Distributed algorithm for generalized Nash equilibria seeking of network aggregative game
Guanpu Chen, Xianlin Zeng, Peng Yi, Yiguang Hong · 2017
This paper concentrates on seeking the generalized Nash equilibria of network aggregative games by using a distributed continuous-time algorithm. By considering the variational inequality related to the problem, we design a distributed algorithm seeking the variational equilibria, which are practically an essential part of generalized Nash equilibrium points. Then the novel distributed projected continuous-time algorithm is proved to find the variational equilibrium (some special generalized Nash equilibria) under mild conditions. Finally, the algorithm is applied to a numerical example to show its efficacy.