• Nem Talált Eredményt

5.2 Decision-making Strategies

5.2.3 Decomposition Algorithm

Although Nash equilibrium solves the problem of selecting optimal joint decisions for all the players in a game Gj, there is still a huge amount of computation due to plenty of players and the possible decisions of each player. Specifically, the space complexity of this gameO(Gj)is linear to the actual number of the players defined as Nj, and the number of decisions of each player defined as|di,j|, for all i∈ΩNj={1,2,· · ·,Nj} ⊂ ΩN. The polynomial of the space complexity of each game Gj and the lane-changing system can be expressed as in (5.11) and (5.12), respectively:

O(Gj) =|d1,j| · |d2,j| · · · |dNj,j|=|di,j|ni=1Celi,j,∀i∈ΩNj,∀j∈ΩJ (5.11)

O(Sys) =

J j=1

O(Gj) =

J j=1

|di,j|ni=1Celi,j,∀i∈ΩNj,∀j∈ΩJ (5.12) where |di,j| is the number of the decisions which can be got by looking up Table5.1 (i.e., 7 ), so the decisions for each player are the same, i.e.,|d1,j| · |d2,j| · · · |dNj,j|=|di,j|.

Since the number of players in each game is dynamic, Nj is determined by the sum of the existing players of game Gj, i.e.,∑ni=1Celi,j. As is shown in (5.11), the size of space complexity expands exponentially as the number of players increases. In Fig. 5.3 on the left side, connections among players in this system can be demonstrated in a graph.

Nodes represent players corresponding to the vehicles in the same game. The edges connected between players mean that the decision made by one player influences the other’s utility function. Therefore, the size of the space complexity can be calculated by (5.11) as O(Gj) =|d1,j| · |d2,j| · · · |d5,j| =75. It will cost a lot of computational time with such a large complexity. However, the computational time complexity is quite tricky to state since the computational time of finding an equilibrium solution is unknown. The time complexity of finding an equilibrium solution remains an important and long-standing open problem, which is determined by many factors such as game types, the number of players and the decision combination (Daskalakis et al.,2009).

Thus, to reduce the complexity and improve the computational efficacy, the game Gj could be decomposed into several smaller subgames when the number of players exceeds a certain number. Similarly, the subgames for each game Gj can also be for- mulated as 3-tuple SGk,j=<SPk,j,SDk,j,SUk,j>where SPk,j={· · ·,pki,j,· · ·} ⊂Pj is a finite set of players in the kth subgame SGk,j, SDk,j = (· · ·,dki,j,· · ·) is a vector of joint decisions of all the players in the kth subgame SGk,j, SUk,j= (· · ·,uki,j,· · ·)is the

utility vector of all the players in the kth subgame SGk,j, i∈ΩNk

j ⊂ΩNj,k∈ΩKj =

{1,2,· · ·,Kj}. According to the definitions in (Iwase and Shiga, 2016), the following condition should be satisfied:

di,j=di,kj; ui,j(SDk,j) =uki,j(SDk,j),∀i∈ΩNk

j ⊂ΩNj,∀j∈ΩJ,∀k∈ΩKj (5.13)

Pj=SP1,jSP2,j∪ · · · ∪SPKj,j (5.14) where uki,j(SDk,j)is the utility value of player pki,j with taking a joint decision. All the subgames{SG1,j,SG2,j,· · ·SGKj,j}constitute a whole game Gj.

As shown in Fig. 5.3 on the right side, the whole game Gj is decomposed into three subgames {SG1,j,SG2,j,SG3,j}, and each subgame contains three players, i.e., SP1,j={p11,j,p12,j,p13,j},SP2,j={p22,j,p23,j,p24,j},SP1,j={p33,j,p34,j,p35,j}respectively.

Thus, the total size of space complexity can be obviously obtained from the decomposed subgames and (5.11), i.e.,

O(Gj) =

Kj

k=1

(

i

|di,kj|),∀i∈ΩNk

j ⊂ΩNj,∀j∈ΩJ,∀k∈ΩKj (5.15) In this system, the vehicles as players with the same properties are connected to each other in the whole game, so subgames in the decomposition are equal and symmetrical.

