ON BEST-RESPONSE DYNAMICS IN POTENTIAL GAMES

The paper studies the convergence properties of (continuous-time) best-response dynamics from game theory. Despite their fundamental role in game theory, best-response dynamics are poorly understood in many games of interest due to the discontinuous, set-valued nature of the best-response map. The paper focuses on elucidating several important properties of best-response dynamics in the class of multiagent games known as potential games-a class of games with fundamental importance in multiagent systems and distributed control. It is shown that in almost every potential game and for almost every initial condition, the best-response dynamics (i) have a unique solution, (ii) converge to pure-strategy Nash equilibria, and (iii) converge at an exponential rate.