GUARANTEED INERTIA FUNCTIONS IN DYNAMICAL GAMES

Jean-Pierre Aubin () and Patrick Saint-Pierre
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Jean-Pierre Aubin: LASTRE (Laboratoire d'Applications des Systèmes Tychastiques Régulés), and Centre de Recherche Viabilité, Jeux, Contrôle, Université Paris-Dauphine, France
Patrick Saint-Pierre: LASTRE (Laboratoire d'Applications des Systèmes Tychastiques Régulés), and Centre de Recherche Viabilité, Jeux, Contrôle, Université Paris-Dauphine, France

International Game Theory Review (IGTR), 2006, vol. 08, issue 02, 185-218

Abstract: This paper deals with inertia functions in control theory introduced in Aubin, Bernardo and Saint-Pierre (2004, 2005) and their adaptation to dynamical games. The inertia function associates with any initial state-control pair the smallest of the worst norms over time of the velocities of the controls regulating viable evolutions. For tychastic systems (parameterized systems where the parameters are tyches, disturbances, perturbations, etc.), the palicinesia of a tyche measure the worst norm over time of the velocities of the tyches. The palicinesia function is the largest palicinesia thresholdcsuch that all evolutions with palicinesia smaller than or equal tocare viable. For dynamical games where one parameter is the control and the other one is a tyche (games against nature or robust control), we define the guaranteed inertia function associated with any initial state-control-tyche triple the best of the worst of the norms of the velocities of the controls and of the tyches and study their properties. Viability Characterizations and Hamilton-Jacobi equations of which these inertia and palicinesia functions are solutions are provided.

Keywords: Viability; dynamical games; inertia function; Tychastic systems; palicinesia (search for similar items in EconPapers)
JEL-codes: B4 C0 C6 C7 D5 D7 M2 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1142/S0219198906000862

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