Asymptotic value in frequency-dependent games with separable payoffs: a differential approach

Abstract : 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 to 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 ant that it coincides with the value of the continuous time game.
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Documents de travail du Centre d'Economie de la Sorbonne 2016.76RR - ISSN : 1955-611X - Version o.. 2018
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https://halshs.archives-ouvertes.fr/halshs-01400267
Contributeur : Lucie Label <>
Soumis le : mardi 16 octobre 2018 - 11:05:54
Dernière modification le : vendredi 19 octobre 2018 - 01:06:58

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Joseph Abdou, Nikolaos Pnevmatikos. Asymptotic value in frequency-dependent games with separable payoffs: a differential approach. Documents de travail du Centre d'Economie de la Sorbonne 2016.76RR - ISSN : 1955-611X - Version o.. 2018. 〈halshs-01400267v3〉

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