Nash Equilibria Strategies and Equivalent Single-Objective Optimization Problems. The Case of Linear Partial Differential Equations

Abstract

In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach possibly different goals) associated to linear partial differential equations and show that, in some cases, they are also the solution of suitable single-objective optimization problems (i.e. cooperative-wise problems, where all the controls cooperate to reach a common goal). We use cost functions associated with a particular linear parabolic partial differential equation and distributed controls, but the results are also valid for more general linear differential equations (including elliptic and hyperbolic cases) and controls (e.g. boundary controls, initial value controls,...).