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Nash equilibrium design and price-based coordination in hierarchical systems

100%
Karpowicz M.
International Journal of Applied Mathematics and Computer Science
|
2012
|
tom 22
|
nr 4
951-969
EN
This paper deals with the problem of designing Nash equilibrium points in noncooperative games in which agents anticipate values of Lagrange multipliers coordinating their payoff functions. The addressed model of agents' interactions, referred to as the price-anticipation game, is studied within the framework of coordination and mechanism design theory for hierarchical systems. Sufficient conditions are formulated for Nash implementation of a regular and isolated solution to a coordination problem. An equilibrium design procedure is proposed and applied as an analytic tool in a study of mechanism design games. In the setting considered the well-known fact is demonstrated that gains from reaching a desired solution to a coordination problem in a Nash equilibrium point need not balance the overall costs of its implementation. However, it is also demonstrated how these costs can be distributed among the agents and related to the particular organization of interactions in the system. Finally, application of the developed framework in the field of Internet traffic engineering is presented.
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A matrix inequality based design method for consensus problems in multi-agent systems

75%
Okuno S., Imae J., Kobayashi T.
International Journal of Applied Mathematics and Computer Science
|
2009
|
tom 19
|
nr 4
639-646
EN
In this paper, we study a consensus problem in multi-agent systems, where the entire system is decentralized in the sense that each agent can only obtain information (states or outputs) from its neighbor agents. The existing design methods found in the literature are mostly based on a graph Laplacian of the graph which describes the interconnection structure among the agents, and such methods cannot deal with complicated control specification. For this purpose, we propose to reduce the consensus problem at hand to the solving of a strict matrix inequality with respect to a Lyapunov matrix and a controller gain matrix, and we propose two algorithms for solving the matrix inequality. It turns out that this method includes the existing Laplacian based method as a special case and can deal with various additional control requirements such as the convergence rate and actuator constraints.
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