Attribute to this property, the number of the players mkin each decomposed subgame of game Gjis equal, i.e., m1=m2=· · ·=mk=· · ·=mKj=M where M is a constant. Then Kjis determined by M in this case, i.e., Kj=NjM+1. Therefore, the computational complexity in (5.15) can be simplified and converted into:

O(Gj) =|di,jk |MKj=|di,j|M∗(

n i=1

Celi,jM+1) (5.16)

where Nj=∑ni=1Celi,j aforementioned and di,j=di,jk according to (5.13). In this case shown in Fig.5.3, O(Gj) =73∗3 can be got by replacing the exact number|di,j|=7 and M =3 into (5.16), which is decreased dramatically compared to the size of the space complexity of a single game Gjin (5.11), as well as the space complexity of the system by replacing (5.16) into (5.12).

Selecting the decisions from the subgames and combining them into a whole de- cision combination for all the players in the whole game is a challenging task in the decomposition. The decomposition happens when the number of players in a whole

P2,j

P1,j

P3,j

P4,j P5,j

P1,j

P2,j P3,j

P4,j

P3,j

P2,j P3,j

P4,j P5,j

|dÚá•Ú|

|dÛÚá•|

|d2.j|

|d1,j|

|dÜá•Ú|

|d3,j|

|d4,j| |d5,j|

= |d1,j| |d2,j_« _G5,j|

= |dÚá•Ú| |dÛáÚ| |dÜáÚ|

SG1,j

SG2,j

SG3,j Decomposition

=|dÛá•Û| |dÜáÛ| |dÝáÛ|

|dÛÛá•| |dÜÛá•|

|dÝá•Û| Gj

=|dÜÜá•| |dÝÜá| |dÞÜá|

|dÜá•Ü|

|dÝá•Ü| |dÞá•Ü|

Fig. 5.3: The graphic process of decomposing games.

Fig. 5.4: The schematic of decomposing games in the lane-changing system.

game exceeds a certain number, i.e., 3 in this case. As shown in Fig. 5.4, the whole game with four players is decomposed into two subgames (i.e.,{SG1,jand SG2,j}), and the whole game with five players is decomposed into three subgames (i.e.,{SG1,j,SG2,j and SG3,j}). For instance, the Nash equilibrium solutions for each subgame SGk,jcan be obtained from (5.9) to (5.10), defined as(· · ·,di,∗,kj,· · ·)and got by solving:

uki,j(· · ·,di,j∗,k,· · ·)≥uki,j(· · ·,di,jk ,· · ·),∀i∈ΩNk

j ⊂ΩNj,∀j∈ΩJ,∀k∈ΩKj (5.17)

where(· · ·,di,j∗,k,· · ·)is the Nash equilibrium solution of the kthsubgame. It is a nonlin- ear system due to the uncertainty of the collision constraints so that the situation can be discussed in three cases: (a) completely consistent equilibrium. (b) partially consistent equilibrium. (c) inconsistent equilibrium.

Definition 5.1 [Completely consistent equilibrium]. Let {SG1,j,SG2,j,· · ·,SGKj,j} be the decomposition of game Gj, and SDk,j = (· · ·,di,∗,kj,· · ·) be the Nash equilib- rium of decomposed subgame SGk,j for all k∈ΩKj. A Nash equilibrium combination (SD1,jSD2,j∪ · · · ∪SDKj,j) = (d1,j∗,1,d2,∗,2j,· · ·,dK∗,Kj,jj,dK∗,Kj+1,jj ,· · ·,dK∗,Kj+M−1=Nj j,j) of all decomposed subgames{SG1,j,SG2,j,· · ·,SGKj,j}is a Completely Consistent Equilib- rium (CCE) iff

di,∗,1j =di,∗,2j =· · ·=di,∗,kj =· · ·=di,∗,Kj j,∀i∈ΩNj,∀j∈ΩJ,∀k∈ΩKj (5.18)

Theorem 5.1 [CCE theorem]. If CCE of all decomposed subgames{SG1,j,SG2,j,· · ·, SGKj,j}exists, then CCE is also a Nash equilibrium of the whole game Gj, i.e.,(d1,j ,d2,j ,

· · ·,dNj,j) = (d1,∗,1j,d2,∗,2j,· · ·,dK∗,Kj,jj,dK∗,Kj

j+1,j,· · ·,d∗,KK j

j+M−1=Nj,j).

