Generalising diagonal strict concavity property for uniqueness of Nash equilibrium - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Indian Journal of Pure and Applied Mathematics Year : 2016

Generalising diagonal strict concavity property for uniqueness of Nash equilibrium

Abstract

In this paper, we extend the notion of diagonally strictly concave functions and use it to provide a sufficient condition for uniqueness of Nash equilibrium in some concave games. We then provide an alternative proof of the existence and uniqueness of Nash equilibrium for a network resource allocation game arising from the so-called Kelly mechanism by verifying the new sufficient condition. We then establish that the equilibrium resulting from the differential pricing in the Kelly mechanism is related to a normalised Nash equilibrium of a game with coupled strategy space.
Fichier principal
Vignette du fichier
altman-hanawal-sundaresan-Borkar60SpecialIssue-final.pdf (119.7 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-01340963 , version 1 (03-07-2016)

Identifiers

Cite

Eitan Altman, Manjesh Kumar Hanawal Hanawal, Rajesh Sundaresan. Generalising diagonal strict concavity property for uniqueness of Nash equilibrium. Indian Journal of Pure and Applied Mathematics, 2016, 47 (2), pp.213-228. ⟨10.1007/s13226-016-0185-4⟩. ⟨hal-01340963⟩
324 View
842 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More