Distributed Nash equilibrium seeking for generalized convex games with shared constraints

In this paper, we deal with the problem of finding a Nash equilibrium for a generalized convex game. Each player is associated with a convex cost function and multiple shared constraints. Supposing that each player can exchange information with its neighbors via a connected undirected graph, the obj...

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Bibliographic Details
Main Authors: Sun, Chao, Hu, Guoqiang
Other Authors: School of Electrical and Electronic Engineering
Format: Conference or Workshop Item
Language:English
Published: 2018
Subjects:
Online Access:https://hdl.handle.net/10356/88132
http://hdl.handle.net/10220/45628
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Institution: Nanyang Technological University
Language: English
Description
Summary:In this paper, we deal with the problem of finding a Nash equilibrium for a generalized convex game. Each player is associated with a convex cost function and multiple shared constraints. Supposing that each player can exchange information with its neighbors via a connected undirected graph, the objective of this paper is to design a Nash equilibrium seeking law such that each agent minimizes its objective function in a distributed way. Consensus and singular perturbation theories are used to prove the stability of the system. A numerical example is given to show the effectiveness of the proposed algorithms.