A Semi-Decentralized Tikhonov-Based Algorithm for Optimal Generalized Nash Equilibrium Selection

Conference paper (2023)

Authors

E. Benenati Team Sergio Grammatico - Mechanical, Maritime and Materials Engineering
W. Ananduta Team Sergio Grammatico - Mechanical, Maritime and Materials Engineering
S. Grammatico Team Sergio Grammatico - Mechanical, Maritime and Materials Engineering ,
Research Group
Team Sergio Grammatico (Mechanical, Maritime and Materials Engineering) (TU Delft)
Copyright: © 2023 E. Benenati, W. Ananduta, S. Grammatico
DOI: https://doi.org/10.1109/CDC49753.2023.10383583
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Published Date

2023

Language

English

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Faculty

Mechanical, Maritime and Materials Engineering

Department

Delft Center for Systems and Control

Research Group

Team Sergio Grammatico

Abstract

To optimally select a generalized Nash equilibrium, in this paper, we consider a semi-decentralized algorithm based on a double-layer Tikhonov regularization algorithm. Technically, we extend the Tikhonov method for equilibrium selection to generalized games. Next, we couple such an algorithm with the preconditioned forward-backward splitting, which guarantees linear convergence to a solution of the inner layer problem and allows for a semi-decentralized implementation. We then establish a conceptual connection and draw a comparison between the considered algorithm and the hybrid steepest descent method, the other known distributed approach for solving the equilibrium selection problem.

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