An asynchronous distributed and scalable generalized Nash equilibrium seeking algorithm for strongly monotone games

Abstract In this paper, we present three distributed algorithms to solve a class of Generalized Nash Equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates the agents, while second and third (AD-GEED AD-GENO) represent asynchronous solutions that are robust communication delays. AD-GENO can be seen as refinement AD-GEED, since it only requires node auxiliary variables, enhancing scalability algorithm. Our main contribution prove convergence v-GNE variational-GNE (vGNE) game via an operator-theoretic approach. Finally, apply network Cournot games show how different activation sequences delays affect convergence. We also compare proposed state-of-the-art algorithm solving similar problem, observe outperforms it.