Distributed Optimal Variational GNE Seeking in Merely Monotone GamesOACSTPCDEI
Distributed Optimal Variational GNE Seeking in Merely Monotone Games
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.
Wangli He;Yanzhen Wang
Key Laboratory of Smart Manufacturing in Energy Chemical Process,Ministry of Education,East China University of Science and Technology,Shanghai 200237,China
Distributed algorithmsequilibria selectiongeneral-ized Nash equilibrium(GNE)merely monotone games
《自动化学报（英文版）》 2024 (007)
1621-1630 / 10
This work was supported by the National Natural Science Foundation of China(Basic Science Center Program)(61988101),the Joint Fund of Ministry of Education for Equipment Pre-research(8091B022234),Shanghai International Science and Technology Cooperation Program(21550712400),Shanghai Pilot Program for Basic Research(22TQ1400100-3),the Fundamental Research Funds for the Central Universities,and Shanghai Artifcial Intelligence Laboratory.
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