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首页> 外文期刊>Dynamic Systems and Applications >DETERMINISTIC APPROXIMATION IN N-PERSON STOCHASTIC DIFFERENTIAL GAMES WITH A SMALL PARAMETER
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DETERMINISTIC APPROXIMATION IN N-PERSON STOCHASTIC DIFFERENTIAL GAMES WITH A SMALL PARAMETER

机译:具有小参数的N人随机微分游戏的确定性逼近

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摘要

In this work, we consider the fluid approximation of Nash equilibria in N-player stochastic differential games with wideband noise perturbations. We present conditions under which the games perturbed by noise converges to the deterministic games. It will be shown, under appropriate conditions, that applying the near optimal policies of the limi game to the stochastic games are near optimal for the stochastic games. Weak convergence methods will be utilized.
机译:在这项工作中,我们考虑具有宽带噪声摄动的N玩家随机差分游戏中纳什均衡的流体近似。我们提出了被噪声干扰的游戏收敛到确定性游戏的条件。将显示在适当条件下,将limi游戏的接近最优策略应用于随机游戏对于随机游戏而言接近于最优。将使用弱收敛方法。

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