Distributed Generalized Nash Equilibrium Seeking for Monotone Generalized Noncooperative Games by a Regularized Penalized Dynamical System

In this work, we study the generalized Nash equilibrium (GNE, see Definition 1 ) seeking problem for monotone noncooperative games with set constraints and shared affine inequality constraints. A novel projected gradient-based regularized penalized dynamical system is proposed to solve issue. The idea use a differentiable penalty function time-varying parameter deal regularization term used ill-poseness caused by monotonicity assumption term. extends in literature system, which can be coupled Furthermore, propose distributed algorithm using leader-following consensus, where players have access neighboring information only. For both cases, asymptotic convergence least-norm variational of game proven. Numerical examples show effectiveness efficiency algorithms.