Control Problems with Vanishing Lie Bracket Arising from Complete Odd Circulant Evolutionary Games
Abstract
We study an optimal control problem arising from a generalization of rock-paper-scissors in which the number of strategies may be selected from any positive odd number greater than 1 and in which the payoff to the winner is controlled by a control variable . Using the replicator dynamics as the equations of motion, we show that a quasi-linearization of the problem admits a special optimal control form in which explicit dynamics for the controller can be identified. We show that all optimal controls must satisfy a specific second order differential equation parameterized by the number of strategies in the game. We show that as the number of strategies increases, a limiting case admits a closed form for the open-loop optimal control. In performing our analysis we show necessary conditions on an optimal control problem that allow this analytic approach to function.
Cite
@article{arxiv.1710.09000,
title = {Control Problems with Vanishing Lie Bracket Arising from Complete Odd Circulant Evolutionary Games},
author = {Christopher Griffin and James Fan},
journal= {arXiv preprint arXiv:1710.09000},
year = {2020}
}
Comments
23 pages, 6 figures