Variational Analysis of Nash Equilibrium

被引：8
作者：
Rockafellar, R. Tyrrell [1 ]
机构：
[1] Univ Washington, Dept Math, Box 354350, Seattle, WA 98195 USA
来源：
VIETNAM JOURNAL OF MATHEMATICS | 2018年 / 46卷 / 01期
关键词：
Nash equilibrium; Multi-agent optimization; Local stability; Variational inequalities; Strong metric regularity;
D O I：
10.1007/s10013-017-0260-0
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Tools of variational analysis are employed in studying the local stability of Nash equilibrium in a game-like framework of multi-agent optimization that emphasizes first- and second-order conditions for local optimality. The equilibrium is tied to a parameterized variational inequality for which properties of metric regularity can be derived.
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收藏
页码：73 / 85
页数：13
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