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arXiv 2310.02259math.OCcs.GTmath.PR
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迈向动态势博弈的分析框架

Towards An Analytical Framework for Dynamic Potential Games

Xin Guo, Yufei Zhang

AI总结:

本文构建了动态势博弈的分析框架,通过值函数分解和对称雅可比条件刻画动态势博弈,并显式求解连续时间随机博弈的势函数,揭示了线性二次博弈成为马尔可夫势博弈的充要条件。

摘要:

势博弈是研究N人博弈(尤其是具有异质性玩家的博弈)的一种新兴概念与框架。在本文中,我们构建了一个动态势博弈的分析框架。我们证明,一个博弈是动态势博弈当且仅当每个玩家的值函数可以分解为一个势函数和一个仅依赖于其他玩家策略的残差项。这一分解与静态情形下的结果一致,并使我们能够识别和分析一类重要且新颖的动态势博弈,称为分布式博弈。此外,我们证明,如果值函数具有对称雅可比矩阵,则该博弈是动态势博弈。这推广了静态势博弈的微分刻画,将经典导数替换为关于马尔可夫策略的泛函导数这一新记号。对于一类一般的连续时间随机博弈,我们显式刻画了其势函数。特别地,我们证明了线性二次博弈的势函数可以通过一个线性常微分方程组来研究。进一步地,在控制系数满足秩条件下,我们证明一个线性二次博弈是马尔可夫势博弈当且仅当所有玩家具有相同的成本函数。

英文摘要:

Potential game is an emerging notion and framework for studying N-player games, especially with heterogeneous players. In this paper, we build an analytical framework for dynamic potential games. We prove that a game is a dynamic potential game if and only if each player's value function can be decomposed as a potential function and a residual term which is solely dependent on other players' policies. This decomposition is consistent with the result in the static setting and enables us to identify and analyze an important and new class of dynamic potential games called the distributed game. Moreover, we prove that a game is a dynamic potential game if the value function has a symmetric Jacobian. This generalizes the differential characterization for static potential games by replacing the classical derivative with a new notation of functional derivative with respect to Markov policies. For a general class of continuous-time stochastic games, we explicitly characterize their potential functions. In particular, we show that the potential function of linear-quadratic games can be studied through a system of linear ODEs. Furthermore, under a rank condition on control coefficients, we prove a linear-quadratic game is a Markov potential game if and only if all players have identical cost functions.

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。

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