Nash equilibria strategies and equivalent single-objective optimization problems. The case of linear partial differential equations

TL;DR

This paper investigates the existence and uniqueness of Nash equilibria in linear PDE control problems and demonstrates conditions under which these equilibria also solve equivalent single-objective optimization problems.

Contribution

It establishes a link between Nash equilibria and single-objective optimization solutions for linear PDE control problems, extending to various types of linear equations and controls.

Findings

Nash equilibria exist and are unique under certain conditions.

Nash equilibria can coincide with solutions to single-objective problems.

Results apply to a broad class of linear PDEs and control types.

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 equations 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,...).