论文标题
在非合作差异游戏中寻求NASH平衡
Seeking Nash equilibrium in non-cooperative differential games
论文作者
论文摘要
本文旨在研究N-player非合作差异游戏的快速收敛到NASH平衡（NE）的问题。提出的方法是，玩家通过仅测量其收益值而没有有关收益功能的信息，模型以及其他玩家的行为而没有稳态振荡（SSO）获得NE点。所提出的方法基于一种极端寻求方法，此外，与传统的ES方法相比，在提出的算法中，玩家可以更快地完成NE。实际上，在我们的方法中，经典ES中正弦激发信号的振幅被自适应地更新，并将指数收敛至零。此外，本文提供了与NE的收敛分析。最后，一个模拟示例证实了所提出的方法的有效性。
This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state oscillation (SSO) by measuring only their payoff values with no information about payoff functions, the model and also the actions of other players are not required for the players. The proposed method is based on an extremum seeking (ES) method, and moreover, compared to the traditional ES approaches, in the presented algorithm, the players can accomplish their NE faster. In fact, in our method the amplitude of the sinusoidal excitation signal in classical ES is adaptively updated and exponentially converges to zero. In addition, the analysis of convergence to NE is provided in this paper. Finally, a simulation example confirms the effectiveness of the proposed method.
