Asymptotic value in frequency-dependent games with separable payoffs: a differential approach - Université Paris 1 Panthéon-Sorbonne Accéder directement au contenu
Autre Publication Scientifique Année : 2018

Asymptotic value in frequency-dependent games with separable payoffs: a differential approach

Résumé

We study the asymptotic value of a frequency-dependent zero-sum game with separable payoff following a differential approach. The stage payoffs in such games depend on the current actions and on a linear function of the frequency of actions played so far. We associate to the repeated game, in a natural way, a differential game and although the latter presents an irregularity at the origin, we prove that it has a value. We conclude, using appropriate approximations, that the asymptotic value of the original game exists in both the n-stage and the λ-discounted games ant that it coincides with the value of the continuous time game.
Fichier principal
Vignette du fichier
16076RR.pdf (864.64 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

halshs-01400267 , version 1 (21-11-2016)
halshs-01400267 , version 2 (12-01-2018)
halshs-01400267 , version 3 (16-10-2018)

Identifiants

  • HAL Id : halshs-01400267 , version 3

Citer

Joseph M. Abdou, Nikolaos Pnevmatikos. Asymptotic value in frequency-dependent games with separable payoffs: a differential approach. 2018. ⟨halshs-01400267v3⟩

Relations

317 Consultations
293 Téléchargements

Partager

Gmail Facebook X LinkedIn More