Autor: |
Tang, Jingran Cheng, Menggang Chen, Huaqing Li, Yawei Shi, Zhongzheng Wang, Jialong |
Jazyk: |
angličtina |
Rok vydání: |
2023 |
Předmět: |
|
Zdroj: |
Applied Sciences; Volume 13; Issue 12; Pages: 7058 |
ISSN: |
2076-3417 |
DOI: |
10.3390/app13127058 |
Popis: |
This paper develops an algorithm for solving the generalized Nash equilibrium problem (GNEP) in non-cooperative games. The problem involves a set of players, each with a cost function that depends on their own decision as well as the decisions of other players. The goal is to find a decision vector that minimizes the cost for each player. Unlike most of the existing algorithms for GNEP, which require full information exchange among all players, this paper considers a more realistic scenario where players can only communicate with a subset of players through a connectivity graph. The proposed algorithm enables each player to estimate the decisions of other players and update their own and others’ estimates through local communication with their neighbors. By introducing a network Lagrangian function and applying the Douglas-Rachford splitting method (DR), the GNEP is reformulated as a zero-finding problem. It is shown that the DR method can find the generalized Nash equilibrium (GNE) of the original problem under some mild conditions. |
Databáze: |
OpenAIRE |
Externí odkaz: |
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