Zimmermann, Jan ; Tatarenko, Tatiana ; Willert, Volker ; Adamy, Jürgen (2022)
Gradient-Tracking over Directed Graphs for solving Leaderless Multi-Cluster Games.
doi: 10.26083/tuprints-00019664
Report, Secondary publication, Preprint
Text
19664.pdf Copyright Information: CC BY 4.0 International - Creative Commons, Attribution. Download (374kB) |
Item Type: | Report |
---|---|
Type of entry: | Secondary publication |
Title: | Gradient-Tracking over Directed Graphs for solving Leaderless Multi-Cluster Games |
Language: | English |
Date: | 8 March 2022 |
Place of Publication: | Darmstadt |
Year of primary publication: | 2021 |
Collation: | 8 Seiten |
DOI: | 10.26083/tuprints-00019664 |
Corresponding Links: | |
Origin: | Secondary publication |
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 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 inner-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, remain private. We present a distributed algorithm that converges witha linear rate to the optimal solution. Furthermore, we apply our algorithm to an extended cournot game to verify our theoretical results. |
Status: | Preprint |
URN: | urn:nbn:de:tuda-tuprints-196641 |
Additional Information: | arXiv:2102.09406 [eess.SY], Submitted on 18 Feb 2021 |
Classification DDC: | 500 Science and mathematics > 530 Physics |
Divisions: | 18 Department of Electrical Engineering and Information Technology > Institut für Automatisierungstechnik und Mechatronik > Control Methods and Robotics (from 01.08.2022 renamed Control Methods and Intelligent Systems) |
Date Deposited: | 08 Mar 2022 12:21 |
Last Modified: | 06 Dec 2023 09:30 |
URI: | https://tuprints.ulb.tu-darmstadt.de/id/eprint/19664 |
PPN: | 492785872 |
Export: |
View Item |