Distributed Nash equilibrium seeking for generalized convex games with shared constraints

• Main Authors: Sun, Chao, Hu, Guoqiang
• Other Authors: School of Electrical and Electronic Engineering
• Format: Conference or Workshop Item
• Language: English
• Published: 2018
• Subjects: Generalized Convex Game; Nash Equilibrium; DRNTU::Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/88132; http://hdl.handle.net/10220/45628
• Institution: Nanyang Technological University

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.