2023/04/25 by Emilio Benenati, Benenati, Emilio, Wicak Ananduta +3 · 2 citations
Computer Science · Engineering · #FOS: Electrical engineering #Guidance and Control Systems #Optimization and Variational Analysis #Stochastic Gradient Optimization Techniques #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2304.12793
openalex publication_date 2023/04/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
To optimally select a generalized Nash equilibrium, in this paper, we propose a semi-decentralized algorithm based on a double-layer Tikhonov regularization method. Technically, we extend the Tikhonov method for equilibrium selection in non-generalized games to the generalized case by coupling it with the preconditioned forward-backward splitting, which guarantees linear convergence to the solutions of the inner layer problem and allows for a semi-decentralized implementation. We then establish a conceptual connection and draw a comparison between the proposed algorithm and the hybrid steepest descent method, the other known distributed framework for solving the selection problem.