Abstract:
In this paper, we consider the continuous-time Nash equilibrium seeking problem with time-varying payoff functions. To solve the problem, we first propose an extended ver...Show MoreMetadata
Abstract:
In this paper, we consider the continuous-time Nash equilibrium seeking problem with time-varying payoff functions. To solve the problem, we first propose an extended version of distributed gradient play algorithms using exact real-time gradients. Then, we discuss its performance from the perspective of online computation, and show that the proposed algorithm can lead to some small dynamic regret providing that the real-time Nash equilibrium does not change too fast. We finally provide a numerical example to illustrate our design.
Published in: 2024 14th Asian Control Conference (ASCC)
Date of Conference: 05-08 July 2024
Date Added to IEEE Xplore: 19 September 2024
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Conference Location: Dalian, China