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Séminaire du GERAD

Known and unknown rivals

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27 mai 2019   11h00 — 12h00

Florian Wagener University of Amsterdam, Pays-Bas

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.


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Georges Zaccour responsable

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Salle 4488
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour Montréal QC H3T 1J4 Canada

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