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New Insights on Generalized Nash Games with Shared Constraints: Constrained and Variational Equilibria

机译:具有共享约束的广义纳什游戏的新见解:受约束和变分均衡

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We consider generalized noncooperative Nash games with "shared constraints" in which there is a common constraint that players' strategies are required to satisfy. We address two shortcomings that the associated generalized Nash equilibrium (GNE) is known to have: (a) shared constraint games usually have a large number (often a manifold) of GNEs and (b) the GNE may not be the appropriate solution concept for exogenously imposed constraints. For (a), we seek a refinement of the GNE and study the variational equilibrium (VE), defined by [1], [2], as a candidate. It is shown that the VE and GNE are equivalent in a certain degree theoretic sense. For a class of games the VE is shown to be a refinement of the GNE and under certain conditions the VE and GNE are observed to coincide. To address (b), a new concept called the constrained Nash equilibrium (CNE) is introduced. The CNE is an equilibrium of the game without the shared constraint that is feasible with respect to this constraint. Sufficient conditions for the existence of a CNE are derived and relationships with the GNE and VE are established.
机译:我们考虑具有“共享限制”的广义非转化纳什游戏,其中有一个共同的约束,即球员的策略需要满足。我们解决了两个缺点,即已知相关的广泛纳什均衡(GNE)具有:(a)共享约束游戏通常具有GNES的大量(通常是歧管),(b)GNE可能不是适当的解决方案概念外源强加的约束。对于(a),我们寻求细化的GNE并研究由[1],[2]定义的变分均衡(VE)作为候选者。结果表明,在某种程度的理论上,VE和GNE相当。对于一类游戏,VE被证明是GNE的细化,并且在某些条件下观察到ve和GNE以重合。对于地址(b),介绍了一个称为约束纳什均衡(CNE)的新概念。 CNE是游戏的平衡,没有共享约束,这是对该约束可行的。衍生CNE的充分条件,并建立了与GNE和VE的关系。

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