Evolution of Mixed Strategies in Monotone Games
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Publication:6076868
DOI10.1137/22M1486066zbMATH Open1527.91007arXiv2203.01518OpenAlexW4387601944MaRDI QIDQ6076868FDOQ6076868
Publication date: 17 October 2023
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Abstract: We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which arise in the large player limit of symmetric noncooperative games. In this setting, we will additionally show that the approximation of mean field equilibria is possible under a suitable monotonicity hypothesis.
Full work available at URL: https://arxiv.org/abs/2203.01518
Noncooperative games (91A10) Measures and integration on abstract linear spaces (46G12) Mean field games (aspects of game theory) (91A16)
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Cited In (2)
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