论文标题
个性化激励措施作为通用纳什均衡问题的反馈设计
Personalized incentives as feedback design in generalized Nash equilibrium problems
论文作者
论文摘要
我们研究了固定和时变的,非单一的非单身纳什均衡问题,这些问题在众所周知的代理之间表现出对称相互作用。但是,在实际情况下可能发生的情况,我们设想了一种场景,在这种情况下,基础潜在函数的形式表达不可用,并且我们设计了半分代的NASH平衡寻求算法。在拟议的两层方案中,协调员迭代地集成了(可能嘈杂且零星的)代理的反馈,以学习代理的伪级,然后为他们设计个性化的激励措施。在他们这边,代理商会收到那些个性化的激励措施,计算扩展游戏的解决方案,然后将反馈测量结果返回到协调员。在固定设置中,我们的算法将返回NASH平衡,以防协调员赋予标准学习策略,而在时间变化的情况下,它将NASH平衡返回到恒定,可调但可调节的错误。作为一个激励的应用程序,我们将几家具有移动性的公司提供的乘车服务作为服务编排,这是处理公司之间的竞争和避免交通拥堵所必需的,这也被用于运行数值实验来验证我们的结果。
We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision a scenario in which the formal expression of the underlying potential function is not available, and we design a semi-decentralized Nash equilibrium seeking algorithm. In the proposed two-layer scheme, a coordinator iteratively integrates the (possibly noisy and sporadic) agents' feedback to learn the pseudo-gradients of the agents, and then design personalized incentives for them. On their side, the agents receive those personalized incentives, compute a solution to an extended game, and then return feedback measurements to the coordinator. In the stationary setting, our algorithm returns a Nash equilibrium in case the coordinator is endowed with standard learning policies, while it returns a Nash equilibrium up to a constant, yet adjustable, error in the time-varying case. As a motivating application, we consider the ridehailing service provided by several companies with mobility as a service orchestration, necessary to both handle competition among firms and avoid traffic congestion, which is also adopted to run numerical experiments verifying our results.