Publication
Generalized Nash equilibrium seeking in population games under the Brown-von Neumann-Nash dynamics
Conference Article
Conference
European Control Conference (ECC)
Edition
2022
Pages
2161-2166
Doc link
https://doi.org/10.23919/ECC55457.2022.9838437
File
Abstract
This paper investigates the problem of generalized Nash equilibrium (GNE) seeking in population games under the Brown-von Neumann-Nash dynamics and subject to general affine equality constraints. In particular, we consider that the payoffs perceived by the decision-making agents are provided by a so-called payoff dynamics model (PDM), and we show that an appropriate PDM effectively steers the agents to a GNE. More formally, using Lyapunov stability theory, we provide sufficient conditions to guarantee the asymptotic stability of the set of generalized Nash equilibria of the game, for the case when the game is a so-called stable game (also known as contractive game). Furthermore, we illustrate the application of the considered framework to an energy market game considering coupled equality constraints over the players decisions.
Categories
automation, control theory, optimisation.
Author keywords
game theory
Scientific reference
J.P. Martínez, C. Ocampo-Martínez and N. Quijano. Generalized Nash equilibrium seeking in population games under the Brown-von Neumann-Nash dynamics, 2022 European Control Conference, 2022, London,United Kingdom, pp. 2161-2166.
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