Robust nash equilibria in N-person non-cooperative games: Uniqueness and reformulation

Ryoichi Nishimura, Shunsuke Hayashi, Masao Fukushima

研究成果: Article査読

29 被引用数 (Scopus)

抄録

In this paper we propose a general framework of distribution-free models for N-person noncooperative games with uncertain information. In the model, we assume that each player's cost function and/or the opponents' strategies belong to some uncertainty sets, and each player chooses his/her strategy according to the robust optimization policy. Under such assumptions, we define the robust Nash equilibrium for N-person games by extending some existing definitions. We present sufficient conditions for existence and uniqueness of a robust Nash equilibrium. In order to compute robust Nash equilibria, we reformulate certain classes of robust Nash equilibrium problems to second-order cone complementarity problems. We finally show some numerical results to discuss the behavior of robust Nash equilibria.

本文言語English
ページ(範囲)237-259
ページ数23
ジャーナルPacific Journal of Optimization
5
2
出版ステータスPublished - 2009 5月 1
外部発表はい

ASJC Scopus subject areas

  • 制御と最適化
  • 計算数学
  • 応用数学

フィンガープリント

「Robust nash equilibria in N-person non-cooperative games: Uniqueness and reformulation」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル