Distributed Optimal Variational GNE Seeking in Merely Monotone Games  

作　　者：Wangli He Yanzhen Wang 

机构地区：[1]IEEE [2]the Key Laboratory of Smart Manufacturing in Energy Chemical Process,Ministry of Education,East China University of Science and Technology,Shanghai 200237,China

出　　处：《IEEE/CAA Journal of Automatica Sinica》2024年第7期1621-1630,共10页自动化学报（英文版）

基　　金：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;Shanghai Artifcial Intelligence Laboratory。

摘　　要：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 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.

关 键 词：Distributed algorithms equilibria selection generalized Nash equilibrium(GNE) merely monotone games 

分 类 号：O225[理学—运筹学与控制论]