A Payoff Dynamics Model for Equality-Constrained Population Games
Juan Martinez-Piazuelo, Nicanor Quijano, Carlos Ocampo‐Martínez
Abstract
This letter proposes a novel form of continuous-time evolutionary game dynamics for generalized Nash equilibrium seeking in equality-constrained population games. Using Lyapunov stability theory and duality theory, we provide sufficient conditions to guarantee the asymptotic stability, non-emptiness, compactness, and optimality of the equilibria set of the proposed dynamics for certain population games. Moreover, we illustrate our theoretical developments through a numerical simulation of an equality-constrained congestion game.
Topics & Concepts
Mathematical economicsStochastic gameNash equilibriumStability (learning theory)PopulationBest responseCompact spaceMathematicsSet (abstract data type)Lyapunov stabilityGame theoryMathematical optimizationLyapunov functionDuality (order theory)Exponential stabilityApplied mathematicsComputer scienceNonlinear systemDiscrete mathematicsPure mathematicsArtificial intelligenceDemographyPhysicsSociologyMachine learningProgramming languageQuantum mechanicsControl (management)Mathematical and Theoretical Epidemiology and Ecology ModelsEvolutionary Game Theory and CooperationGame Theory and Applications