Nash-type equilibria on Riemannian manifolds: a variational approach

By Alexandru Krist'aly. 2016

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Motivated by Nash equilibrium problems on 'curved' strategy sets, the concept of Nash-Stampacchia equilibrium points is introduced via variational inequalities on Riemannian manifolds. Characterizations, existence, and stability of Nash-Stampacchia equilibria are studied when the strategy sets are compact/noncompact geodesic convex subsets of Hadamard manifoleds, exploiting two well-known geometrical features of these spaces both involving the metric projection map. These properties actually characterize the {non-positivity} of the sectional curvature of complete and simply connected Riemannian spaces, delimiting the Hadamard manifolds as the optimal geometrical framework of Nash-Stampacchia equilibrium problems. Our analytical approach exploits various elements from set-valued and variational analysis, dynamical systems, and non-smooth calculus on Riemannian manifolds. Examples are presented on the Poincar\'e upper-plane model and on the open convex cone of symmetric positive definite matrices endowed with the trace-type Killing form.

Subfields: Computational Theory and Mathematics, Computer Networks and Communications, Control and Systems Engineering

View Paper: https://www.semanticscholar.org/paper/105f24c590919c07518fdb94e317d23c047a20d8