Joseph Abdou, Université Paris 1, Panthéon Sorbonne

"Asymptotic value in frequency-dependent games: A differential approach"

Abstract

We study the asymptotic value of a frequency-dependent zero-sum game following a differential approach. In such a  game the stage payoffs depend on the current action and on the frequency of actions played so far.  We associate in a natural way a differential game to the original game and although it presents an irregularity at the origin, we prove existence of the value on the time interval [0,1]. We conclude that the limit of stage games exists and  that it coincides with the value of the associated continuous time game

Read more about Joseph Abdou

Contact person: Hans Keiding