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
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;
Conference_Titel :
Control Conference (CCC), 2013 32nd Chinese
Conference_Location :
Xi´an