Proof. Now that SDk,j = (· · ·,di,∗,kj,· · ·) is a Nash equilibrium of the subgame SGk,j, SDk,j maximizes the utility value uki,j of all the players in each subgame as in (5.17),

i∈ΩNk

j,∀k∈ΩKj. Thus, CCE is a Nash equilibrium combination of all the subgames which also maximizes all the utility value of all the players in game Gjif the condition of Definition5.1is satisfied, i.e.,

ui,j(d1,j,d2,j,· · ·,di,j, ...,dNj,j)≤ui,j(d∗,11,j,d2,∗,2j,· · ·, dK∗,Kj,jj,dK∗,Kj

j+1,j,· · ·,dK∗,Kj

j+M−1=Nj,j),∀i∈ΩNj,∀j∈ΩJ

(5.19)

Fig. 5.4 shows the example of a game with 5 players in this lane-changing sys- tem, the game Gjis decomposed into three subgames (i.e.,{SG1,j,SG2,jand SG3,j}).

Each subgame SGk,j,k=1,2,3 has a solution of Nash equilibrium, i.e.,(d1,j∗,1,d2,j∗,1,d3,∗,1j), (d2,j∗,2,d3,∗,2j,d4,∗,2j), (d3,∗,3j,d∗,34,j,d5,∗,3j)for SG1,j,SG2,j and SG3,j, respectively. According to Definition5.1,(d∗,11,j,d2,∗,2j,d3,∗,3j,d4,j∗,3,d5,∗,3j)is a CCE of game Gjiff

d1,∗,1j, d2,∗,1j =d2,∗,2j, d3,j∗,1=d∗,23,j =d3,∗,3j, d4,j∗,2=d4,∗,3j, d5,∗,3j (5.20)

Definition 5.2 [Partially consistent equilibrium]. Let{SG1,j,SG2,j,· · ·,SGKj}be the decomposition of game Gj, ks∈ΩKj and ke∈ΩKj be the start index (the first) and end index (the last) of the partial subgames, respectively. A Nash equilibrium combination (SDks,j· · · ∪SDk,j· · · ∪SDke,j) = (dk∗,ks

s,j,· · ·,di,∗,kj,· · ·,dk∗,ke

e+M−1,j)of partial decomposed subgames{SGks,j,· · ·,SGk,j,· · ·, SGke,j}is a Partially Consistent Equilibrium (PCE) of the whole game Gjiff

di,∗,kjs =· · ·=d∗,ki,j =· · ·=d∗,ki,je and 1≤keks<Kj,

i∈ΩNj,ksike+M−1,∀j∈ΩJ,∀k∈ΩKj,kskke

(5.21)

Obviously, PCE can determine the decisions of the players in partial subgames. The decisions maximize the utility value in the partial subgames. The combination of these decisions also maximizes the utility value of the corresponding players in the game Gj, which is proved and deducted from Theorem 5.1. It is a symmetry system, so PCE solutions can be multiple shown in Fig. 5.5, Epc is defined as the optimal equilibrium of PCE with including the most subgames (i.e., keks =max). There are three cat- egories of PCE which is classified by the starting point of the subgame, defined as Eypc,y=1,2,3. E.g., the procedure of updating E1pc (i.e., the first type of PCE) starts from the first subgame, i.e., ks =1 and satisfies (5.21), so E1pc can be represented by (d1,j∗,1,· · ·,di,∗,kj,· · ·,dk∗,ke

e+M−1,j),∀k∈ΩKj,2≤ke <Kj. Generally, the optimal E1pc ex- pressed as E∗,1pc with maximum ke will be chosen to start the procedure, these decisions are selected to dominate the whole game Gj since it maximize the utility value for the players p1,p2,· · ·,pke+M−1. Then the optimal decisions of the rest players in game Gj will be selected in a certain direction based on Epc∗,1, which means the neighbour player will update the decision with the collision constraints prorogated by the previous subgames. The whole decision updating process can be expressed as follows:















 dN∗,Kj

j,j =arg max uKNj

j,j(dKNjj,j|E∗,1pc), If ke=Kj−1 (5.22a) (dk∗,ke+M,je+1,· · ·,dN∗,Kj

j,j) =NashE(ukkee+1+M,j,· · ·,uKNj

j,j|E∗,1pc), If KjMke<Kj−1

(5.22b)

see in (5.23), If 2≤ke<KjM (5.22c) where NashE(α|β)is defined as the calculational function of conditional Nash equi- librium with two partsα and β. This function is to find Nash equilibrium among the rest players corresponding to the utility combination which is the first partα based on

