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Generalized Nash equilibrium problems
4OR, 2007The Generalized Nash equilibrium problem is an important model that has its roots in the economic sciences but is being fruitfully used in many different fields. In this survey paper we aim at discussing its main properties and solution algorithms, pointing out what could be useful topics for future research in the field.
FACCHINEI, Francisco, Christian Kanzow
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Acta Mathematica Academiae Scientiarum Hungaricae, 1982
Let us consider a multiobject~ve model consisting of n subsystems denoted by 5~, ..., 5P,. Each ,~i is given by the set of its possible actions Z~ and the multivalued mapping ~0~ restricting the domain of actions, from the product Z = Z I • ... • intoZ~. Denote S the set of states of this model, i.e. S consists of all points z = ( z l , . . . , z n ) E
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Let us consider a multiobject~ve model consisting of n subsystems denoted by 5~, ..., 5P,. Each ,~i is given by the set of its possible actions Z~ and the multivalued mapping ~0~ restricting the domain of actions, from the product Z = Z I • ... • intoZ~. Denote S the set of states of this model, i.e. S consists of all points z = ( z l , . . . , z n ) E
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Nash Equilibrium in Discontinuous Games [PDF]
Annual Review of Economics, 2015 We review the discontinuous games literature, with a sharp focus on conditions that ensure the existence of pure and mixed strategy Nash equilibria in strategic form games and of Bayes-Nash equilibria in Bayesian games.
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Stochastic Analysis and Applications, 2017
ABSTRACTThe Wonham filter, which estimates a Markov chain observed in Brownian noise, is considered. However, the parameters of the observation process are not known. Maximizing the un-normalized probabilities of the Zakai equation over the parameters leads to a Nash equilibrium whose solution is discussed using the stochastic control results of Peng ...
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ABSTRACTThe Wonham filter, which estimates a Markov chain observed in Brownian noise, is considered. However, the parameters of the observation process are not known. Maximizing the un-normalized probabilities of the Zakai equation over the parameters leads to a Nash equilibrium whose solution is discussed using the stochastic control results of Peng ...
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Rationality, Computability, and Nash Equilibrium [PDF]
Econometrica, 1992 Suppose two agents play a game, each using a computable algorithm to decide what to do, these algorithms being common knowledge. We show that it is possible to act rationally provided we limit our attention to a natural subset of solvable games and to opponents who use rational algorithms; the outcome is a Nash equilibrium.
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Controllability of Nash equilibrium
2016 35th Chinese Control Conference (CCC), 2016Controlling complex systems to desired states is a paramount importance in science and engineering. In this paper, we consider a class of control systems based on non-cooperative dynamical games which can give some light on this kind of complex systems. It involves a hierarchal decision making structure: one leader and multiple followers.
Lei Guo, Renren Zhang
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Journal of Economic Theory, 2009
Abstract We modify the epistemic conditions for Nash equilibrium only to accommodate Gilboa and Schmeidler's [I. Gilboa, D. Schmeidler, Maxmin expected utility with nonunique prior, J. Math. Econ. 18 (1989) 141–153] maxmin expected utility preferences, and identify the equilibrium concept in n-player strategic games that characterizes the modified ...
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Abstract We modify the epistemic conditions for Nash equilibrium only to accommodate Gilboa and Schmeidler's [I. Gilboa, D. Schmeidler, Maxmin expected utility with nonunique prior, J. Math. Econ. 18 (1989) 141–153] maxmin expected utility preferences, and identify the equilibrium concept in n-player strategic games that characterizes the modified ...
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Nash equilibrium in competitive insurance [PDF]
Economics Letters, 2015 I formalize a rather stylized insurance market with adverse selection as a standard duopoly. I formally specify demand functions and profits and prove that a Nash equilibrium in pure strategies exists if and only if the well-known Rothschild–Stiglitz allocation is efficient.
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Nash equilibrium, refinements of
2010Game theory studies decisions by several persons in situations with significant interactions. Two features distinguish it from other theories of multi-person decisions. One is explicit consideration of each person’s available strategies and the outcomes resulting from combinations of their choices; that is, a complete and detailed specification of the ‘
Steven N. Durlauf, Lawrence E. Blume
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Computational Mathematics and Modeling, 2000
For accep/reject games and coalitionless games, the classical Roos-Nash equilibrium is generalized to a so-called strongly dependent equilibrium, which exists for a wider class of games than the classical equilibrium. The following hierarchical chain of progressively stronger equilibria is established: symmetrical activeA-equilibrium, strongly ...
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For accep/reject games and coalitionless games, the classical Roos-Nash equilibrium is generalized to a so-called strongly dependent equilibrium, which exists for a wider class of games than the classical equilibrium. The following hierarchical chain of progressively stronger equilibria is established: symmetrical activeA-equilibrium, strongly ...
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