论文标题
分布式NASH平衡寻求单调通用非合作游戏通过正规罚款方法
Distributed Nash Equilibrium Seeking for Monotone Generalized Noncooperative Games by a Regularized Penalty Method
论文作者
论文摘要
在这项工作中，我们研究了具有固定限制和共享仿射不平等约束的单调通用非合作游戏的分布式NASH均衡寻求问题。提出了分布式的正规惩罚方法。这个想法是使用与时变惩罚参数的可区分惩罚函数来处理不平等约束。随时间变化的正规化项用于处理由单调性假设和随时间变化的惩罚项引起的不良设置。证明了与游戏最小值变异平衡的渐近收敛已得到证明。数值示例显示了拟议算法的有效性和效率。
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.
