A Unified Distributed Algorithm for Non-cooperative Games with Non-convex and Non-differentiable Obj

来源 :2014 Workshop on Optimization for Modern Computation(现代计算优化研 | 被引量 : 0次 | 上传用户:chensheng76
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We present a uni ed framework for the design and analysis of distributed al-gorithm for computing first-order stationary solutions of non-cooperative games with non-differentiable player objective functions.These games are closely as-sociated with multi-agent optimization wherein a large number of selfish players compete non-cooperatively to optimize their individual objectives under various constraints.
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