OCGTSYSYDSMay 8, 2018

Continuous-time integral dynamics for monotone aggregative games with coupling constraints

arXiv:1805.032706 citationsh-index: 44
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This work provides a theoretical convergence guarantee for equilibrium seeking in a class of games with coupling constraints, which is an incremental extension of existing methods.

We propose continuous-time integral dynamics for monotone aggregative games with coupling constraints and prove global convergence to a variational generalized aggregative or Nash equilibrium using Lyapunov arguments and invariance techniques.

We consider continuous-time equilibrium seeking in monotone aggregative games with coupling constraints. We propose semi-decentralized integral dynamics and prove their global convergence to a variational generalized aggregative or Nash equilibrium. The proof is based on Lyapunov arguments and invariance techniques for differential inclusions.

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