SGÚá•

M

P1,j

dÛáÚÚá•

P2,j dÛáÚÛá•

PM,j dÛáyá•Ú

«

SGÛá P2,j

dÛáÛá•Û

P3,j dÛáÜá•Û

PM+1,j dyÛáEÚáÛ

«

SGw

á

PN-M,j PN-M+1,j

dzÛáwFÚ

FyEÚá•

Pz

FÚá•

dÛáwz

á•

« SG‘á•

SGw

•á á

PN-M+1,j

dz Ûáw

FyEÚá

PN-M+2,j Pz

á•

dÛáwz

á•

«

dz Ûáw

FyEÛá

dÛázw

Fyá•

«

«

«

«

The updating direction of E–‰Ú The updating direction of E–‰Û The updating direction of E–‰Ü The subgames of E–‰Ú The subgames of E–‰Û The subgames of E–‰Ü

Fig. 5.5: The schematic of the updating process of PCE.

(5.9), given that another event β occurred which is E∗,1pc in this case. The operation arg max uKNj

j,j(dNKjj,j|E∗,1pc) is also a conditional operation which is similar to the calcu- lational process of conditional Nash equilibrium. The decision is updated in (5.22a) for maximizing the utility with the determined E∗,1pc if only the last player remains (i.e., ke=Kj−1). If the number of remained players who have not updated the decisions satisfies the range[2,M](i.e, KjMke<Kj−1), then a conditional Nash equilib- rium is considered among these players with E∗,1pc in (5.22b). The last case (5.22c) is for updating the decisions when the remained players exceed M, and each step updates the decisions with the maximum number M (i.e., unit number of players in a subgame).

Theorem 5.2 [PCE theorem]. If Epc1 = (SDks=1,j· · · ∪SDk,j· · · ∪SDk

e,j)of partial de- composed subgames exists, then the decision updating process of the remained players with a number more than M satisfies the recursion property iff 2≤ke<KjM and∀ integer x, 0<x<(Kjke)/M, i.e.,

(dk∗,ke+(x−1)M+1

e+xM,j ,· · ·,dk∗,ke+xM

e+(x+1)M−1,j) =NashE(ukke+(x−1)M+1

e+xM,j ,· · ·,ukke+xM

e+(x+1)M−1,j|(E∗,1pc, NashE(ukke+(x−2)M+1

e+(x−1)M,j ,· · ·,ukke+(x−1)M

e+xM−1,j|(Epc∗,1,NashE(...|E∗,1pc)))))

(5.23)

Proof. It is obvious that the first step in (5.24a) can be got for updating M decisions based on E∗,1pc by referring to Fig.5.5. With the updating direction of E∗,1pc in Fig.5.5, the second step in (5.24b) for updating another M decisions can also be got based on

E∗,1pc and the result of the first step. The next step is updated on the basis of the previous step, and this updating process continues until (5.24d). Thus, the expression of (5.23) can be got by replacing (5.24a) into (5.24b), (5.24b) into (5.24c), · · ·, until (5.24d).

Finally, the number of remaining players who have not updated the decisions decreases as (5.22c) implements, and (5.22a) and (5.22b) will be used until the number of the remained players is reduced to satisfy the corresponding condition.

























(dk∗,ke+M,e+1j,· · ·,dk∗,ke+M

e+2M−1,j) =NashE(ukkee+1+M,j,· · ·,ukke+M

e+2M−1,j|E∗,1pc) (5.24a) (dk∗,ke+2M,e+M+1j ,· · ·,dk∗,ke+2M

e+3M−1,j) =NashE(ukkee+M+1+2M,j,· · ·,ukke+2M

e+3M−1,j|(E∗,1pc, (dk∗,ke+M,e+1j,· · ·,dk∗,ke+M

e+2M−1,j)))

(5.24b)

· · · (5.24c)

