A decentralized strategy for generalized Nash equilibrium with linear coupling constraints

Ping Liu, Zao Fu, Jinde Cao, Yun Wei, Jianhua Guo and Wei Huang

Mathematics and Computers in Simulation (MATCOM), 2020, vol. 171, issue C, 221-232

Abstract: In this paper, we proposed a continuous-time distributed algorithm based on the operator splitting method to search the generalized Nash equilibrium in non-cooperative game. For the considered problem, the local objective function of each player is effected by other players’ strategies within a local area network, meanwhile the local feasible strategy sets of players are coupled with each other over an undirected connected graph. The global linear inequality and equality constraints are employed to describe this relationship. With variational inequality theory, projection operator theory and Lyapunov stability theory, the convergence of the proposed decentralized algorithm is analyzed. Finally, a numerical example is formulated to verify the effectiveness of the proposed algorithm.

Keywords: Generalized Nash game; Normalized Nash equilibrium; Distributed Nash equilibrium seeking algorithm (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:171:y:2020:i:c:p:221-232

DOI: 10.1016/j.matcom.2019.06.004

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