Continuous-time integral dynamics for monotone aggregative games

Activity: Talk or presentationProfessional

Claudio De Persis - Speaker

abstract seminar:
Aggregative games model inter-dependent optimal decision making problems by noncooperative agents, where the decision of each agent is affected by some aggregate effect of all the agents.

Solutions of interest to these games are aggregative and Nash equilibria, for whose computation algorithms have been proposed since the 1960s. Within the literature on equilibrium seeking for aggregative games, most of the results have focused on discrete-time algorithms, where tuning the step-size is typically a hard task.

In this talk, inspired by system-theoretic notions such as passivity, we present a simple continuous-time semi-decentralised integral control action that computes generalised aggregative and Nash equilibria. The proof is based on Lyapunov stability arguments for maximally monotone differential inclusions.

External organisation (Academic Institute)

NameLinkoping University, department of Electrical Engineering

ID: 75380762