A distributed generalized Nash equilibrium seeking algorithm based on extremum seeking control

Abstract

In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games with coupled equality constraint. The strategy of each agent is restricted by both the coupled inter-agent constraint and local inequality constraints. Thanks to the ESC, it is unnecessary to know the specific expressions of agents' cost functions and local constraints and to know the strategies of other agents for the implementation of the proposed GNE seeking algorithm. To deal with the coupled constraints, only the Lagrange multiplier is transmitted among agents with some prior information about the coupled constraints. Moreover, a diminishing dither signal is designed in the seeking algorithm to remove undesirable steady-state oscillations. The non-local convergence of the designed seeking algorithm is analyzed via the singular perturbation theory, averaging analysis and Lyapunov stability theory. Numerical examples are given to verify the effectiveness of our proposed method.