Distributed algorithms for the computation of noncooperative equilibria

Abstract In this paper, a general class of nonquadratic convex Nash games is studied, from the points of view of existence, stability and iterative computation of noncooperative equilibria. Conditions for contraction of general nonlinear operators are obtained, which are then used in the stability study of such games. These lead to existence and uniqueness conditions for stable Nash equilibrium solutions, under both global and local analysis. Also, convergence of an algorithm which employs inaccurate search techniques is verified. It is shown in the context of a fish war example that the algorithm given is in some aspects superior to various algorithms found in the literature, and is furthermore more meaningful for real world implementation.