Adaptively Distributed Nash Equilibrium Seeking of Noncooperative Games for Uncertain Heterogeneous Linear Multi-Agent Systems

Abstract

This paper presents the design of adaptively distributed Nash Equilibrium (NE) seeking algorithms in noncooperative games for heterogeneous general linear multi-agent systems (MASs) under unknown unmodeled dynamics and bounded disturbances. Different from existing works that only consider single or multiple integrators, we aim to steer agents' outputs of MASs with nonidentical dynamics to the NE in a distributed way and not needing known information on the Lipschitz and monotone constants of pseudo-gradients as well as the algebraic connectivity of the graph. To overcome difficulties brought by heterogeneous dynamics and NE seeking requirements, we first present an adaptively distributed NE seeking algorithm that can tune on-line the edges of graphs to solve the studied problem. By leveraging monotone and matrix properties, the global asymptotic convergence to the NE is obtained. Moreover, this design is extended to develop another adaptively distributed NE seeking algorithm to tackle the impact of unknown dynamics and disturbances. Two exam -ples with numerical simulation results are provided to illustrate the effectiveness of the developed NE seeking algorithms.