Dynamic NE Seeking for Multi-Integrator Networked Agents with Disturbance Rejection

• Published in: arXiv.org
• Main Authors: Romano, Andrew R, Lacra Pavel
• Format: Paper Journal Article
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 06.03.2019
• Subjects: Computer Science - Systems and Control; Disturbances; Mathematics - Dynamical Systems; Mathematics - Optimization and Control; Reagents; Reduced order models
• ISSN: 2331-8422
• DOI: 10.48550/arxiv.1903.02587

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component, which is a reduced-order observer of the disturbance. We consider single-, double- and extensions to multi-integrator agents, in a partial-information setting, where agents have only partial knowledge on the others' decisions over a network. The lack of global information is offset by each agent maintaining an estimate of the others' states, based on local communication with its neighbours. Each agent has an additional dynamic component that drives its estimates to the consensus subspace. In all cases, we show convergence to the Nash equilibrium irrespective of disturbances. Our proofs leverage input-to-state stability under strong monotonicity of the pseudo-gradient and Lipschitz continuity of the extended pseudo-gradient.