A Semi-Decentralized Tikhonov-based Algorithm for Optimal Generalized Nash Equilibrium Selection
Systems and Control
2023-04-26 v1 Systems and Control
Abstract
To optimally select a generalized Nash equilibrium, in this paper, we propose a semi-decentralized algorithm based on a double-layer Tikhonov regularization method. Technically, we extend the Tikhonov method for equilibrium selection in non-generalized games to the generalized case by coupling it with the preconditioned forward-backward splitting, which guarantees linear convergence to the solutions of the inner layer problem and allows for a semi-decentralized implementation. We then establish a conceptual connection and draw a comparison between the proposed algorithm and the hybrid steepest descent method, the other known distributed framework for solving the selection problem.
Cite
@article{arxiv.2304.12793,
title = {A Semi-Decentralized Tikhonov-based Algorithm for Optimal Generalized Nash Equilibrium Selection},
author = {Emilio Benenati and Wicak Ananduta and Sergio Grammatico},
journal= {arXiv preprint arXiv:2304.12793},
year = {2023}
}