Continuous time approximation of Nash equilibria

DOI10.1142/S0219199723500219MaRDI QIDQ6349006zbMATH OpenOpenAlexFDO

Authors Romeo Awi, Ryan Hynd, Henok Mawi

Publication date 13 September 2020

Full work available at URL https://doi.org/10.1142/s0219199723500219

Mathematics Subject Classification ID

Noncooperative games (91A10) Monotone operators and generalizations (47H05) Nonlinear evolution equations (47J35)

Abstract: We consider the problem of approximating Nash equilibria of $N$ functions $f_1,dots,f_N$ of $N$ variables. In particular, we deduce conditions under which systems of the form ${\displaystyle }$ dot u_j(t)=- abla_{x_j}f_j(u(t)) ${\displaystyle }$ $(j=1,dots,N)$ are well posed and in which the large time limits of their solutions $u(t)=(u_1(t),dots,u_N(t))$ are Nash equilibria for $f_1,dots,f_N$. To this end, we will invoke the theory of maximal monotone operators. We will also identify an application of these ideas in game theory and show how to approximate equilibria in some game theoretic problems in function spaces.

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Cited in

(1)

• Evolution of Mixed Strategies in Monotone Games

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