A Problem of Calculus of Variations and Game Theory

Fuente: arXiv
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Main Authors: Luo, Grace, Boyer, Christopher, Penmetsa, Siddharth
Format: Preprint
Published: 2024
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author Luo, Grace
Boyer, Christopher
Penmetsa, Siddharth
author_facet Luo, Grace
Boyer, Christopher
Penmetsa, Siddharth
contents In this paper, we study a theoretical math problem of game theory and calculus of variations in which we minimize a functional involving two players. A general relationship between the optimal strategies for both players is presented, followed by computer analysis as well as polynomial approximation. Nash equilibrium strategies are determined through algebraic manipulation and linear programming. Lastly, a variation of the game is also investigated.
format Preprint
id arxiv_https___arxiv_org_abs_2411_00791
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Problem of Calculus of Variations and Game Theory
Luo, Grace
Boyer, Christopher
Penmetsa, Siddharth
Optimization and Control
49M05 (primary) 90C05, 91A05 (secondary)
In this paper, we study a theoretical math problem of game theory and calculus of variations in which we minimize a functional involving two players. A general relationship between the optimal strategies for both players is presented, followed by computer analysis as well as polynomial approximation. Nash equilibrium strategies are determined through algebraic manipulation and linear programming. Lastly, a variation of the game is also investigated.
title A Problem of Calculus of Variations and Game Theory
topic Optimization and Control
49M05 (primary) 90C05, 91A05 (secondary)
url https://arxiv.org/abs/2411.00791