Distributed GNE Seeking under Global-Decision and Partial-Decision Information over Douglas-Rachford Splitting Method

This paper develops an algorithm for solving the generalized Nash equilibrium problem (GNEP) in non-cooperative games. The involves a set of players, each with cost function that depends on their own decision as well decisions other players. goal is to find vector minimizes player. Unlike most existing algorithms GNEP, which require full information exchange among all this considers more realistic scenario where players can only communicate subset through connectivity graph. proposed enables player estimate and update others’ estimates local communication neighbors. By introducing network Lagrangian applying Douglas-Rachford splitting method (DR), GNEP reformulated zero-finding problem. It shown DR (GNE) original under some mild conditions.