A variational inequality framework for network games: Existence, uniqueness, convergence and sensitivity analysis

We provide a unified variational inequality framework for the study of fundamental properties of the Nash equilibrium in network games. We identify several conditions on the underlying network (in terms of spectral norm, infinity norm and minimum eigenvalue of its adjacency matrix) that guarantee ex...

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Bibliographic Details
Main Authors: Parise, Francesca, Ozdagalar, Asuman E.
Other Authors: Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Format: Article
Language:English
Published: Elsevier BV 2019
Online Access:https://hdl.handle.net/1721.1/121465
Description
Summary:We provide a unified variational inequality framework for the study of fundamental properties of the Nash equilibrium in network games. We identify several conditions on the underlying network (in terms of spectral norm, infinity norm and minimum eigenvalue of its adjacency matrix) that guarantee existence, uniqueness, convergence and continuity of equilibrium in general network games with multidimensional and possibly constrained strategy sets. We delineate the relations between these conditions and characterize classes of networks that satisfy each of these conditions. Keywords: network games, variational inequalities, strong monotonicity, uniform P-function, Nash equilibrium, existence and uniqueness, best response dynamics, sensitivity analysis