arXiv · 2002.01007
Local Nash Equilibria are Isolated, Strict Local Nash Equilibria in `Almost All' Zero-Sum Continuous Games
Abstract
We prove that differential Nash equilibria are generic amongst local Nash equilibria in continuous zero-sum games. That is, there exists an open-dense subset of zero-sum games for which local Nash equilibria are non-degenerate differential Nash equilibria. The result extends previous results to the zero-sum setting, where we obtain even stronger results; in particular, we show that local Nash equilibria are generically hyperbolic critical points. We further show that differential Nash equilibria of zero-sum games are structurally stable. The purpose for presenting these extensions is the recent renewed interest in zero-sum games within machine learning and optimization. Adversarial learning and generative adversarial network approaches are touted to be more robust than the alternative. Zero-sum games are at the heart of such approaches. Many works proceed under the assumption of hyperbolicity of critical points. Our results justify this assumption by showing `almost all' zero-sum games admit local Nash equilibria that are hyperbolic.
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Eric Mazumdar, Lillian Ratliff. 2020-02-03. Local Nash Equilibria are Isolated, Strict Local Nash Equilibria in `Almost All' Zero-Sum Continuous Games. https://arxiv.org/abs/2002.01007
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