Nash solution by extremum seeking control approach

Pan Y., ACARMAN T., Özgüner Ü.

41st IEEE Conference on Decision and Control, Las Vegas, NV, United States Of America, 10 - 13 December 2002, vol.1, pp.329-334, (Full Text) identifier

  • Publication Type: Conference Paper / Full Text
  • Volume: 1
  • City: Las Vegas, NV
  • Country: United States Of America
  • Page Numbers: pp.329-334
  • Keywords: Extremum seeking, Nash equilibrium solution, Noncooperative game, Sliding model
  • Galatasaray University Affiliated: Yes

Abstract

In this paper, we propose an algorithm to solve the Nash equilibrium solution for an n-person noncooperative dynamic game by the extremum seeking control approach with sliding mode. For each player, a switching function is defined as the difference between the player's cost function and a reference signal. The extremum seeking controller for each player is designed so that the system converges to a sliding boundary layer defined in the vicinity of a sliding mode corresponding to the switching function and inside the boundary layer, the cost function tracks the reference signal and converges to the Nash equilibrium solution.