A bounded-update-rate extremum seeking controller drives players in quadratic noncooperative games to a small neighborhood of the Nash equilibrium, with local exponential convergence shown via Lie-bracket averaging.
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Lie-Bracket Nash Equilibrium Seeking with Bounded Update Rates for Noncooperative Games
A bounded-update-rate extremum seeking controller drives players in quadratic noncooperative games to a small neighborhood of the Nash equilibrium, with local exponential convergence shown via Lie-bracket averaging.