|
A continuous game is a mathematical generalization, used in game theory. It extends the notion of a discrete game, where the players choose from a finite set of pure strategies. The continuous game concepts allows games to include more general sets of pure strategies, which may be uncountably infinite. In general, a game with uncountably infinite strategy sets will not necessarily have a Nash equilibrium solution. If, however, the strategy sets are required to be compact and the utility functions continuous, then a Nash equilibrium will be guaranteed; this is by Glicksberg's generalization of the Kakutani fixed point theorem. The class of continuous games is for this reason usually defined and studied as a subset of the larger class of infinite games (i.e. games with infinite strategy sets) in which the strategy sets are compact and the utility functions continuous. ==Formal definition== Define the ''n''-player continuous game where :: is the set of players, :: where each is a compact metric space corresponding to the ''th'' player's set of pure strategies, :: where is the utility function of player : We define to be the set of Borel probability measures on , giving us the mixed strategy space of player ''i''. : Define the strategy profile where Let be a strategy profile of all players except for player . As with discrete games, we can define a best response correspondence for player , . is a relation from the set of all probability distributions over opponent player profiles to a set of player 's strategies, such that each element of : is a best response to . Define :. A strategy profile is a Nash equilibrium if and only if The existence of a Nash equilibrium for any continuous game with continuous utility functions can been proven using Irving Glicksberg's generalization of the Kakutani fixed point theorem.〔I.L. Glicksberg. A further generalization of the Kakutani fixed point theorem, with application to Nash equilibrium points. Proceedings of the American Mathematical Society, 3(1):170–174, February 1952.〕 In general, there may not be a solution if we allow strategy spaces, 's which are not compact, or if we allow non-continuous utility functions. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「continuous game」の詳細全文を読む スポンサード リンク
|