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Continuous-time integral dynamics for monotone aggregative games with coupling constraints (1805.03270v1)
Published 8 May 2018 in math.OC, cs.GT, cs.SY, and math.DS
Abstract: 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.