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Citation
Lillian Ratliff. "Characterization and Computation of Local Nash Equilibria in Continuous Games". Talk or presentation, 10, October, 2013.

Abstract
We present a derivative–based sufficient condition ensuring player strategies constitute local Nash equilibria in non–cooperative continuous games. Our results can be interpreted as generalizations of analogous second–order conditions for local optimality from nonlinear programming and optimal control theory. Drawing on this analogy, we propose an iterative steepest descent algorithm for numerical approximation of local Nash equilibria and provide a sufficient condition ensuring local convergence of the algorithm. We demonstrate our analytical and computational techniques by computing local Nash equilibria in games played on a finite–dimensional differentiable manifold or an infinite–dimensional Hilbert space.

Electronic downloads

• Ratliff_2013_10_TRUST.pdf · application/pdf · 1258 kbytes

• HTML

  Lillian Ratliff. <a
  href="http://www.truststc.org/pubs/924.html"
  ><i>Characterization and Computation of Local Nash
  Equilibria in Continuous Games</i></a>, Talk or
  presentation,  10, October, 2013.

• Plain text

  Lillian Ratliff. "Characterization and Computation of
  Local Nash Equilibria in Continuous Games". Talk or
  presentation,  10, October, 2013.

• BibTeX

  @presentation{Ratliff13_CharacterizationComputationOfLocalNashEquilibriaInContinuous,
      author = {Lillian Ratliff},
      title = {Characterization and Computation of Local Nash
                Equilibria in Continuous Games},
      day = {10},
      month = {October},
      year = {2013},
      abstract = {We present a derivative–based sufficient
                condition ensuring player strategies constitute
                local Nash equilibria in non–cooperative
                continuous games. Our results can be interpreted
                as generalizations of analogous second–order
                conditions for local optimality from nonlinear
                programming and optimal control theory. Drawing on
                this analogy, we propose an iterative steepest
                descent algorithm for numerical approximation of
                local Nash equilibria and provide a sufficient
                condition ensuring local convergence of the
                algorithm. We demonstrate our analytical and
                computational techniques by computing local Nash
                equilibria in games played on a
                finite–dimensional differentiable manifold or an
                infinite–dimensional Hilbert space.},
      URL = {http://www.truststc.org/pubs/924.html}
  }
  

Posted by Carolyn Winter on 18 Nov 2013.
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