Semi-Infinite Models for Equilibrium Selection

被引:0
|
作者
Beck, Maren [1 ]
Stein, Oliver [1 ]
机构
[1] Karlsruhe Inst Technol KIT, Inst Operat Res IOR, Karlsruhe, Germany
来源
MINIMAX THEORY AND ITS APPLICATIONS | 2024年 / 9卷 / 01期
关键词
Equilibrium selection; Nash game; payoff dominance; semi-infinite optimization; cutting algorithm; MATHEMATICAL PROGRAMS;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In their seminal work "A General Theory of Equilibrium Selection in Games" [The MIT Press, Cambridge 1988] J. C. Harsanyi and R. Selten introduce the notion of payoff dominance to explain how players select some solution of a Nash equilibrium problem from a set of nonunique equilibria. We formulate this concept for generalized Nash equilibrium problems, relax payoff dominance to the more widely applicable requirement of payoff nondominatedness, and show how different characterizations of generalized Nash equilibria yield different semi -infinite optimization problems for the computation of payoff nondominated equilibria. Since all these problems violate a standard constraint qualification, we also formulate regularized versions of the optimization problems. Under additional assumptions we state a nonlinear cutting algorithm and provide numerical results for a multi -agent portfolio optimization problem.
引用
收藏
页码:1 / 18
页数:18
相关论文
共 50 条
  • [1] Semi-Infinite Optimization with Hybrid Models
    Wang, Chenyu
    Wilhelm, Matthew E.
    Stuber, Matthew D.
    INDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH, 2022, 61 (15) : 5239 - 5254
  • [2] Infiltration models for semi-infinite soil profiles
    Basha, H. A.
    WATER RESOURCES RESEARCH, 2011, 47
  • [3] DYNAMICS OF A SEMI-INFINITE CRYSTAL LATTICE IN A QUASIHARMONIC APPROXIMATION .I. STATIC EQUILIBRIUM CONFIGURATION OF A SEMI-INFINITE LATTICE
    FEUCHTWA.TE
    PHYSICAL REVIEW, 1967, 155 (03): : 715 - &
  • [4] Semi-infinite metal: perturbative treatment based on semi-infinite jellium
    Kostrobij, P. P.
    Markovych, B. M.
    CONDENSED MATTER PHYSICS, 2008, 11 (04) : 641 - 651
  • [5] Semi-infinite programming
    Lopez, Marco
    Still, Georg
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2007, 180 (02) : 491 - 518
  • [6] SEMI-INFINITE GAME
    SOYSTER, AL
    MANAGEMENT SCIENCE SERIES A-THEORY, 1975, 21 (07): : 806 - 812
  • [7] Semi-infinite interval equilibrium problems: optimality conditions and existence results
    Ruiz-Garzon, Gabriel
    Osuna-Gomez, Rafaela
    Rufian-Lizana, Antonio
    Beato-Moreno, Antonio
    COMPUTATIONAL & APPLIED MATHEMATICS, 2023, 42 (06):
  • [8] Out-of-equilibrium properties of the semi-infinite kinetic spherical model
    Baumann, F
    Pleimling, M
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2006, 39 (09): : 1981 - 1999
  • [9] Semi-infinite interval equilibrium problems: optimality conditions and existence results
    Gabriel Ruiz-Garzón
    Rafaela Osuna-Gómez
    Antonio Rufián-Lizana
    Antonio Beato-Moreno
    Computational and Applied Mathematics, 2023, 42
  • [10] Boundary crossover in semi-infinite non-equilibrium growth processes
    Allegra, Nicolas
    Fortin, Jean-Yves
    Henkel, Malte
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2014,