On noncooperative $n$-player principal eigenvalue games

Abstract

We consider a noncooperative $n$-player principal eigenvalue game which is associated with an infinitesimal generator of a stochastically perturbed multi-channel dynamical system -- where, in the course of such a game, each player attempts to minimize the asymptotic rate with which the controlled state trajectory of the system exits from a given bounded open domain. In particular, we show the existence of a Nash-equilibrium point (i.e., an $n$-tuple of equilibrium linear feedback operators) that is distinctly related to a unique maximum closed invariant set of the corresponding deterministic multi-channel dynamical system, when the latter is composed with this $n$-tuple of equilibrium linear feedback operators.