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Continuous-Time Damping-Based Mirror Descent for a Class of Non-Convex Multi-Player Games with Coupling Constraints
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-0698-7910
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control). KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-9940-5929
Research Institute for Intelligent Autonomous Systems, Tongji University, Department of Control Science and Engineering, Shanghai, China, 210201.
2024 (English)In: 2024 IEEE 18th International Conference on Control and Automation, ICCA 2024, Institute of Electrical and Electronics Engineers (IEEE) , 2024, p. 12-17Conference paper, Published paper (Refereed)
Abstract [en]

We study the computation of the global generalized Nash equilibrium (GNE) for a class of non-convex multi-player games, where players' actions are subject to both local and coupling constraints. Due to the non-convex payoff functions, we employ canonical duality to reformulate the setting as a complementary problem. Under given conditions, we reveal the relation between the stationary point and the global GNE. According to the convex-concave properties within the complementary function, we propose a continuous-time mirror descent to compute GNE by generating functions in the Bregman divergence and the damping-based design. Then, we devise several Lyapunov functions to prove that the trajectory along the dynamics is bounded and convergent.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2024. p. 12-17
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-351967DOI: 10.1109/ICCA62789.2024.10591845ISI: 001294388500003Scopus ID: 2-s2.0-85200361248OAI: oai:DiVA.org:kth-351967DiVA, id: diva2:1890184
Conference
18th IEEE International Conference on Control and Automation, ICCA 2024, Reykjavik, Iceland, Jun 18 2024 - Jun 21 2024
Note

QC 20241119

Part of ISBN [9798350354409]

Available from: 2024-08-19 Created: 2024-08-19 Last updated: 2024-11-19Bibliographically approved

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Chen, GuanpuCao, KunJohansson, Karl H.

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