首页|Distributed Optimal Variational GNE Seeking in Merely Monotone Games

Distributed Optimal Variational GNE Seeking in Merely Monotone Games

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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 suf-ficient 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 con-ducted based on a networked Nash-Cournot game with bounded market capacities.

Distributed algorithmsequilibria selectiongeneral-ized Nash equilibrium(GNE)merely monotone games

Wangli He、Yanzhen Wang

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Key Laboratory of Smart Manufacturing in Energy Chemical Process,Ministry of Education,East China University of Science and Technology,Shanghai 200237,China

National Natural Science Foundation of China(Basic Science Center Program)Joint Fund of Ministry of Education for Equipment PreresearchShanghai International Science and Technology Cooperation ProgramShanghai Pilot Program for Basic ResearchFundamental Research Funds for the Central Universities,and Shanghai Artifcial Intelligence Laboratory

619881018091B0222342155071240022TQ1400100-3

2024

10.1109/JAS.2024.124284

自动化学报(英文版)
中国自动化学会,中国科学院自动化研究所,中国科技出版传媒股份有限公司

自动化学报(英文版)

CSTPCDEI
ISSN：2329-9266
年,卷(期)：2024.11(7)