Dynamic Games with Incomplete Knowledge in Metric Spaces

Abstract

We describe a model of a discrete time dynamic system with active elements (players). All the system states are contained in a set of a metric space. Each state is associated with the common system utility value and player shares. Feasible coalitions of players can change the system state, but each move requires certain expenses. We suppose that the players may have only restricted and local knowledge about the system. We define the concept of an equilibrium state in this dynamic game and present iterative algorithms that create feasible trajectories tending to equilibrium states under rather general conditions.