Multi-Timescale Distributed Approach to Generalized-Nash-Equilibrium Seeking in Noncooperative Nonconvex Games

Abstract

Dear Editor, The distributed generalized-Nash-equilibrium (GNE) seeking in noncooperative games with nonconvexity is the topic of this letter. Inspired by the sequential quadratic programming (SQP) method, a multi-timescale multi-agent system (MAS) is developed, and its convergence to a critical point of the game is proven. To illustrate the qualities and efficacy of the theoretical findings, a numerical example is elaborated.