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1 CES - Centre d-économie de la Sorbonne

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, using appropriate approximations, that the limit of Vn as n tends to infinity, exists and that it coincides with the value of the associated continuous time game.

Keywords : stochastic game frequency dependent payoffs continuous-time game Hamilton-Jacobi-Bellman-Isaacs equation

Autor: Joseph Abdou - Nikolaos Pnevmatikos -



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