On distributed equilibrium seeking for generalized convex games
Minghui Zhu, Emilio Frazzoli · 2012
This paper considers a class of generalized convex games where each player is associated with a convex objective function, a private convex inequality constraint and a private convex constraint set. The component functions are potentially non-smooth. The players aim to compute a Nash equilibrium through communicating with neighboring players. We study two distributed computation algorithms and show their convergence properties in the presence of data transmission delays and dynamic changes of network topologies.