Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with costs approximated by quadratic functions. A discrete time dynamical system in the space of conjectures is derived, a solution method for computing fixed points of these dynamics (equilibria) is given, local stability properties of the dynamics around the equilibria are characterized, and conditions are given that guarantee a unique stable equilibrium.
翻译:利用线性分式变换和代数Riccati方程研究的工具,针对由二次函数近似代价函数的连续行动空间双人博弈,给出了局部一致推测变分均衡的刻画。推导了推测空间上的离散时间动力系统,给出了计算这些动力学不动点(均衡)的求解方法,刻画了动力学在均衡点附近的局部稳定性性质,并给出了保证唯一稳定均衡的条件。