Title
On the Characterization of Local Nash Equilibria in Continuous Games
Abstract
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and second-order conditions ensuring strategies constitute local Nash equilibria. We term points satisfying the sufficient conditions differential Nash equilibria. Further, we provide a sufficient condition (non-degeneracy) guaranteeing differential Nash equilibria are isolated and show that such equilibria are structurally stable. We present tutorial examples to illustrate our results and highlight degeneracies that can arise in continuous games.
Year
DOI
Venue
2016
10.1109/TAC.2016.2583518
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
Games,Nash equilibrium,Cost function,Manifolds,Programming,Manganese
Correlated equilibrium,Mathematical economics,Mathematical optimization,Risk dominance,Epsilon-equilibrium,Best response,Normal-form game,Nash equilibrium,Folk theorem,Mathematics,Trembling hand perfect equilibrium
Journal
Volume
Issue
ISSN
61
8
0018-9286
Citations 
PageRank 
References 
14
0.68
18
Authors
3
Name
Order
Citations
PageRank
Lillian J. Ratliff18723.32
Samuel A. Burden2373.40
Shankar Sastry3119771291.58