Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs

@article{Liu2011StochasticNE,
  title={Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs},
  author={Shu-Jun Liu and Miroslav Krstic},
  journal={SIAM J. Control and Optimization},
  year={2011},
  volume={49},
  pages={1659-1679}
}
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
Highly Cited
This paper has 40 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 22 extracted citations

Try again till you are satisfied: Convergence, outcomes and mean-field limits

2016 Chinese Control and Decision Conference (CCDC) • 2016
View 3 Excerpts
Highly Influenced

Distributed Nash equilibrium seeking for constrained games

2018 37th Chinese Control Conference (CCC) • 2018
View 1 Excerpt

Distributed Nash Equilibrium Seeking by a Consensus Based Approach

IEEE Transactions on Automatic Control • 2017
View 1 Excerpt

References

Publications referenced by this paper.
Showing 1-10 of 37 references

Başar, Nash eqilibrium seeking with finitely- and infinitely- many players

M. Krstić, P. Frihauf, J. Krieger
IFAC Symposium on Nonlinear Control Systems, • 2010

Başar, Nash equilibrium seeking for games with non-quadratic payoffs

P. Frihauf, M. Krstić
Proc. 2010 IEEE Conference on Decision and Control, • 2010
View 1 Excerpt

Distributed coverage games for mobile visual sensor networks

M. Zhu, S. Martinez
SIAM Journal on Control and Optimization, • 2010

Stipanović, Distributed seeking of Nash equilibrium in mobile sensor networks

M. S. Stanković, K. H. Johansson, M D.
Proceedings of IEEE Conference on Decision and Control, • 2010

Similar Papers

Loading similar papers…