Nash Equilibrium and Belief Evolution in Differential Games

Fuente: arXiv
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Main Authors: Zhou, Jiangjing, Petrosian, Ovanes, Zhang, Ye, Gao, Hongwei
Format: Preprint
Published: 2025
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author Zhou, Jiangjing
Petrosian, Ovanes
Zhang, Ye
Gao, Hongwei
author_facet Zhou, Jiangjing
Petrosian, Ovanes
Zhang, Ye
Gao, Hongwei
contents This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical proofs leveraging key probability theorems demonstrate that players' beliefs converge to the true parameter values, ensuring stability and accuracy in long-term estimations. We further derive Nash Equilibrium strategies with continuous Bayesian updating for players, emphasizing the role of belief updates in decision-making processes. Additionally, we establish the convergence of Nash Equilibrium strategies with continuous Bayesian updating. The efficacy of both continuous and dynamic Bayesian updating is examined in the context of pollution control games, showing convergence in players' estimates under small time intervals in discrete scenarios.
format Preprint
id arxiv_https___arxiv_org_abs_2509_11739
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Nash Equilibrium and Belief Evolution in Differential Games
Zhou, Jiangjing
Petrosian, Ovanes
Zhang, Ye
Gao, Hongwei
Multiagent Systems
Computer Science and Game Theory
This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical proofs leveraging key probability theorems demonstrate that players' beliefs converge to the true parameter values, ensuring stability and accuracy in long-term estimations. We further derive Nash Equilibrium strategies with continuous Bayesian updating for players, emphasizing the role of belief updates in decision-making processes. Additionally, we establish the convergence of Nash Equilibrium strategies with continuous Bayesian updating. The efficacy of both continuous and dynamic Bayesian updating is examined in the context of pollution control games, showing convergence in players' estimates under small time intervals in discrete scenarios.
title Nash Equilibrium and Belief Evolution in Differential Games
topic Multiagent Systems
Computer Science and Game Theory
url https://arxiv.org/abs/2509.11739