Distributed Nash Equilibrium Seeking for Monotone Generalized Noncooperative Games by a Regularized Penalty Method

DOI10.1109/TCYB.2021.3087663arXiv2010.13078MaRDI QIDQ6352175FDOQ6352175

Publication date: 25 October 2020

Abstract: In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The idea is to use a differentiable penalty function with a time-varying penalty parameter to deal with the inequality constraints. A time-varying regularization term is used to deal with the ill-poseness caused by the monotonicity assumption and the time-varying penalty term. The asymptotic convergence to the least-norm variational equilibrium of the game is proven. Numerical examples show the effectiveness and efficiency of the proposed algorithm.

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