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SEMINARS

Steklov Mathematical Institute Seminar
January 19, 2023 16:00, Moscow, online


Evolutionary optimal strategies in stochastic dynamic games

M. V. Zhitlukhin

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow


https://youtu.be/RcaGTBcWWLg

Abstract: We will consider a class of games that arise in mathematical economics. I will introduce the notion of an evolutionary optimal strategy, which is a strategy such that the proportion of players using it remains separated from zero with probability 1 over an infinite time horizon, regardless of strategies used by other players. The main results consist in proving the existence of such strategies in the class of games under consideration and obtaining an estimate of closeness of strategies with this property to each other in a certain sense.


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