引用本文:张苗苗,叶茂娇,郑元世.预设时间下的分布式优化和纳什均衡点求解[J].控制理论与应用,2022,39(8):1397~1406.[点击复制]
ZHANG Miao-miao,YE Mao-jiao,ZHENG Yuan-shi.Prescribed-time distributed optimization and Nash equilibrium seeking[J].Control Theory and Technology,2022,39(8):1397~1406.[点击复制]
预设时间下的分布式优化和纳什均衡点求解
Prescribed-time distributed optimization and Nash equilibrium seeking
摘要点击 3273  全文点击 780  投稿时间:2021-07-08  修订日期:2022-03-29
查看全文  查看/发表评论  下载PDF阅读器
DOI编号  10.7641/CTA.2022.10604
  2022,39(8):1397-1406
中文关键词  预设时间  分布式  优化  纳什均衡  非合作博弈
英文关键词  prescribed-time  distributed  optimization  Nash equilibrium solution  noncooperative game
基金项目  国家自然科学基金项目(61773303, 62173181), 中央高校基本科研业务费(30920032203), 陕西省自然科学基础研究计划项目( 2022JC–46)资助.
作者单位邮编
张苗苗 西安电子科技大学机电工程学院 710071
叶茂娇 南京理工大学自动化学院 
郑元世* 西安电子科技大学机电工程学院 710071
中文摘要
      本文研究了预设时间下的分布式优化和纳什均衡点求解问题. 假设每个智能体只能通过局部的信息更新 自身的状态, 设计了一类预设时间下的分布式协议. 该协议可以在任意预设的时间内实现收敛, 并且不需要依赖智 能体的初始状态和系统参数. 当目标函数是强凸函数时, 通过选取一个适当的Lyapunov函数, 利用代数图论和凸分 析理论等工具严格的证明了多智能体系统在预设时间下能够收敛到优化问题的最优解和非合作博弈问题的纳什均 衡点. 最后, 通过仿真算例进一步验证了本文所设计协议的有效性.
英文摘要
      In this paper, prescribed-time distributed optimization and Nash equilibrium seeking problems are investigated. Assuming that each agent can only have access to its local information, we design a distributed protocol within the prescribed-time. The protocol can achieve convergence in any prescribed-time, which renders the convergence time fully independent of the initial conditions and any other parameters. When the objective function is strongly convex, selecting an appropriate Lyapunov function, by utilizing algebraic graph theory and convex analysis theory strictly proves that the multi-agent can converge to the optimal solution of optimization problem and the Nash equilibrium of noncooperative game problem within the prescribed-time. Finally, simulation examples verify the effectiveness of the proposed protocols.