Nash Equilibrium Seeking for Dynamic Systems with Non-Quadratic Payoffs ⋆

@inproceedings{Frihauf2011NashES,
  title={Nash Equilibrium Seeking for Dynamic Systems with Non-Quadratic Payoffs ⋆},
  author={Paul Frihauf and Miroslav Krstic and Tamer Basar},
  year={2011}
}
We consider a general, stable nonlinear dynamic system with N inputs and N outputs, where in the steady state, the output signals represent the non-quadratic payoff functions of a noncooperative game played by the values of the input signals. We introduce a non-model based approach for locally stable convergence to a steady-state Nash equilibrium. In classical game theory algorithms, each player employs the knowledge of the functional form of its payoff and of the other players’ actions… CONTINUE READING
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