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Distributed Optimal Variational GNE Seeking in Merely Monotone Games
Wangli He; Yanzhen Wang
Source PublicationIEEE/CAA Journal of Automatica Sinica
AbstractIn 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.
KeywordDistributed algorithms equilibria selection generalized Nash equilibrium (GNE) merely monotone games
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Document Type期刊论文
Collection学术期刊_IEEE/CAA Journal of Automatica Sinica
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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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