On noncooperative n-player principal eigenvalue games

DOI10.3934/JDG.2015.2.51zbMATH Open1332.91028arXiv1405.5470OpenAlexW3103135572MaRDI QIDQ258758FDOQ258758

Getachew K. Befekadu, Panos J. Antsaklis

Publication date: 10 March 2016

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Abstract: We consider a noncooperative $n$-player principal eigenvalue game which is associated with an infinitesimal generator of a stochastically perturbed multi-channel dynamical system -- where, in the course of such a game, each player attempts to minimize the asymptotic rate with which the controlled state trajectory of the system exits from a given bounded open domain. In particular, we show the existence of a Nash-equilibrium point (i.e., an $n$-tuple of equilibrium linear feedback operators) that is distinctly related to a unique maximum closed invariant set of the corresponding deterministic multi-channel dynamical system, when the latter is composed with this $n$-tuple of equilibrium linear feedback operators.

Full work available at URL: https://arxiv.org/abs/1405.5470

zbMATH Keywords

Nash equilibriumprincipal eigenvalueasymptotic exit rateinfinitesimal generatormulti-channel dynamical systemsnoncooperative game

Mathematics Subject Classification ID

Noncooperative games (91A10) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Eigenvalue problems (93B60)

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Cited In (2)

• On Maximal Vector Spaces of Finite Noncooperative Games
• The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type

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