Distributed generalized Nash equilibrium seeking for noncooperative games with unknown cost functions
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Distributed generalized Nash equilibrium seeking for noncooperative games with unknown cost functions
Abstract: In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games with coupled equality constraint. The strategy of each agent is restricted by both the coupled inter-agent constraint and local inequality constraints. Thanks to the ESC, it is unnecessary to know the specific expressions of agents' cost functions and local constraints and to know the strategies of other agents for the implementation of the proposed GNE seeking algorithm. To deal with the coupled constraints, only the Lagrange multiplier is transmitted among agents with some prior information about the coupled constraints. Moreover, a diminishing dither signal is designed in the seeking algorithm to remove undesirable steady-state oscillations. The non-local convergence of the designed seeking algorithm is analyzed via the singular perturbation theory, averaging analysis and Lyapunov stability theory. Numerical examples are given to verify the effectiveness of our proposed method.
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Cited in
(11)- Distributed generalized Nash equilibrium seeking algorithm for nonsmooth aggregative games
- Distributed Nash Equilibrium Seeking With Limited Cost Function Knowledge via a Consensus-Based Gradient-Free Method
- On Distributed Generalized Nash Equilibrium Seeking
- Distributed generalized Nash equilibrium seeking: a backward-reflected-forward-backward-based algorithm
- An adaptive generalized Nash equilibrium seeking algorithm under high-dimensional input dead-zone
- Distributed Nash equilibrium seeking in noncooperative game with partial decision information of neighbors
- Distributed Nash equilibrium seeking for multi-agent systems with uncertainty in the cost function
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- Intermittent dynamic event-triggered optimal control for networked control systems with input saturation
- Robust distributed Nash equilibrium seeking under switching topologies via fixed-time observer
- Resilient cooperative NE control for high-order nonlinear MASs under FDI and DoS attacks
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