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Polymatrix games and optimization problems

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Abstract

Consideration was given to the properties of the polymatrix game, a finite noncooperative game of N players (N ⩾ 3). A theorem of reduction of the search for Nash equilibria to an optimization problem was proved. This clears the way to the numerical search of equilibria. Additionally, a simple proof of the Nash theorem of existence of equilibrium in the polymatrix game was given using the theorem of existence of solution in the optimization problem.

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Correspondence to A. S. Strekalovskii.

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Original Russian Text © A.S. Strekalovskii, R. Enkhbat, 2014, published in Avtomatika i Telemekhanika, 2014, No. 4, pp. 51–66.

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Strekalovskii, A.S., Enkhbat, R. Polymatrix games and optimization problems. Autom Remote Control 75, 632–645 (2014). https://doi.org/10.1134/S0005117914040043

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