solve the antagonistic optimization problem. The two subnetworks have the same sum objective function, where one wants to minimize it and the other one wants to maximize it. Then the network is engaged in a zero-sum game scenario. We show that the network can achieve a Nash equilibrium by the proposed algorithm for weight-balanced digraphs under mild connectivity and stepsize conditions.
Keywords
directed graphs; distributed algorithms; game theory; Nash equilibrium; antagonistic optimization networks; distributed convergence; distributed subgradient-based algorithm; mild connectivity; stepsize conditions; sum objective function; weight-balanced digraphs; zero-sum game scenario; Convergence; Games; Linear programming; Multi-agent systems; Nash equilibrium; Optimization; Antagonistic optimization; Multi-agent systems; Nash equilibrium; Saddle points;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2013 32nd Chinese
Conference_Location
Xi´an
Type
conf
Filename
6640664
Link To Document