{"title":"n人非零和有界理性广义微分博弈开环纳什均衡的稳定性","authors":"Zuopeng Hu, Yanlong Yang","doi":"10.1016/j.cam.2024.116260","DOIUrl":null,"url":null,"abstract":"<div><p>The problem of determining the existence of Nash equilibria in <span><math><mi>n</mi></math></span>-person nonzero-sum generalized differential games is highly intricate and constrained by the advancement of partial differential equations theory. There is limited existing research literature on this subject. This paper presents an existence theorem for open-loop Nash equilibria employing the Fan-Glicksberg fixed point theorem. The <span><math><mi>n</mi></math></span>-person nonzero-sum bounded rationality generalized differential game model is formulated by introducing a bounded rationality function, and its structural stability and robustness are studied. The conclusions indicate that in the sense of Baire classification, most <span><math><mi>n</mi></math></span>-person nonzero-sum bounded rationality generalized differential games are structurally stable and robust in the set of <span><math><mi>ɛ</mi></math></span>-open-loop Nash equilibria, and we can approximate the equilibrium set obtained with full rationality generalized differential games by the <span><math><msup><mrow><mi>ɛ</mi></mrow><mrow><mi>k</mi></mrow></msup></math></span>-open-loop Nash equilibria set obtained with bounded rationality generalized differential games.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116260"},"PeriodicalIF":2.1000,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stability of open-loop Nash equilibria for n-person nonzero-sum bounded rationality generalized differential games\",\"authors\":\"Zuopeng Hu, Yanlong Yang\",\"doi\":\"10.1016/j.cam.2024.116260\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>The problem of determining the existence of Nash equilibria in <span><math><mi>n</mi></math></span>-person nonzero-sum generalized differential games is highly intricate and constrained by the advancement of partial differential equations theory. There is limited existing research literature on this subject. This paper presents an existence theorem for open-loop Nash equilibria employing the Fan-Glicksberg fixed point theorem. The <span><math><mi>n</mi></math></span>-person nonzero-sum bounded rationality generalized differential game model is formulated by introducing a bounded rationality function, and its structural stability and robustness are studied. The conclusions indicate that in the sense of Baire classification, most <span><math><mi>n</mi></math></span>-person nonzero-sum bounded rationality generalized differential games are structurally stable and robust in the set of <span><math><mi>ɛ</mi></math></span>-open-loop Nash equilibria, and we can approximate the equilibrium set obtained with full rationality generalized differential games by the <span><math><msup><mrow><mi>ɛ</mi></mrow><mrow><mi>k</mi></mrow></msup></math></span>-open-loop Nash equilibria set obtained with bounded rationality generalized differential games.</p></div>\",\"PeriodicalId\":50226,\"journal\":{\"name\":\"Journal of Computational and Applied Mathematics\",\"volume\":\"457 \",\"pages\":\"Article 116260\"},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2024-09-11\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Computational and Applied Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0377042724005090\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computational and Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0377042724005090","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
摘要
确定 n 人非零和广义微分博弈中是否存在纳什均衡点的问题非常复杂,而且受到偏微分方程理论发展的制约。现有的相关研究文献十分有限。本文利用 Fan-Glicksberg 定点定理提出了开环纳什均衡的存在性定理。通过引入有界理性函数,建立了 n 人非零和有界理性广义微分博弈模型,并研究了其结构稳定性和鲁棒性。结论表明,在拜尔分类的意义上,大多数 n 人非零和有界理性广义微分博弈在ɛ-开环纳什均衡集上是结构稳定和稳健的,我们可以用有界理性广义微分博弈得到的ɛk-开环纳什均衡集来近似完全理性广义微分博弈得到的均衡集。
Stability of open-loop Nash equilibria for n-person nonzero-sum bounded rationality generalized differential games
The problem of determining the existence of Nash equilibria in -person nonzero-sum generalized differential games is highly intricate and constrained by the advancement of partial differential equations theory. There is limited existing research literature on this subject. This paper presents an existence theorem for open-loop Nash equilibria employing the Fan-Glicksberg fixed point theorem. The -person nonzero-sum bounded rationality generalized differential game model is formulated by introducing a bounded rationality function, and its structural stability and robustness are studied. The conclusions indicate that in the sense of Baire classification, most -person nonzero-sum bounded rationality generalized differential games are structurally stable and robust in the set of -open-loop Nash equilibria, and we can approximate the equilibrium set obtained with full rationality generalized differential games by the -open-loop Nash equilibria set obtained with bounded rationality generalized differential games.
期刊介绍:
The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest.
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