Evolution of mixed strategies in monotone games

2022/03/03 by Hynd, Ryan · 2 citations
#FOS: Mathematics #Functional Analysis (math.FA) #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2203.01518

Abstract

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.

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• Particle system approximation of Nash equilibria in large games
• On gradient descent-ascent flows in metric spaces

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