FALCON algorithm solves non-convex partially-decoupled GNEPs via SCP and potential games, claiming global convergence to open-loop Nash equilibria under mild assumptions.
Algorithms for overcoming the curse of dimensionality for certain Hamilton–Jacobi equations arising in control theory and elsewhere,
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A Fast Convergent Algorithm for Solving Non-convex Partially-Decoupled Generalized Nash Equilibrium Problems
FALCON algorithm solves non-convex partially-decoupled GNEPs via SCP and potential games, claiming global convergence to open-loop Nash equilibria under mild assumptions.