Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs

Part of the Communications and Control Engineering book series (CCE)

Abstract

Extremum seeking is extended from standard multi-input optimization problems to multi-player non-cooperative games. The players do not have knowledge of the payoff functions and only measure their own payoff values. The players are also unaware of the other players’ actions. Extremum seeking is shown to achieve convergence to the Nash equilibrium of the underlying static game.

Keywords

Nash Equilibrium Payoff Function Invariant Distribution Noncooperative Game Nash Game 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag London 2012

Authors and Affiliations

  1. 1.Department of MathematicsSoutheast UniversityNanjingPeople’s Republic of China
  2. 2.Department Mechanical & Aerospace EngineeringUniversity of California, San DiegoLa JollaUSA

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