A continuous-time distributed generalized Nash equilibrium seeking algorithm over networks for double-integrator agents
Optimization and Control
2021-05-07 v2 Multiagent Systems
Systems and Control
Systems and Control
Abstract
We consider a system of single- or double integrator agents playing a generalized Nash game over a network, in a partial-information scenario. We address the generalized Nash equilibrium seeking problem by designing a fully-distributed dynamic controller, based on continuous-time consensus and primal-dual gradient dynamics. Our main technical contribution is to show convergence of the closed-loop system to a variational equilibrium, under strong monotonicity and Lipschitz continuity of the game mapping, by leveraging monotonicity properties and stability theory for projected dynamical systems.
Cite
@article{arxiv.1910.11608,
title = {A continuous-time distributed generalized Nash equilibrium seeking algorithm over networks for double-integrator agents},
author = {Mattia Bianchi and Sergio Grammatico},
journal= {arXiv preprint arXiv:1910.11608},
year = {2021}
}
Comments
Accepted to the ECC2020