On noncooperative n-player principal eigenvalue games

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

Authors Getachew K. Befekadu, Panos J. Antsaklis

Publication date 10 March 2016

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

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)

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.

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Cited in

(2)

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

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