Nash-type equilibria on Riemannian manifolds: A variational approach

Abstract

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 manifolds, 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 Poincaré upper-plane model and on the open convex cone of symmetric positive definite matrices endowed with the trace-type Killing form.