Fixed-Time Nash Equilibrium Seeking in Time-Varying Networks

被引:34
作者
Poveda, Jorge I. [1 ,2 ]
Krstic, Miroslav [3 ]
Basar, Tamer [4 ]
机构
[1] Univ Colorado, Boulder, CO 80309 USA
[2] Univ Calif San Diego, Elect & Comp Engn Dept, La Jolla, CA 92093 USA
[3] Univ Calif San Diego, Dept Mech & Aerosp Engn, La Jolla, CA 92093 USA
[4] Univ Illinois, Dept Elect & Comp Engn, Champaign, IL 61820 USA
关键词
Extremum seeking; learning in games; Nash equilibria; noncooperative games; LIE BRACKET APPROXIMATION; PERTURBED HYBRID SYSTEMS; EXTREMUM; ALGORITHMS; DESIGN; GAMES;
D O I
10.1109/TAC.2022.3168527
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this article, we introduce first-order and zeroth-order Nash equilibrium seeking dynamics with fixed-time and practical fixed-time convergence certificates for noncooperative games having finitely many players. The first-order algorithms achieve exact convergence to the Nash equilibrium of the game in a finite time that can be additionally upper bounded by a constant that is independent of the initial conditions of the actions of the players. Moreover, these fixed-time bounds can be prescribed a priori by the system designer under an appropriate tuning of the parameters of the algorithms. When players have access only to measurements of their cost functions, we consider a class of distributed multitime scale zeroth-order model-free adaptive dynamics that achieve semiglobal practical fixed-time stability, qualitatively preserving the fixed-time bounds of the first-order dynamics as the time scale separation increases. Moreover, by leveraging the property of fixed-time input-to-state stability, further results are obtained for mixed games where some of the players implement different seeking dynamics. Fast and slow switching communication graphs are also incorporated using tools from hybrid systems. We consider potential games as well as general nonpotential strongly monotone games. Numerical examples illustrate our results.
引用
收藏
页码:1954 / 1969
页数:16
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