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On Dynamic Games with Randomly Arriving Players

Pierre Bernhard 1 Marc Deschamps 2
1 BIOCORE - Biological control of artificial ecosystems
INRA - Institut National de la Recherche Agronomique, CRISAM - Inria Sophia Antipolis - Méditerranée , LOV - Laboratoire d'océanographie de Villefranche
Abstract : We consider a dynamic game where additional players (assumed identical , even if there will be a mild departure from that hypothesis) join the game randomly according to a Bernoulli process. The problem solved here is that of computing their expected payoff as a function of time and the number of players present when they arrive, if the strategies are given. We consider both a finite horizon game and an infinite horizon, discounted game. As illustrations , we discuss some examples relating to oligopoly theory (Cournot, Stackelberg, cartel).
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https://hal.inria.fr/hal-01425013
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Submitted on : Tuesday, January 3, 2017 - 11:25:42 AM
Last modification on : Friday, January 21, 2022 - 3:09:39 AM
Long-term archiving on: : Tuesday, April 4, 2017 - 1:08:10 PM

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Pierre Bernhard, Marc Deschamps. On Dynamic Games with Randomly Arriving Players. Dynamic Games and Applications, Springer Verlag, 2016, pp.34. ⟨10.1007/s13235-016-0197-z⟩. ⟨hal-01425013⟩

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