Generalized Nash Equilibrium Seeking in Population Games under the Brown-von Neumann-Nash Dynamics

© 2022 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting /republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works This paper investigates the problem of generalized Nash equilibrium (GNE) seeking in population games under the Brown-von Neumann-Nash dynamics and subject to general affine equality constraints. In particular, we consider that the payoffs perceived by the decision-making agents are provided by a so-called payoff dynamics model (PDM), and we show that an appropriate PDM effectively steers the agents to a GNE. More formally, using Lyapunov stability theory, we provide sufficient conditions to guarantee the asymptotic stability of the set of generalized Nash equilibria of the game, for the case when the game is a so-called stable game (also known as contractive game). Furthermore, we illustrate the application of the considered framework to an energy market game considering coupled equality constraints over the players decisions.