(dk∗,ke+xM,e+(x−1)M+1j ,· · ·,dk∗,ke+xM

e+(x+1)M−1,j) =NashE(ukkee+(x−1)M+1+xM,j ,· · ·, ukke+xM

e+(x+1)M−1,j|(E∗,1pc,(dk∗,ke+(x−2)M+1

e+(x−1)M,j ,· · ·,dk∗,ke+(x−1)M

e+xM−1,j )))

(5.24d)

Corollary 5.1 [PCE corollary]. If E2pc of partial decomposed subgames exists, i.e., (SDks,j· · · ∪SDk,j· · · ∪SDke=Kj,j), then the decision updating process of the remained players with a number more than M satisfy the recursion property iff M+1<ksKj−1 and∀integer x, 0<x<(ks−1)/M, i.e.,

(dk∗,ks−(x−1)M−1

s−(x−1)M−1,j,· · ·,dk∗,ksxM

sxM,j) =NashE(ukks−(x−1)M−1

s−(x−1)M−1,j,· · ·,ukksxM

sxM,j|(E∗,2pc, NashE(ukks−(x−2)M−1

s−(x−2)M−1,j,· · ·,ukks−(x−1)M

s−(x−1)M,j|(E∗,2pc, NashE(...|Epc∗,2)))))

(5.25)

Proof. As shown in Fig. 5.5, E∗,2pc is a inverse of E∗,1pc if the number of subgames in- cluded by them are same (i.e., ke=Kjks + 1), so (5.25) can be deduced from (5.23) and (5.24).

Meanwhile, the whole decision updating process can also be deduced from (5.22), expressed as follows:





d1,∗,1j =arg max u11,j(d1,j1 |Epc∗,2), If ks=2 (5.26a) (d1,∗,1j,· · ·,dk∗,ks−1

s−1,j) =NashE(u11,j,· · ·,ukks−1

s−1,j|E∗,2pc), If 2<ksM+1 (5.26b) see in (5.25), If M+1<ksKj−1 (5.26c)

Similarly, Fig.5.5shows the updating process of E∗,3pc is a combination of updating process of E∗,1pc and E∗,2pc, so it can refer to (5.22) and (5.26).

The next problem is selecting the E∗,ypc properly to have the most advantage, i.e., contributing to the most payoff among the players. Thus, the most potential E∗,ypc corre- sponding to the maximum summation of the utility function will be selected, expressed as follows:

y=arg max

y

ke+M−1 i=k

s

uki,j(E∗,ypc),∀i∈ΩNj,∀j∈ΩJ,∀k∈ΩKj (5.27)

where yis the optimal sequence to determine the optimal E∗,ypc, i.e., Epc∗,y. Once E∗,ypc is decided, the direction of updating decisions is also determined to the complete selection.

For instance, Fig.5.4shows the specific case in this lane-changing system. Accord- ing to Definition5.2, it can seen that (d1,j∗,1,d2,∗,2j,d3,∗,2j,d4,∗,2j) is a PCE of game Gj, i.e., E∗,1pc in specific iff

d1,∗,1j, d2,∗,1j =d2,∗,2j, d3,∗,1j =d3,∗,2j, d4,∗,2j (5.28) In the same way, E∗,2pc can also be obtained if it exists. Next, the best E∗,ypc (i.e., E∗,ypc) is selected based on (5.27). Finally, the reminded player will update the decisions based on (5.22) and (5.26), which depends on which one it is.

Definition 5.3 [Inconsistent equilibrium]. Let {SG1,j,SG2,j,· · ·,SGKj,j} be the de- composition of game Gj. A single Nash equilibrium SDk,j= (dk,∗,kj,dk+1,∗,k j,· · ·,dk+M−1,∗,k j) of each decomposed subgame{SGks,j,· · ·,SGk,j,· · ·SGke,j}is an Inconsistent Equilib- rium (ICE) of the whole game Gj, iff none of a single Nash equilibrium SDk can form a PCE with another Nash equilibrium of adjacent decompoded game SDk±1,j, i.e.,

(dk+1,∗,k j6=dk+1,∗,k+1j kdk+2,j∗,k 6=dk+2,∗,k+1j k · · · kd∗,kk+M−1,j6=dk+M−1,∗,k+1 j) &&

