Nash equilibrium seeking with prescribed performance
Chao Sun1
Guoqiang Hu2
1.Continental-NTU Corporate Lab,Nanyang Technological University,639798 Nanyang,Singapore2.Continental-NTU Corporate Lab,Nanyang Technological University,639798 Nanyang,Singapore;School of Electrical and Electronic Engineering,Nanyang Technological University,639798 Nanyang,Singapore
摘要：In this work,we study a Nash equilibrium(NE)seeking problem for strongly monotone non-cooperative games with prescribed performance.Unlike general NE seeking algorithms,the proposed prescribed-performance NE seeking laws ensure that the convergence error evolves within a predefined region.Thus,the settling time,convergence rate,and maximum overshoot of the algorithm can be guaranteed.First,we develop a second-order Newton-like algorithm that can guarantee prescribed performance and asymptotically converge to the NE of the game.Then,we develop a first-order gradient-based algorithm.To remove some restrictions on this first-order algorithm,we propose two discontinuous dynamical system-based algorithms using tools from non-smooth analysis and adaptive control.We study the special case in optimization problems.Then,we investigate the robustness of the algorithms.It can be proven that the proposed algorithms can guarantee asymptotic convergence to the Nash equilibrium with prescribed performance in the presence of bounded disturbances.Furthermore,we consider a second-order dynamical system solution.The simulation results verify the effectiveness and efficiency of the algorithms,in terms of their convergence rate and disturbance rejection ability.
机标关键词：nashwithequilibriumperformanceprescribedseeking
论文发表日期：2023-08-05
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：11( 437-447 )
英文信息