Approaching equilibrium in parallel

MaRDI QIDQ2768019zbMATH OpenFDO

Authors Sjur Didrik Flåm

Publication date 9 April 2002

zbMATH Keywords

gradient methodNash equilibriaviolity

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23)

Review text

This paper concerns with the approximation and convergence of Nash equilibria for non-cooperative games. This is motivated by the problem of finding an equilibrium of a map \(m: \mathbb{R}^N\to \mathbb{R}^N\). When each coordination -- viewed as an agent -- knows only the volume \(m_i(x)\) and does not communicate with other agents \(j\neq i\). This problem is studied through suitable dynamical systems (gradient processes) and iteration procedures are given.NEWLINENEWLINEFor the entire collection see [Zbl 0971.00058].

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Cited in

(4)

• Decentralized dynamic processes for finding equilibrium
• On the convergence to Nash equilibrium in problems of distributed computing
• Evolution of Mixed Strategies in Monotone Games
• Continuous time approximation of Nash equilibria

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