期刊名称：Documents de Travail du Centre d'Economie de la Sorbonne
印刷版ISSN：1955-611X
出版年度：2018
出版社：Centre d'Economie de la Sorbonne
摘要：We study the asymptotic value of a frequency-dependent zero-sum game following adifferential approach. In such a game the stage payoffs depend on the current action andon the frequency of actions played so far. We associate in a natural way a differentialgame to the original game and although it presents an irregularity at the origin, weprove existence of the value on the time interval [0, 1]. We conclude, using appropriateapproximations, that the limit of Vn, as n tends to infinity exists and coincides withthe value of the associated continuous time game. We extend the existence of theasymptotic value to discounted payoffs and we show that Vλ, as λ tends to 0, convergesto the same limit.
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