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arXiv · 2010.13078

Distributed Nash Equilibrium Seeking for Monotone Generalized Noncooperative Games by a Regularized Penalty Method

Chao Sun·Guoqiang Hu
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Abstract

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The idea is to use a differentiable penalty function with a time-varying penalty parameter to deal with the inequality constraints. A time-varying regularization term is used to deal with the ill-poseness caused by the monotonicity assumption and the time-varying penalty term. The asymptotic convergence to the least-norm variational equilibrium of the game is proven. Numerical examples show the effectiveness and efficiency of the proposed algorithm.

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BibTeXRIS

Chao Sun, Guoqiang Hu. 2020-10-25. Distributed Nash Equilibrium Seeking for Monotone Generalized Noncooperative Games by a Regularized Penalty Method. https://doi.org/10.1109/tcyb.2021.3087663

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