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arXiv · 1803.10448

Continuous-time integral dynamics for Aggregative Game equilibrium seeking

Claudio De Persis·Sergio Grammatico
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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.

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Claudio De Persis, Sergio Grammatico. 2018-03-28. Continuous-time integral dynamics for Aggregative Game equilibrium seeking. https://arxiv.org/abs/1803.10448

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