论文标题
在部分决策信息下,通用多群集游戏,以及对能源互联网管理的应用
Generalized Multi-cluster Game under Partial-decision Information with Applications to Management of Energy Internet
论文作者
论文摘要
许多工程网络的决策和管理涉及多个利益冲突的政党,而各方均由多个代理人组成。这些问题可以作为多群集游戏施放。在非合作游戏中,每个群集都被视为一个自私的玩家,在同一集群中,代理共同配合,以优化集群的回报功能。在大型网络中,不能立即为该集群以外的代理人提供集群中代理的信息,这给现有的NASH均衡寻求算法带来了挑战。因此,我们考虑以分布式方式寻求多群集游戏的广义NASH平衡中的部分决策信息方案。我们将问题重新制定为通过原始二元分析和图形laplacian矩阵找到预处理单调算子的总和的零。然后,提出了分布式的广义NASH寻求算法,而无需完全认识到其对手群集基于前进的方法的决定。使用算法,每个代理通过通过无向网络与邻居进行通信来估算所有其他群集的策略。我们表明,当通信强度参数足够大时,派生的运算符可以单调。我们通过提供足够的条件来证明诉讼算法诉诸固定点理论。我们通过数值研究讨论其在能源互联网中的潜在应用。
The decision making and management of many engineering networks involves multiple parties with conflicting interests, while each party is constituted with multiple agents. Such problems can be casted as a multi-cluster game. Each cluster is treated as a self-interested player in a non-cooperative game where agents in the same cluster cooperate together to optimize the payoff function of the cluster. In a large-scale network, the information of agents in a cluster can not be available immediately for agents beyond this cluster, which raise challenges to the existing Nash equilibrium seeking algorithms. Hence, we consider a partial-decision information scenario in generalized Nash equilibrium seeking for multi-cluster games in a distributed manner. We reformulate the problem as finding zeros of the sum of preconditioned monotone operators by the primal-dual analysis and graph Laplacian matrix. Then a distributed generalized Nash equilibrium seeking algorithm is proposed without requiring fully awareness of its opponent clusters' decisions based on a forward-backward-forward method. With the algorithm, each agent estimates the strategies of all the other clusters by communicating with neighbors via an undirected network. We show that the derived operators can be monotone when the communication strength parameter is sufficiently large. We prove the algorithm convergence resorting to the fixed point theory by providing a sufficient condition. We discuss its potential application in Energy Internet with numerical studies.