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Nash Equilibrium Computation in Subnetwork Zero-Sum Games With Switching Communications

机译:与交换通信的子网零和游戏中的纳什均衡计算

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摘要

In this paper, we investigate a distributed Nash equilibrium computationproblem for a time-varying multi-agent network consisting of two subnetworks,where the two subnetworks share the same objective function. We first propose asubgradient-based distributed algorithm with heterogeneous stepsizes to computea Nash equilibrium of a zero-sum game. We then prove that the proposedalgorithm can achieve a Nash equilibrium under uniformly jointly stronglyconnected (UJSC) weight-balanced digraphs with homogenous stepsizes. Moreover,we demonstrate that for weighted-unbalanced graphs a Nash equilibrium may notbe achieved with homogenous stepsizes unless certain conditions on theobjective function hold. We show that there always exist heterogeneousstepsizes for the proposed algorithm to guarantee that a Nash equilibrium canbe achieved for UJSC digraphs. Finally, in two standard weight-unbalancedcases, we verify the convergence to a Nash equilibrium by adaptively updatingthe stepsizes along with the arc weights in the proposed algorithm.
机译:本文研究了时变多智能体网络的分布式纳什均衡计算问题,该网络由两个子网组成,两个子网共享相同的目标函数。我们首先提出一种基于子梯度的分布式算法,该算法具有不同的步长来计算零和游戏的纳什均衡。然后,我们证明了所提出的算法可以在具有均匀步长的统一联合强连通(UJSC)权重图上实现Nash平衡。此外,我们证明了对于加权不平衡图,除非目标函数上的某些条件成立,否则可能无法使用均匀步长实现Nash平衡。我们表明,对于所提出的算法,始终存在异构步长,以确保可以为UJSC有向图实现Nash平衡。最后,在两个标准权重不平衡的情况下,我们通过自适应地更新步长和弧权重来验证收敛到Nash平衡。

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