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GERAD seminar

Known and unknown rivals

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May 27, 2019   11:00 AM — 12:00 PM

Florian Wagener University of Amsterdam, Netherlands

We study a class of stochastic linear-quadratic differential games played between known and unknown rivals. For two known rivals, we find all time-dependent Markov perfect Nash equilibria that are linear in the state. Then we consider unknown rivals, by assuming that players can only condition on the state and are unaware of the other players in the game. With unknown rivals, we show that if there are multiple equilibria players almost surely learn an inefficient equilibrium.


Free entrance.
Welcome to everyone!

Georges Zaccour organizer

Location

Room 4488
André-Aisenstadt Building
Université de Montréal Campus
2920, chemin de la Tour Montréal QC H3T 1J4 Canada

Associated organization

Research Axis