Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs

  title={Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs},
  author={Shu-Jun Liu and Miroslav Krstic},
  journal={SIAM J. Control and Optimization},
Abstract: In this paper, we propose a multi-input stochastic extremum seeking algorithm to solve Nash equilibrium seeking for a noncooperative game whose N players seek to maximize their general nonlinear payoff functions. Our algorithm is a non-model based approach for asymptotic, locally stable attainment of the Nash equilibria in probability. Different from classical game theory algorithms, where each player employs the knowledge of the functional form of his payoff and the knowledge of the… CONTINUE READING
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