Lipschitz Continuity and Approximate Equilibria

@inproceedings{Deligkas2016LipschitzCA,
  title={Lipschitz Continuity and Approximate Equilibria},
  author={Argyrios Deligkas and John Fearnley and Paul G. Spirakis},
  booktitle={SAGT},
  year={2016}
}
In this paper, we study games with continuous action spaces and non-linear payoff functions. Our key insight is that Lipschitz continuity of the payoff function allows us to provide algorithms for finding approximate equilibria in these games. We begin by studying Lipschitz games, which encompass, for example, all concave games with Lipschitz continuous payoff functions. We provide an efficient algorithm for computing approximate equilibria in these games. Then we turn our attention to penalty… 
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