Continuous-time penalty methods for Nash equilibrium seeking of a nonsmooth generalized noncooperative game

• Main Authors: Sun, Chao, Hu, Guoqiang
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Electrical and electronic engineering; Multiagent System; Nash Equilibrium Seeking
• Online Access: https://hdl.handle.net/10356/159492
• Institution: Nanyang Technological University

In this article, we propose centralized and distributed continuous-time penalty methods to find a Nash equilibrium for a generalized noncooperative game with shared inequality and equality constraints and private inequality constraints that depend on the player itself. By using the ℓ1 penalty functi...