Search of Nash equilibrium in quadratic nonconvex game with weighted potential
We consider an n-player nonconvex continuous game with quadratic payoffs, multi-dimensional strategy spaces, and possibly shared constraints on strategies, and investigate conditions when this game admits a weighted potential. Since a potential is generally nonconvex in this case, we propose local and global search procedures for maximizing it over the set of admissible game profiles. The local search uses nonlinear support functions that are constructed through a d.c.-decomposition of the potential. The global search is based on reducing of a certain nonconvex quadratic programming problem to a mixed-integer linear programming problem. Copyright © by the paper's authors.
Библиографическая ссылка
Minarchenko I. Search of Nash equilibrium in quadratic nonconvex game with weighted potential // CEUR Workshop Proceedings. Vol.2098. 2018. P.291-303.
