Distributed Nash equilibrium seeking for quadratic games in discrete-time systems with bounded control inputs

Abstract

This paper considers the distributed Nash equilibrium seeking problem for quadratic games in discrete-time systems with bounded control inputs. First, a saturation gradient algorithm is proposed to seek the Nash equilibrium without considering the limitations of communication. Then the case that players can only communicate with their neighbors is considered, a distributed Nash equilibrium seeking algorithm is designed where a consensus protocol is adapted for information sharing. In the proposed distributed algorithm, each player has an estimate on others’ actions and the consensus of players’ estimates is achieved. By Lyapunov stability theory for discrete-time systems, it is shown that the Nash equilibrium of the game is globally asymptotically stable under certain conditions. Moreover, distributed Nash equilibrium seeking problem in hybrid systems with bounded control inputs is solved. Finally, two numerical examples are presented to verify the effectiveness of the proposed algorithms.