This paper by J. B. Rosen addresses the existence and uniqueness of equilibrium points in concave n-person games. The author considers a constrained n-person game where each player's payoff function and constraints may depend on the strategies of all players. The existence of an equilibrium point is proven using a mapping and the Kakutani fixed point theorem. To ensure uniqueness, the payoff functions are required to be strictly concave, leading to the definition of a strictly concave game. The paper demonstrates that such games have a unique equilibrium point. A dynamic model for nonequilibrium situations is proposed, consisting of a system of differential equations that specify the rate of change of each player's strategy. This system is shown to be globally asymptotically stable with respect to the unique equilibrium point. Additionally, the paper discusses how a gradient method suitable for concave mathematical programming can be used to find the equilibrium point. The results are extended to the case of bilinear payoff functions, and the relationship between the stability conditions and the eigenvalues of the payoff matrix is highlighted. The paper concludes with a detailed proof of the global asymptotic stability of the equilibrium point and a method for determining it using gradient methods.This paper by J. B. Rosen addresses the existence and uniqueness of equilibrium points in concave n-person games. The author considers a constrained n-person game where each player's payoff function and constraints may depend on the strategies of all players. The existence of an equilibrium point is proven using a mapping and the Kakutani fixed point theorem. To ensure uniqueness, the payoff functions are required to be strictly concave, leading to the definition of a strictly concave game. The paper demonstrates that such games have a unique equilibrium point. A dynamic model for nonequilibrium situations is proposed, consisting of a system of differential equations that specify the rate of change of each player's strategy. This system is shown to be globally asymptotically stable with respect to the unique equilibrium point. Additionally, the paper discusses how a gradient method suitable for concave mathematical programming can be used to find the equilibrium point. The results are extended to the case of bilinear payoff functions, and the relationship between the stability conditions and the eigenvalues of the payoff matrix is highlighted. The paper concludes with a detailed proof of the global asymptotic stability of the equilibrium point and a method for determining it using gradient methods.