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    This study introduces a novel algorithm for constrained online noncooperative games in multiagent systems, achieving sublinear dynamic regrets and constraint violations for generalized Nash equilibrium.

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    Area of Science:

    • Control Theory
    • Game Theory
    • Optimization

    Background:

    • Investigates complex multiagent systems with time-varying costs and constraints.
    • Addresses the novelty of online games over unbalanced digraphs, a gap in existing research.
    • Highlights the challenge of time-varying coupling nonlinear inequality constraints.

    Purpose of the Study:

    • To develop a distributed learning algorithm for seeking variational generalized Nash equilibrium (GNE) in constrained online noncooperative games.
    • To analyze the performance of the proposed algorithm in terms of dynamic regrets and constraint violations.
    • To demonstrate the algorithm's applicability through online electricity market games.

    Main Methods:

    • A distributed learning algorithm combining gradient descent, projection, and primal-dual methods.
    • Analysis of sublinear dynamic regrets and constraint violations.
    • Illustrative case study using online electricity market games.

    Main Results:

    • The proposed algorithm achieves sublinear dynamic regrets and constraint violations.
    • Successfully seeks the variational generalized Nash equilibrium (GNE) in the studied game settings.
    • Demonstrates practical utility in dynamic online market scenarios.

    Conclusions:

    • The developed algorithm offers an effective solution for constrained online noncooperative games over unbalanced digraphs.
    • Establishes theoretical guarantees for dynamic regrets and constraint violations.
    • Provides a valuable framework for analyzing and controlling complex multiagent systems in dynamic environments.