论文标题

NASH平衡在部分决策信息下寻求:单调性,平滑度和近端算法

Nash equilibrium seeking under partial decision information: Monotonicity, smoothness and proximal-point algorithms

论文作者

Bianchi, Mattia, Grammatico, Sergio

论文摘要

我们在部分决策信息方案中解决了NASH均衡问题,每个代理只能与某些邻居交换信息,而其成本功能可能取决于所有代理商的策略。我们表征了文献中假定的几种单调性和平滑性条件之间的关系。此外,我们在受限的单调属性下证明了预处理近端算法的融合,该属性允许非lipschitz,非连续的游戏映射。

We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize the relation between several monotonicity and smoothness conditions postulated in the literature. Furthermore, we prove convergence of a preconditioned proximal point algorithm, under a restricted monotonicity property that allows for a non-Lipschitz, non-continuous game mapping.

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