On best-response dynamics in potential games

Brian Swenson, Ryan Murray, Soummya Kar

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

The paper studies the convergence properties of (continuous-time) best-response dynamics from game theory. Despite their fundamental role in game theory, best-response dynamics are poorly understood in many games of interest due to the discontinuous, set-valued nature of the best-response map. The paper focuses on elucidating several important properties of best-response dynamics in the class of multiagent games known as potential games—a class of games with fundamental importance in multiagent systems and distributed control. It is shown that in almost every potential game and for almost every initial condition, the best-response dynamics (i) have a unique solution, (ii) converge to pure-strategy Nash equilibria, and (iii) converge at an exponential rate.

Original languageEnglish (US)
Pages (from-to)2734-2767
Number of pages34
JournalSIAM Journal on Control and Optimization
Volume56
Issue number4
DOIs
StatePublished - Jan 1 2018

Fingerprint

Potential Games
Dynamic Response
Dynamic response
Game theory
Game
Game Theory
Converge
Distributed Control
Multi agent systems
Nash Equilibrium
Unique Solution
Convergence Properties
Multi-agent Systems
Continuous Time
Initial conditions
Class

All Science Journal Classification (ASJC) codes

  • Control and Optimization
  • Applied Mathematics

Cite this

Swenson, Brian ; Murray, Ryan ; Kar, Soummya. / On best-response dynamics in potential games. In: SIAM Journal on Control and Optimization. 2018 ; Vol. 56, No. 4. pp. 2734-2767.
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On best-response dynamics in potential games. / Swenson, Brian; Murray, Ryan; Kar, Soummya.

In: SIAM Journal on Control and Optimization, Vol. 56, No. 4, 01.01.2018, p. 2734-2767.

Research output: Contribution to journalArticle

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