BEST RESPONSE DYNAMICS FOR CONTINUOUS ZERO{SUM GAMES

BEST RESPONSE DYNAMICS FOR CONTINUOUS ZERO{SUM GAMES
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连续零和博弈的最佳反应动力学

DOI:
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发表时间:
2005
期刊:
影响因子:
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通讯作者:
S. Sorin
S. Sorin
中科院分区:
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文献类型:
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作者:
J. Hofbauer;S. Sorin

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我们研究最佳反应动态连续 连续凹凸时间 零和游戏,并证明其轨迹收敛到 一组鞍点,从而提供了极大极小定理的动态证明。 相应的后果 小步长离散过程 包括虚拟游戏的融合 procedure.
We study best response dynamics in continuous time for continuous concave-convex zero-sum games and prove convergence of its trajectories to the set of saddle points, thus providing a dynamical proof of the minmax theorem. Consequences for the corresponding discrete time process with small or diminishing step-sizes are established, including convergence of the fictitious play procedure.