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Optimization via game theoretic control
1Key Laboratory of Systems and Control, Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, China.
Abstract:
Using game theoretic control to solve optimization problem is a recently developed promising method. The key technique is to convert a networked system into a potential game, with a pre-assigned criterion as the potential function. An algorithm is designed for updating strategies to reach a Nash equilibrium (i.e. optimal solution).
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