scholarly journals Online distributed tracking of generalized Nash equilibrium on physical networks

2021 ◽  
Vol 1 (1) ◽  
Author(s):  
Yifan Su ◽  
Feng Liu ◽  
Zhaojian Wang ◽  
Shengwei Mei ◽  
Qiang Lu
Keyword(s):  
Nash Equilibrium ◽  
Resource Sharing ◽  
Online Algorithm ◽  
Computing System ◽  
Dynamic State ◽  
Time Varying ◽  
Generalized Nash Equilibrium ◽  
Step Size ◽  
Measurement Feedback ◽  
System States

AbstractIn generalized Nash equilibrium (GNE) seeking problems over physical networks such as power grids, the enforcement of network constraints and time-varying environment may bring high computational costs. Developing online algorithms is recognized as a promising method to cope with this challenge, where the task of computing system states is replaced by directly using measured values from the physical network. In this paper, we propose an online distributed algorithm via measurement feedback to track the GNE in a time-varying networked resource sharing market. Regarding that some system states are not measurable and measurement noise always exists, a dynamic state estimator is incorporated based on a Kalman filter, rendering a closed-loop dynamics of measurement-feedback driven online algorithm. We prove that, with a fixed step size, this online algorithm converges to a neighborhood of the GNE in expectation. Numerical simulations validate the theoretical results.

Key-Size-Driven Wavelength Resource Sharing Scheme for QKD and the Time-Varying Data Services

2021 ◽  
Vol 39 (9) ◽  
pp. 2661-2672
Author(s):  
Jianing Niu ◽  
Yongmei Sun ◽  
Xianglong Jia ◽  
Yuefeng Ji
Keyword(s):  
Resource Sharing ◽  
Time Varying ◽  
Data Services ◽  
Sharing Scheme

scholarly journals A note on supervised classification and Nash-equilibrium problems

2017 ◽  
Vol 51 (2) ◽  
pp. 329-341
Author(s):  
Nicolas Couellan
Keyword(s):  
Nash Equilibrium ◽  
Support Vector Machines ◽  
Supervised Classification ◽  
Dual Space ◽  
Equilibrium Problems ◽  
Support Vector ◽  
Generalized Nash Equilibrium ◽  
Class Separation ◽  
Vector Machines ◽  
Generalized Nash Equilibrium Problems

In this note, we investigate connections between supervised classification and (Generalized) Nash equilibrium problems (NEP & GNEP). For the specific case of support vector machines (SVM), we exploit the geometric properties of class separation in the dual space to formulate a non-cooperative game. NEP and Generalized NEP formulations are proposed for both binary and multi-class SVM problems.

scholarly journals APPLICATION OF AN ADAPTIVE STEP-SIZE ALGORITHM IN MODELS OF HYPERINFLATION

2012 ◽  
Vol 16 (S3) ◽  
pp. 355-375 ◽  
Author(s):  
Olena Kostyshyna
Keyword(s):  
New York ◽  
Mean Squared Error ◽  
American Economic Review ◽  
Sufficient Information ◽  
Recursive Algorithms ◽  
Time Varying ◽  
Step Size ◽  
Adaptive Step Size ◽  
Squared Error ◽  
Adaptive Step

An adaptive step-size algorithm [Kushner and Yin,Stochastic Approximation and Recursive Algorithms and Applications, 2nd ed., New York: Springer-Verlag (2003)] is used to model time-varying learning, and its performance is illustrated in the environment of Marcet and Nicolini [American Economic Review93 (2003), 1476–1498]. The resulting model gives qualitatively similar results to those of Marcet and Nicolini, and performs quantitatively somewhat better, based on the criterion of mean squared error. The model generates increasing gain during hyperinflations and decreasing gain after hyperinflations end, which matches findings in the data. An agent using this model behaves cautiously when faced with sudden changes in policy, and is able to recognize a regime change after acquiring sufficient information.

Sign in / Sign up

Export Citation Format

Share Document