An extremum seeking algorithm for monotone Nash equilibrium problems

2021/09/16 by Suad Krilašević, Krilašević, Suad, Sergio Grammatico +1
Computer Science · Engineering · #Adaptive Dynamic Programming Control #Extremum Seeking Control Systems #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2109.07975

openalex publication_date 2021/09/16 · openalex created_date 2022/07/23 · openalex updated_date 2026/07/28

Abstract

In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking algorithm which converges to the set of Nash equilibria in a semi-global practical sense. Finally, we present two simulation examples. The first shows that the standard extremum seeking algorithm fails, while ours succeeds in reaching NE. In the second, we simulate an allocation problem with fixed demand.

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