Group for Research in Decision Analysis

Approximations in Nonzero-Sum Games

Alain Haurie Director and co-founder, ORDECSYS, Switzerland

In this presentation we consider the general problem of approximating the Nash equilibrium solution in static and dynamic games. We present results concerning in particular S-adapted equilibria in games defined over an event-tree and piecewise open-loop equilibria in piecewise deterministic games with two time scales. The presentation will focus on the interpretation of these results for modeling purpose and not on the proofs of the mathematical theorems which can be found in the two accompanying papers.