Contributions in game theory : asymptotic value in frequency dependant games and decompositions of finite games
Thesis: The problems addressed and results obtained in this thesis are divided in two parts. The first part concerns the study of the asymptotic value of frequency-dependent games (FD-games). We introduce a differential game associated to the FD-game whose value leads to a Hamilton-Jacob-Bellman-lsaacs equation. Although an irregularity occurs at the origin, we prove existence of the value in the differential game played over [0.1 ], which allows to prove that the value of the FD-game, as the number of stages tend to infinity, converges to the value of the continuous-time game with initial state 0. ln the second part, the objective is the decomposition of the space of finite games in subspaces of suitable games which admit disguised equilibria and more tractable analysis. This part is divided in two chapters. In the first chapter, we establish a canonical decomposition of an arbitrary game into three components and we characterize the approximate equilibria of a given game in terms of the uniform equilibrium and the equilibrium in dominant strategies that appear in its components. In the second part, we introduce a family of inner products in the space of finite games and we define the class of harmonic games relatively to the chosen inner product. Inspired of the Helmholtz-Hodge decomposition applied to games by Candogan et al (2011 ), we establish an orthogonal decomposition of the space of finite games with respect to the chosen inner product, in the subspaces of potential harmonic and non-strategic games and we further generalize several results of Candogan et al (2011).
Keywords
- Hamilton-Jacobi-Bellman-Isaacs equation
- Stochastic games
- Frequency-dependant payoffs
- Continuous-time game
- Helmholtz-Hodge decomposition
- Gradient operator
- Curl operator
- Harmonic games
Issuing body(s)
- Université Panthéon-Sorbonne – Paris I
Date of defense
- 01/07/2016
Thesis director(s)
- Joseph Abdou
URL of the HAL notice
Version
- 1