Continuous-time integral dynamics for Aggregative Game equilibrium seeking
Optimization and Control
2018-03-29 v1 Computer Science and Game Theory
Systems and Control
Abstract
In this paper, we consider continuous-time semi-decentralized dynamics for the equilibrium computation in a class of aggregative games. Specifically, we propose a scheme where decentralized projected-gradient dynamics are driven by an integral control law. To prove global exponential convergence of the proposed dynamics to an aggregative equilibrium, we adopt a quadratic Lyapunov function argument. We derive a sufficient condition for global convergence that we position within the recent literature on aggregative games, and in particular we show that it improves on established results.
Cite
@article{arxiv.1803.10448,
title = {Continuous-time integral dynamics for Aggregative Game equilibrium seeking},
author = {Claudio De Persis and Sergio Grammatico},
journal= {arXiv preprint arXiv:1803.10448},
year = {2018}
}