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Continuous-time integral dynamics for monotone aggregative games with coupling constraints

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arxiv 1805.03270 v1 pith:J6MUCI3G submitted 2018-05-08 math.OC cs.GTcs.SYeess.SYmath.DS

Continuous-time integral dynamics for monotone aggregative games with coupling constraints

classification math.OC cs.GTcs.SYeess.SYmath.DS
keywords aggregativeconstraintscontinuous-timecouplingdynamicsequilibriumgamesintegral
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We consider continuous-time equilibrium seeking in monotone aggregative games with coupling constraints. We propose semi-decentralized integral dynamics and prove their global convergence to a variational generalized aggregative or Nash equilibrium. The proof is based on Lyapunov arguments and invariance techniques for differential inclusions.

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