English

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 NN functions f1,,fNf_1,\dots, f_N of NN variables. In particular, we deduce conditions under which systems of the form u˙j(t)=xjfj(u(t)) \dot u_j(t)=-\nabla_{x_j}f_j(u(t)) (j=1,,N)(j=1,\dots, N) are well posed and in which the large time limits of their solutions u(t)=(u1(t),,uN(t))u(t)=(u_1(t),\dots, u_N(t)) are Nash equilibria for f1,,fNf_1,\dots, f_N. 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}
}
R2 v1 2026-06-23T18:30:30.605Z