Nash Equilibrium Seeking for Games in Second-order Systems without Velocity Measurement

TL;DR

This paper develops and analyzes velocity-free Nash equilibrium seeking strategies for second-order systems, using estimators and filters to handle unmeasurable velocities, with proven convergence and practical extensions.

Contribution

It introduces two novel velocity-free strategies for second-order games, employing observers and filters, with extensions to distributed networks and stability proofs.

Findings

Players' actions converge to Nash equilibrium

Velocities are driven to zero under the proposed strategies

Strategies are applicable to networked and distributed systems

Abstract

The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for feedback control in practical engineering systems, this paper supposes that the velocity signals are not accessible for the players. To deal with the absence of velocity measurements, two estimators are designed, based on which Nash equilibrium seeking strategies are constructed. The first strategy is established by employing an observer, which has the same order as the players' dynamics, to estimate the unavailable system states (e.g., the players' velocities). The second strategy is designed based on a high-pass filter and is motivated by the incentive to reduce the order of the closed-loop system which in turn reduces the computation costs of the seeking algorithm. Extensions to Nash equilibrium seeking for networked games are provided. Taking the advantages of leader-following consensus protocols, it turns out that both the observer-based method and the filter-based method can be adapted to deal with games in distributed systems, which shows the extensibility of the developed strategies. Through Lyapunov stability analysis, it is analytically proven that the players' actions can be regulated to the Nash equilibrium point and their velocities can be regulated to zero by utilizing the proposed velocity-free Nash equilibrium seeking strategies. A numerical example is provided for the verifications of the proposed algorithms.