On Non-Zero Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps

Abstract : We study a non-zero sum game considered on the solutions of a hybrid dynamical system that evolves in continuous time and that is subjected to abrupt changes of parameters. The changes of the parameters are synchronized with (and determined by) the changes of the states/actions of two Markov decision processes, each of which is controlled by a player that aims at minimizing his or her objective function. The lengths of the time intervals between the " jumps " of the parameters are assumed to be small. We show that an asymptotic Nash equilibrium of such hybrid game can be constructed on the basis of a Nash equilibrium of a deterministic averaged dynamic game.
Document type :
Journal articles
Complete list of metadatas

Cited literature [16 references]  Display  Hide  Download

https://hal.inria.fr/hal-01305355
Contributor : Eitan Altman <>
Submitted on : Wednesday, April 20, 2016 - 9:08:07 PM
Last modification on : Thursday, October 17, 2019 - 12:36:05 PM
Long-term archiving on : Thursday, July 21, 2016 - 4:41:07 PM

File

BrunettiGaitsgoryAltman-REVISE...
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01305355, version 1

Citation

Ilaria Brunetti, Vladimir Gaitsgory, Eitan Altman. On Non-Zero Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps. Dynamic Games and Applications, Springer Verlag, 2016. ⟨hal-01305355⟩

Share

Metrics

Record views

272

Files downloads

252