EVOLUTION OF MIXED STRATEGIES IN MONOTONE GAMES

被引：0
|
作者：
Hynd, Ryan [1 ]
机构：
[1] Univ Penn, Dept Math, Philadelphia, PA 19104 USA
来源：
SIAM JOURNAL ON OPTIMIZATION | 2023年 / 33卷 / 04期
关键词：
monotone games; static mean field games; Gaussian measures; NASH EQUILIBRIA; REGULARIZATION; CONVERGENCE;
D O I：
10.1137/22M1486066
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：2750 / 2771
页数：22
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