论文标题

动态多机构系统的竞争平衡:社会塑造和价格轨迹

Competitive Equilibrium for Dynamic Multi-Agent Systems: Social Shaping and Price Trajectories

论文作者

Salehi, Zeinab, Chen, Yijun, Ratnam, Elizabeth L., Petersen, Ian R., Shi, Guodong

论文摘要

在本文中,我们考虑了分散资源分配的动态多机构系统(MAS)。 MAS以竞争均衡运行,以确保供求平衡。首先,我们通过有限的视野调查MAS。对代理的实用程序函数进行了参数化,以结合各个偏好。我们通过一组公用事业功能来塑造个人偏好,以确保在竞争均衡下以社会的方式接受资源价格,即,价格受到可负担性阈值的上限。我们显示此问题在概念层面上是可以解决的。接下来,我们将二次MAS考虑并提出相关的社会塑造问题作为多代理的线性二次调节器(LQR)问题,使我们能够使用二次编程和动态编程提出明确的效用集。然后,提出了一种数值算法,用于计算紧密范围的偏好函数参数,该参数保证了社会接受的价格。我们研究了在无限视野上竞争平衡的特性。考虑到一般公用事业的功能,我们表明,在可行性假设下,任何竞争平衡都可以最大化社会福利。然后,我们证明,对于足够小的初始条件,社会福利最大化解决方案构成了零价格的竞争平衡。我们还证明,对于一般可行的初始条件,存在时间瞬间,此后,与竞争平衡相对应的最佳价格变为零。最后,我们特别关注二次MAS,并提出明确的结果。

In this paper, we consider dynamic multi-agent systems (MAS) for decentralized resource allocation. The MAS operates at a competitive equilibrium to ensure supply and demand are balanced. First, we investigate the MAS over a finite horizon. The utility functions of agents are parameterized to incorporate individual preferences. We shape individual preferences through a set of utility functions to guarantee the resource price at a competitive equilibrium remains socially acceptable, i.e., the price is upper-bounded by an affordability threshold. We show this problem is solvable at the conceptual level. Next, we consider quadratic MAS and formulate the associated social shaping problem as a multi-agent linear quadratic regulator (LQR) problem which enables us to propose explicit utility sets using quadratic programming and dynamic programming. Then, a numerical algorithm is presented for calculating a tight range of the preference function parameters which guarantees a socially accepted price. We investigate the properties of a competitive equilibrium over an infinite horizon. Considering general utility functions, we show that under feasibility assumptions, any competitive equilibrium maximizes the social welfare. Then, we prove that for sufficiently small initial conditions, the social welfare maximization solution constitutes a competitive equilibrium with zero price. We also prove for general feasible initial conditions, there exists a time instant after which the optimal price, corresponding to a competitive equilibrium, becomes zero. Finally, we specifically focus on quadratic MAS and propose explicit results.

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