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Equilibrium Trajectories in Dynamical Bimatrix Games with Average Integral Payoff Functionals

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Abstract

This paper considers models of evolutionary non-zero-sum games on the infinite time interval. Methods of differential game theory are used for the analysis of game interactions between two groups of participants. We assume that participants in these groups are controlled by signals for the behavior change. The payoffs of coalitions are defined as average integral functionals on the infinite horizon. We pose the design problem of a dynamical Nash equilibrium for the evolutionary game under consideration. The ideas and approaches of non-zero-sum differential games are employed for the determination of the Nash equilibrium solutions. The results derived in this paper involve the dynamic constructions and methods of evolutionary games. Much attention is focused on the formation of the dynamical Nash equilibrium with players strategies that maximize the corresponding payoff functions and have the guaranteed properties according to the minimax approach. An application of the minimax approach for constructing optimal control strategies generates dynamical Nash equilibrium trajectories yielding better results in comparison to static solutions and evolutionary models with the replicator dynamics. Finally, we make a comparison of the dynamical Nash equilibrium trajectories for evolutionary games with the average integral payoff functionals and the trajectories for evolutionary games with the global terminal payoff functionals on the infinite horizon.

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Correspondence to N. A. Krasovskii.

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Original Russian Text © N.A. Krasovskii, A.M. Tarasyev, 2016, published in Matematicheskaya Teoriya Igr i Ee Prilozheniya, 2016, No. 2, pp. 58–90.

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Krasovskii, N.A., Tarasyev, A.M. Equilibrium Trajectories in Dynamical Bimatrix Games with Average Integral Payoff Functionals. Autom Remote Control 79, 1148–1167 (2018). https://doi.org/10.1134/S0005117918060139

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