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Online Nash Equilibrium Seeking with Time-Varying Payoff Functions | IEEE Conference Publication | IEEE Xplore

Online Nash Equilibrium Seeking with Time-Varying Payoff Functions


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 More

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.
Date of Conference: 05-08 July 2024
Date Added to IEEE Xplore: 19 September 2024
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Conference Location: Dalian, China

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