一类非合作微分博弈的纳什均衡数值逼近
Numerical approximation of Nash equilibria for a class of non-cooperative differential games
AI总结:
针对具有特殊结构的多玩家非合作博弈,提出基于动态规划原理和全局不动点迭代的数值方法,求解哈密顿-雅可比方程组以逼近纳什均衡。
摘要:
在本文中,我们提出了一种数值方法,用于逼近一类具有特殊结构的多玩家非合作博弈的纳什均衡。我们考虑无限时域问题,该问题导致一组哈密顿-雅可比方程。该数值方法基于每个方程的动态规划原理和全局不动点迭代。我们展示了一维和二维空间中一些两人博弈的数值解。本文具有实验性质,但讨论了逼近方案的一些特征和性质。
英文摘要:
In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of Hamilton-Jacobi equations. The numerical method is based on the Dynamic Programming Principle for every equation and on a global fixed point iteration. We present the numerical solutions of some two-player games in one and two dimensions. The paper has an experimental nature, but some features and properties of the approximation scheme are discussed.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。