Asymptotic Value in Frequency-Dependent Games with Separable Payoffs: A Differential Approach

• Published in: Dynamic games and applications Vol. 9; no. 2; pp. 295 - 313
• Main Authors: Abdou, Joseph M., Pnevmatikos, Nikolaos
• Format: Journal Article
• Language: English
• Published: New York Springer US 15.06.2019; Springer Nature B.V; Springer Verlag
• Subjects: Asymptotic properties; Communications Engineering; Computer Systems Organization and Communication Networks; Economic Theory/Quantitative Economics/Mathematical Methods; Economics; Economics and Finance; Game Theory; Games; Humanities and Social Sciences; Linear functions; Management Science; Mathematics; Mathematics and Statistics; Networks; Operations Research; Social and Behav. Sciences; Zero sum games; Stochastic game; 91A23; Discretization; Hamilton–Jacobi–Bellman–Isaacs equation; Frequency-dependent payoffs; 91A25; 91A15; Continuous time game

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 na...