A variational inequality framework for network games: Existence, uniqueness, convergence and sensitivity analysis
Name
1712.08277.pdf
Description
Submitted version
Size
1.24 MB
Format
Adobe PDF
Checksum (MD5)
31a3bf08d4d17b1296ab445335738cb9
Author(s)
Parise, Francesca
Ozdagalar, Asuman E.
Date Issued
March 2019
Journal
Games and Economic Behavior
Publisher
Elsevier BV
Citation
Parise, Francesca, and Asuman Ozdaglar. “A Variational Inequality Framework for Network Games: Existence, Uniqueness, Convergence and Sensitivity Analysis.” Games and Economic Behavior 114 (March 2019): 47–82.
Version
Original manuscript
Abstract
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
MIT Department
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
Creative Commons Attribution-NonCommercial-NoDerivs License
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1016/j.geb.2018.11.012
