Return
Distributed Nash equilibrium learning: A second-order proximal algorithm
DOI:10.1002/rnc.5618.png)
Abstract
En 中文
This article addresses the distributed Nash equilibrium (NE) seeking problem for multiagent networked games with partial decision information. We employ a quadratically approximated alternating direction method of multipliers together with an augmented consensus procedure to compute the NE of games with twice differentiable cost functions. The resulting second-order proximal algorithm enjoys relatively fast convergence rate and less burden on step size selection compared with the existing works. Numerical simulations are consistent with our theoretical analysis.
Keywords:
ADMM
multiagent system
Nash equilibrium
networked games
second-order proximal algorithm
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
IF:
3.2
Papers:
6.9K
Citations:
1.4W

