تقرير
SLS-BRD: A system-level approach to seeking generalised feedback Nash equilibria
| العنوان: | SLS-BRD: A system-level approach to seeking generalised feedback Nash equilibria |
|---|---|
| المؤلفون: | Neto, Otacilio B. L., Mulas, Michela, Corona, Francesco |
| سنة النشر: | 2024 |
| المجموعة: | Computer Science Mathematics |
| مصطلحات موضوعية: | Mathematics - Optimization and Control, Electrical Engineering and Systems Science - Systems and Control |
| الوصف: | This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria in $N_P$-players non-cooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response dynamics in which players update and communicate a parametrisation of their state-feedback policies. Our approach leverages the System Level Synthesis framework to formulate each player's update rule as the solution to a tractable robust optimisation problem. Under certain conditions, rates of convergence to a feedback Nash equilibrium can be established. The algorithm is showcased in exemplary problems ranging from the decentralised control of unstable systems to competition in oligopolistic markets. Comment: 18 pages, 8 figures; Minor revisions (including new example) |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2404.03809 |
| رقم الأكسشن: | edsarx.2404.03809 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |