Fixed-Time Nash Equilibrium Seeking in Non-Cooperative Games

Jorge I. Poveda, Miroslav Krstic, Tamer Basar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a \mathcal{K}\mathcal{L} function with a settling time that can be upper bounded by a positive constant that is independent of the initial conditions of the players, and which can be prescribed a priori by the system designer. The dynamics are model-free, in the sense that the mathematical forms of the cost functions of the players are unknown. Instead, in order to update its own action, each player needs to have access only to real-time evaluations of its own cost, as well as to auxiliary states of neighboring players characterized by a communication graph. Stability and convergence properties are established for both potential games and strongly monotone games. Numerical examples are presented to illustrate our theoretical results.

Original languageEnglish (US)
Title of host publication2020 59th IEEE Conference on Decision and Control, CDC 2020
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3514-3519
Number of pages6
ISBN (Electronic)9781728174471
DOIs
StatePublished - Dec 14 2020
Externally publishedYes
Event59th IEEE Conference on Decision and Control, CDC 2020 - Virtual, Jeju Island, Korea, Republic of
Duration: Dec 14 2020Dec 18 2020

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2020-December
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference59th IEEE Conference on Decision and Control, CDC 2020
Country/TerritoryKorea, Republic of
CityVirtual, Jeju Island
Period12/14/2012/18/20

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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