Distributed Optimal Variational GNE Seeking in Merely Monotone Games

doi:10.1109/JAS.2024.124284

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	Distributed Optimal Variational GNE Seeking in Merely Monotone Games
	Wangli He; Yanzhen Wang
发表期刊	IEEE/CAA Journal of Automatica Sinica
ISSN	2329-9266
	2024
卷号	11 期号:7 页码:1621-1630
摘要	In this paper, the optimal variational generalized Nash equilibrium (v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each agent is coupled through an affine constraint. A distributed algorithm based on the hybrid steepest descent method is first proposed to seek the optimal v-GNE. Then, an accelerated algorithm with relaxation is proposed and analyzed, which has the potential to further improve the convergence speed to the optimal v-GNE. Some sufficient conditions in both algorithms are obtained to ensure the global convergence towards the optimal v-GNE. To illustrate the performance of the algorithms, numerical simulation is conducted based on a networked Nash-Cournot game with bounded market capacities.
关键词	Distributed algorithms equilibria selection generalized Nash equilibrium (GNE) merely monotone games
DOI	10.1109/JAS.2024.124284
引用统计
文献类型	期刊论文
条目标识符	http://ir.ia.ac.cn/handle/173211/57306
专题	学术期刊_IEEE/CAA Journal of Automatica Sinica
推荐引用方式 GB/T 7714	Wangli He,Yanzhen Wang. Distributed Optimal Variational GNE Seeking in Merely Monotone Games[J]. IEEE/CAA Journal of Automatica Sinica,2024,11(7):1621-1630.
APA	Wangli He,&Yanzhen Wang.(2024).Distributed Optimal Variational GNE Seeking in Merely Monotone Games.IEEE/CAA Journal of Automatica Sinica,11(7),1621-1630.
MLA	Wangli He,et al."Distributed Optimal Variational GNE Seeking in Merely Monotone Games".IEEE/CAA Journal of Automatica Sinica 11.7(2024):1621-1630.

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