| HAL-Inria | Publications, software ... of Inria's scientists |
Journal articles
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.
Cited literature [19 references]
https://hal.inria.fr/hal-01340963
Contributor : Eitan Altman <>
Submitted on : Sunday, July 3, 2016 - 4:21:56 AM
Last modification on : Monday, December 14, 2020 - 9:46:43 AM
Long-term archiving on: : Tuesday, October 4, 2016 - 10:33:59 AM
Contributor : Eitan Altman <>
Submitted on : Sunday, July 3, 2016 - 4:21:56 AM
Last modification on : Monday, December 14, 2020 - 9:46:43 AM
Long-term archiving on: : Tuesday, October 4, 2016 - 10:33:59 AM
File
altman-hanawal-sundaresan-Bork...
Files produced by the author(s)