Infinite asymptotic games

A new infinite game in Banach spaces with applications

We consider the following two-player game played on a separable, infinite-dimensional Banach space X. Player S chooses a positive integer k_1 and a finite-codimensional subspace X_1 of X. Then player P chooses x_1 in the unit sphere of X_1. Moves alternate thusly, forever. We study this game in the following setting. Certain normalized, 1-unconditional sequences (u_i) and (v_i) are fixed so that S has a winning strategy to force P to select x_i's so that if the moves are (k_1,X_1,x_1,k_2,X_2,x_2,...), then (x_i) is dominated by (u_{k_i}) and/or (x_i) dominates (v_{k_i}). In particular, we show…

Hilbert 空间值 LQ 平均场博弈：无穷维分析

Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis

本文将经典线性二次平均场博弈推广至 Hilbert 空间，研究了无穷维随机方程下的 $N$ 玩家博弈适定性与渐近行为，发展了无穷维 Nash 确定性等价原理并证明了极限策略构成 $ε$-Nash 均衡。