We study an optimal control problem arising from a generalization of rock-paper-scissors in which the number of strategies may be selected from any positive odd number greater than 1 and in which the payoff to the winner is controlled by a control variable $\gamma$. Using the replicator dynamics as the equations of motion, we show that a quasi-linearization of the problem admits a special optimal control form in which explicit dynamics for the controller can be identified. We show that all optimal controls must satisfy a specific second order differential equation parameterized by the number of strategies in the game. We show that as the number of strategies increases, a limiting case admits a closed form for the open-loop optimal control. In performing our analysis we show necessary conditions on an optimal control problem that allow this analytic approach to function.
翻译:我们研究了一个最佳控制问题,它产生于对岩石-纸剪刀的笼统化,从任何奇数大于1的正数中选择战略数量,对赢家的回报由控制变量$\gamma$控制。我们用复制机动态作为运动方程式,我们表明,问题的准线化承认了一种特殊的最佳控制形式,在这种形式中可以确定控制器的明确动态。我们表明,所有最佳控制必须满足以游戏中战略数量为参数的特定第二阶差分方程。我们表明,随着战略数量的增加,一个限制性案例承认开放通道最佳控制的一种封闭形式。在进行分析时,我们展示了最佳控制问题的必要条件,使这种分析方法能够发挥作用。