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Distributed Nash equilibrium learning: A second-order proximal algorithm

delete2021-06-04
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P
Pan Wei
Y
Yu Lu
贾泽华 cover
贾泽华 (Zehua Jia)
张卫东 (Weidong Zhang) *
DOI:10.1002/rnc.5618delete
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Abstract

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
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Journal

International Journal of Robust and Nonlinear Control cover
International Journal of Robust and Nonlinear Control
IF:
3.2
Papers:
6.9K
Citations:
1.4W

Organization

S
shanghai jiao tong university
Scholars:
15.6W
Papers: 11.6W
Citations: 159