Multi-Timescale Distributed Approach to Generalized-Nash-Equilibrium Seeking in Noncooperative Nonconvex Games

Dear Editor, The distributed generalized-Nash-equilibrium (GNE) seeking in noncooperative games with nonconvexity is the topic of this letter. Inspired by the sequential quadratic programming (SQP) method, a multi-timescale multi-agent system (MAS) is developed, and its convergence to a critical poi...

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Veröffentlicht in:IEEE/CAA journal of automatica sinica 2024-03, Vol.11 (3), p.791-793
Hauptverfasser: Huang, Banghua, Liu, Yang, Kou, Kit Ian, Gui, Weihua
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creator Huang, Banghua
Liu, Yang
Kou, Kit Ian
Gui, Weihua
description Dear Editor, The distributed generalized-Nash-equilibrium (GNE) seeking in noncooperative games with nonconvexity is the topic of this letter. Inspired by the sequential quadratic programming (SQP) method, a multi-timescale multi-agent system (MAS) is developed, and its convergence to a critical point of the game is proven. To illustrate the qualities and efficacy of the theoretical findings, a numerical example is elaborated.
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subjects Critical point
Game theory
Games
Multiagent systems
Quadratic programming
Time
title Multi-Timescale Distributed Approach to Generalized-Nash-Equilibrium Seeking in Noncooperative Nonconvex Games
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