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Article Dans Une Revue Dynamic Games and Applications Année : 2019

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 with 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 and that it coincides with the value of the continuous time game.

Dates et versions

hal-03967796 , version 1 (01-02-2023)

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Joseph Abdou, Nikolaos Pnevmatikos. Asymptotic Value in Frequency-Dependent Games with Separable Payoffs: A Differential Approach. Dynamic Games and Applications, 2019, 9 (2), pp.295-313. ⟨10.1007/s13235-018-0278-2⟩. ⟨hal-03967796⟩

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