1. Continuous time approximation of Nash equilibria in monotone games.
- Author
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Awi, Romeo, Hynd, Ryan, and Mawi, Henok
- Subjects
- *
NASH equilibrium , *FUNCTION spaces , *GAME theory , *IDEA (Philosophy) , *TELEVISION game programs - Abstract
We consider the problem of approximating Nash equilibria of N functions f 1 , ... , f N of N variables. In particular, we show systems of the form u ̇ j (t) = − ∇ x j f j (u (t)) (j = 1 , ... , N) are well-posed and the large time limits of their solutions u (t) = (u 1 (t) , ... , u N (t)) are Nash equilibria for f 1 , ... , f N provided that these functions satisfy an appropriate monotonicity condition. To this end, we will invoke the theory of maximal monotone operators on a Hilbert space. 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. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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