Time-varying constrained proximal type dynamics in multi-agent network games
Abstract
In this paper, we study multi-agent network games subject to affine time-varying coupling constraints and a time-varying communication network. We focus on the class of games adopting proximal dynamics and study their convergence to a persistent equilibrium. The assumptions considered to solve the problem are discussed and motivated. We develop an iterative equilibrium seeking algorithm, using only local information, that converges to a special class of game equilibria. Its derivation is motivated by several examples, showing that the original game dynamics fail to converge. Finally, we apply the designed algorithm to solve a constrained consensus problem, validating the theoretical results.
Cite
@article{arxiv.1911.08443,
title = {Time-varying constrained proximal type dynamics in multi-agent network games},
author = {Carlo Cenedese and Giuseppe Belgioioso and Sergio Grammatico and Ming Cao},
journal= {arXiv preprint arXiv:1911.08443},
year = {2019}
}
Comments
This paper has been submitted to 2020 European Control Conference (ECC)