标题： 基于正则化惩罚方法的单调广义非合作博弈的分布式纳什均衡寻求 显示英文标题

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

摘要： 在本工作中，我们研究具有集合约束和共享仿射不等式约束的单调广义非合作博弈的分布式纳什均衡寻求问题。提出了一种分布式正则化惩罚方法。其思想是使用一个可微的惩罚函数和一个时变惩罚参数来处理不等式约束。使用一个时变正则化项来处理由于单调性假设和时变惩罚项引起的不适定性。证明了对博弈的最小范数变分平衡的渐近收敛性。数值示例展示了所提出算法的有效性和效率。 显示英文摘要

摘要： 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.