noncooperative game

Two-stage distributionally robust noncooperative games: Existence of Nash equilibrium and its application to Cournot-Nash competition

  • Atsushi Hori
  • Nobuo Yamashita
    • Categories Game Theory Tags , , ,

    Two-stage distributionally robust stochastic noncooperative games with continuous decision variables are studied. In such games, each player solves a two-stage distributionally robust optimization problem depending on the decisions of the other players. Existing studies in this area have been limited with strict assumptions, such as linear decision rules, and supposed that each player solves a … Read more

    Welfare-Maximizing Correlated Equilibria using Kantorovich Polynomials with Sparsity

  • Fook Wai Kong
  • Berc Rustem
    • Categories Game Theory, Global Optimization, Semi-definite Programming Tags , , , , ,

    We propose an algorithm that computes the epsilon-correlated equilibria with global-optimal (i.e., maximum) expected social welfare for single stage polynomial games. We first derive an infinite-dimensional formulation of epsilon-correlated equilibria using Kantorovich polynomials and re-express it as a polynomial positivity constraint. In addition, we exploit polynomial sparsity to achieve a leaner problem formulation involving Sum-Of-Squares … Read more