Multiplayer General Lotto game

In this paper, we investigate the multiplayer General Lotto game across multiple battlefields, a significant variant of the Colonel Blotto game. In this version, each player employs a probability distribution for resource allocation, ensuring that their expected expenditure does not exceed their budget. We first establish the existence of the Nash equilibrium in a general setting, where players' budgets are asymmetric and the values of the battlefields are heterogeneous and asymmetric among players. Next, we provide a detailed characterization of the Nash equilibrium for multiple players on a single battlefield. In this characterization, we observe that the upper endpoints of the supports of players' equilibrium strategies coincide, and that the minimum value of a player's support above zero inversely correlates with his budget. We demonstrate the uniqueness of Nash equilibrium over a single battlefield in some scenarios. In the multi-battlefield setting, we prove that there is an upper bound on the average number of battlefields each player participates in. Additionally, we provide an example demonstrating the non-uniqueness of the Nash equilibrium in the context of multiple battlefields with multiple players. Finally, we present a solution for the Nash equilibrium in a symmetric case.