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摘要: 随着信息物理系统技术的发展, 面向多智能体系统的分布式协同优化问题受到广泛研究. 主要研究面向多智能体系统的受约束分布式聚合博弈问题, 其中局部智能体成本函数受到全局聚合项约束和全局等式耦合约束. 首先, 面向一阶积分型多智能体系统设计一种基于估计梯度下降的纳什均衡求解算法. 其中, 利用多智能体系统平均一致性方法设计一种自适应估计策略, 以实现全局聚合项约束分布式估计. 并据此计算出梯度函数估计值. 其次, 利用状态反馈策略和输出反馈策略将上述算法推广至状态信息可测和状态信息不可测一般异构线性多智能体系统. 最后, 利用拉萨尔不变性原理证实上述算法收敛性, 并提供多组案例仿真用以验证算法有效性.
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关键词:
- 聚合博弈 /
- 自适应 /
- 比例积分 /
- 梯度跟踪 /
- 一般线性多智能体系统
Abstract: With the development of cyber-physical system technology, the distributed cooperative optimization problem for multi-agent systems has been widely studied. This study focuses on the distributed constrained aggregative game for multi-agent systems, where the local cost function is subject to the global aggregative and global equality constraints. Firstly, an Nash equilibrium seeking algorithm based on estimation gradient descent is designed for the first-order integral-based multi-agent systems. To this end, an adaptive estimation scheme is designed using the average consensus method of multi-agent systems to realize the distributed estimation of global aggregative function. Based on this, the estimation gradient function is calculated. Secondly, the above algorithm is extended to the state-accessible and state-inaccessible general heterogeneous linear multi-agent systems using the state and output feedback control scheme, respectively. Finally, the convergence proof is provided using the LaSalle's invariance principle and several simulation examples are provided for illustrating the effectiveness of our proposed algorithms. -
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