Continuous time approximation of Nash equilibria
Analysis of PDEs
2020-09-15 v1 Optimization and Control
Abstract
We consider the problem of approximating Nash equilibria of functions of variables. In particular, we deduce conditions under which systems of the form are well posed and in which the large time limits of their solutions are Nash equilibria for . 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.
Keywords
Cite
@article{arxiv.2009.06140,
title = {Continuous time approximation of Nash equilibria},
author = {Romeo Awi and Ryan Hynd and Henok Mawi},
journal= {arXiv preprint arXiv:2009.06140},
year = {2020}
}