A payoff dynamics model for generalized Nash equilibrium seeking in population games
| Autor: | Juan Martinez-Piazuelo, Nicanor Quijano, Carlos Ocampo-Martinez |
|---|---|
| Přispěvatelé: | Universitat Politècnica de Catalunya. Doctorat en Automàtica, Robòtica i Visió, Universitat Politècnica de Catalunya. Departament d'Enginyeria de Sistemes, Automàtica i Informàtica Industrial, Universitat Politècnica de Catalunya. SAC - Sistemes Avançats de Control |
| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Předmět: |
Nonlinear models
Payoff dynamics models Informàtica::Automàtica i control [Àrees temàtiques de la UPC] Control and Systems Engineering Evolutionary dynamics models Electrical and Electronic Engineering Jocs Teoria de Matemàtiques i estadística::Investigació operativa::Teoria de jocs [Àrees temàtiques de la UPC] Game theory |
| Zdroj: | UPCommons. Portal del coneixement obert de la UPC Universitat Politècnica de Catalunya (UPC) |
| Popis: | This paper studies the problem of generalized Nash equilibrium seeking in population games under general affine equality and convex inequality constraints. In particular, we design a novel payoff dynamics model to steer the decision-making agents to a generalized Nash equilibrium of the underlying game, i.e., to a self-enforceable state where the constraints are satisfied and no agent has incentives to unilaterally deviate from her selected strategy. Moreover, using Lyapunov stability theory, we provide sufficient conditions to guarantee the asymptotic stability of the corresponding equilibria set in stable population games. Auxiliary results characterizing the properties of the equilibria set are also provided for general continuous population games. Furthermore, our theoretical developments are numerically validated on a Cournot game considering various market-related and production-related constraints. Juan Martinez-Piazuelo gratefully acknowledges the Universitat Politècnica de Catalunya, Spain and Banco Santander, Spain for the financial support of his predoctoral grant FPI-UPC, Spain . In addition, the authors would like to thank the project PID2020-115905RB-C21 (L-BEST) funded by MCIN/ AEI /10.13039/501100011033 for supporting this research. Finally, Nicanor Quijano would like to thank the UK-PACT Project (2019-2021), Systemic perspectives on low-carbon cities in Colombia – An integrated urban modelling approach for policy and regulatory analysis. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|