arXiv · 2304.12793
A Semi-Decentralized Tikhonov-based Algorithm for Optimal Generalized Nash Equilibrium Selection
Abstract
To optimally select a generalized Nash equilibrium, in this paper, we propose a semi-decentralized algorithm based on a double-layer Tikhonov regularization method. Technically, we extend the Tikhonov method for equilibrium selection in non-generalized games to the generalized case by coupling it with the preconditioned forward-backward splitting, which guarantees linear convergence to the solutions of the inner layer problem and allows for a semi-decentralized implementation. We then establish a conceptual connection and draw a comparison between the proposed algorithm and the hybrid steepest descent method, the other known distributed framework for solving the selection problem.
Explore related subjects
Keep this discovery
Emilio Benenati, Wicak Ananduta, Sergio Grammatico. 2023-04-25. A Semi-Decentralized Tikhonov-based Algorithm for Optimal Generalized Nash Equilibrium Selection. https://arxiv.org/abs/2304.12793
Cite the original work for its findings. Save a collection to share your selection of sources.