(dk,∗,kj 6=dk,∗,k−1j kdk+1,∗,k j6=dk+1,∗,k−1j k · · · kdk+M−2,∗,k j6=dk+M−2,∗,k−1 j),∀j∈ΩJ,∀k∈ΩKj

(5.29)

where && is a logical operator "and", andkis a logical operator "or". It is different from PCE that the kthICE of the game Gjdefined as Eick =SDk,j,k∈ΩKj is a decision vector corresponding to SGk,j. The best Eick is selected in (5.30) based on (5.27), expressed as follows:

k=arg max

k

k+M−1 i=k

uki,j(Eick),∀i∈ΩNj,∀j∈ΩJ,∀k∈ΩKj (5.30)

Algorithm 5.2 Game theory-based decomposition algorithm

Initialization: Initialize the number of lanes n, the number of players Nj in the game Gj, the number of games J, and the constant number of players M in each subgame;

for each game Gj,∀j∈ΩJ={1,2,· · ·,J}do

Calculate the number of players Nj=∑ni=1Celi,j;

Decompose game Gj into a quantity of Kj = NjM + 1 subgames {SG1,j,SG2,j,· · ·,SGk,j,· · ·,SGKj,j};

for each subgame SGk,j,∀k∈ΩKj ={1,2,· · ·,Kj}do Calculate SDk,j=NashE(SGk,j);

end

if(SD1SD2∪ · · · ∪SDK

j) ==CCE (see in Definition5.1) then (d1,j,d2,j,· · ·,dN

j,j) = (d1,∗,1j,d2,∗,2j,· · ·,dK∗,Kj

j,j,dK∗,Kj

j+1,j,· · ·,dK∗,Kj

j+M−1=Nj,j);

else if(SDks,j· · · ∪SDk,j· · · ∪SDk

e,j) ==PCE (see in Definition5.2) then Choose Epc= (dk∗,ks

s,j,· · ·,di,∗,kj,· · ·,dk∗,ke

e+M−1,j)when keks=max;

Determine E∗,ypc from (5.27), y∈ {1,2,3};

Update other decisions(d1,∗,1j,· · ·,dk∗,ks−1

s−1,j)and(dk∗,ke+1

e+M,j,· · ·,dN∗,Kj

j,j)based on the updating process of conditional Nash equilibrium in (5.22) and (5.26);

else if SDk,j==ICE (see in Definition5.3),k∈ΩKj={1,2,· · ·,Kj}then Choose the best Eick in (5.30);

Update other decisions referring to the decision updating process of PCE in (5.22) and (5.26) by only replacing E∗,ypc with Eick;

end

Combine joint decisions from decomposed subgames and denote them to game Gj; end

Then the process of updating decisions of ICE is almost the same as the decision updating process of PCE, which refers to (5.22) and (5.26) by only replacing Epc∗,y with Eick. The only difference between Epc∗,y and Eick is the number of associated subgames, i.e., keks≥2 for E∗,ypc and ks=kefor Eick.

Above all, the theoretical analysis provides the foundation for constructing a heuris- tic decomposition algorithm, verified in the experimental results by comparing different methods in the following section. The potential suboptimal solution is complicated to be quantified since it is affected by the nonlinear lane-changing system’s unregular con- straints (i.e., collision cases). Specifically, the collision case in game Gj with decisions may not happen in decomposed subgames SGk,jwith the same combination of decisions since the decomposed games have fewer limitations due to fewer players. That directly causes inconsistent Nash equilibrium solutions between decomposed games SGk,j and

game Gj(i.e., cases of PCE and ICE). Therefore, the collision cases are compatible in both decomposed games SGk,jand game Gjonly when it is a CCE case. The incompat- ible collision cases relatively account for a small proportion of all the collision cases, resulting in more CCE cases than the other two. The hierarchical concept is introduced to update the cases of PCE and ICE. I.e., the part of consistent equilibrium with the most significant utility value can be considered as the leader, and the rest considered as the followers will be updated based on the selection of the leader. Thus, the actions (i.e., decisions) of vehicles (i.e., players) in a lane-changing system can be selected with a game theory-based decomposition algorithm (i.e., Algorithm5.2) according to the sur- rounding information. The decisions generated are either optimal (i.e., case of CCE) or close-to-optimal (i.e., case of PCE or ICE).