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arXiv · 1703.08442

Equilibrium selection via Optimal transport

Shui-Nee Chow·Wuchen Li·Jun Lu·Haomin Zhou
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Abstract

We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The stationary measure of the dynamics provides each pure Nash equilibrium a probability by which it is ranked. For potential games, its dynamical properties are characterized by entropy and Fisher information.

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Shui-Nee Chow, Wuchen Li, Jun Lu, Haomin Zhou. 2017-03-23. Equilibrium selection via Optimal transport. https://arxiv.org/abs/1703.08442

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