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Achieving the Social Optimum in a Nonconvex Cooperative Aggregative Game: A Distributed Stochastic Annealing Approach
University of Science and Technology Beijing, Key Laboratory of Knowledge Automation for Industrial Processes of Ministry of Education, School of Automation and Electrical Engineering, Beijing, China.
Yunnan Normal University, School of Mathematics and Yunnan Key Laboratory of Modern Analytical Mathematics and Applications, Kunming, China.
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-0698-7910
Chinese Academy of Sciences, Key Laboratory of Systems and Control, Academy of Mathematics and Systems Science, Beijing, China; University of Chinese Academy of Sciences, School of Mathematical Sciences, Beijing, China.
2025 (English)In: IEEE Transactions on Neural Networks and Learning Systems, ISSN 2162-237X, E-ISSN 2162-2388, Vol. 36, no 5, p. 9709-9716Article in journal (Refereed) Published
Abstract [en]

This brief designs a distributed stochastic annealing algorithm for nonconvex cooperative aggregative games, whose players’ cost functions not only depend on players’ own decision variables but also rely on the sum of players’ decision variables. To seek the social optimum of cooperative aggregative games, a distributed stochastic annealing algorithm is proposed, where the local cost functions are nonconvex and the communication topology between players is time-varying. The weak convergence to the social optimum of the algorithm is further analyzed. A numerical example is finally given to illustrate the effectiveness of the proposed algorithm.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2025. Vol. 36, no 5, p. 9709-9716
Keywords [en]
Cooperative aggregative game, distributed stochastic annealing algorithm, nonconvex, social optimum
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-363411DOI: 10.1109/TNNLS.2024.3423720ISI: 001279029000001PubMedID: 39058612Scopus ID: 2-s2.0-105004259716OAI: oai:DiVA.org:kth-363411DiVA, id: diva2:1958506
Note

QC 20250516

Available from: 2025-05-15 Created: 2025-05-15 Last updated: 2025-05-16Bibliographically approved

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Chen, Guanpu

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CiteExportLink to record
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  • apa
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