Distributed Optimal Variational GNE Seeking in Merely Monotone Games
文献类型：期刊论文
| 作者 | Wangli He; Yanzhen Wang |
| 刊名 | IEEE/CAA Journal of Automatica Sinica
 |
| 出版日期 | 2024 |
| 卷号 | 11期号:7页码:1621-1630 |
| 关键词 | Distributed algorithms equilibria selection generalized Nash equilibrium (GNE) merely monotone games |
| ISSN号 | 2329-9266 |
| DOI | 10.1109/JAS.2024.124284 |
| 英文摘要 | 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. |
| 源URL | [http://ir.ia.ac.cn/handle/173211/57306]  |
| 专题 | 自动化研究所_学术期刊_IEEE/CAA Journal of Automatica Sinica |
| 推荐引用方式 GB/T 7714 | Wangli He,Yanzhen Wang. Distributed Optimal Variational GNE Seeking in Merely Monotone Games[J]. IEEE/CAA Journal of Automatica Sinica,2024,11(7):1621-1630. |
| APA | Wangli He,&Yanzhen Wang.(2024).Distributed Optimal Variational GNE Seeking in Merely Monotone Games.IEEE/CAA Journal of Automatica Sinica,11(7),1621-1630. |
| MLA | Wangli He,et al."Distributed Optimal Variational GNE Seeking in Merely Monotone Games".IEEE/CAA Journal of Automatica Sinica 11.7(2024):1621-1630. |
入库方式： OAI收割
来源：自动化研究所
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