Bimatrix games with unique equilibrium points

A necessary and sufficient condition is found for a given pair of strategies to be the unique equilibrium point of some bimatrix game.     

Constructing bimatrix games with unique equilibrium points

We construct bimatrix games with prefixed equilibrium points in the mixed extension. The uniqueness conditions are studied and we obtain a wide class of games with unique arbitrary prefixed equilibrium points.     

On equilibrium points of diagonaln-person games

In this paper, we compute explicitly the equilibrium points of diagonaln-person games when all of them have the same number of strategies. This number is arbitrary. A wide generalization of two-person games is immediately obtained.The author is grateful to Professor Joel Cohen who visited IMASL during the winter of 1987 and commented on the paper.     

On equilibrium points in bimatrix games

We discuss sensitivity of equilibrium points in bimatrix games depending on small variances (perturbations) of data. Applying implicit function theorem to a linear complementarity problem which is equivalent to the bimatrix game, we investigate sensitivity of equilibrium points with respect to the perturbation of parameters in the game. Namely, we provide the calculation of equilibrium points derivatives with respect to the parameters.     

不确定条件下n人非合作博弈均衡点集的通有稳定性

基于经典博弈模型的Nash均衡点集的通有稳定性和具有不确定参数的n人非合作博弈均衡点的概念,探讨了具有不确定参数博弈的均衡点集的通有稳定性.参照Nash均衡点集稳定性的统一模式,构造了不确定博弈的问题空间和解空间,并证明了问题空间是一个完备度量空间,解映射是上半连续的,且解集是紧集（即usco（upper semicontinuous and compact-valued）映射）,得到不确定参数博弈模型的解集通有稳定性的相关结论.     

Uniqueness of equilibrium points in bimatrix games

Bimatrix games are constructed having a given pair (x, y) as the unique equilibrium point within the class of all mixed strategy pairs whose nonzero components are the same as (resp., among) those of (x, y). In each case, necessary and sufficient conditions on (x, y) for the existence of such a game are obtained. All games having the first property are constructed. The work extends and complements recent (separate) works ofMillham [1972],Raghavan [1970] and the author. The methods and results are valid in the context of any ordered field.     

Strictly perfect equilibrium points of bimatrix games

We consider the existence of strictly perfect equilibrium points for bimatrix games. We prove that an isolated and quasi-strong equilibrium point is strictly perfect. Our result shows that in a nondegenerate bimatrix game all equilibrium points are strictly perfect. Our proof is based on the labeling theory ofShapley [1974] for bimatrix games.     

Two-stage non-cooperative games with risk-averse players

This paper formally introduces and studies a non-cooperative multi-agent game under uncertainty. The well-known Nash equilibrium is employed as the solution concept of the game. While there are several formulations of a stochastic Nash equilibrium problem, we focus mainly on a two-stage setting of the game wherein each agent is risk-averse and solves a rival-parameterized stochastic program with quadratic recourse. In such a game, each agent takes deterministic actions in the first stage and recourse decisions in the second stage after the uncertainty is realized. Each agent’s overall objective consists of a deterministic first-stage component plus a second-stage mean-risk component defined by a coherent risk measure describing the agent’s risk aversion. We direct our analysis towards a broad class of quantile-based risk measures and linear-quadratic recourse functions. For this class of non-cooperative games under uncertainty, the agents’ objective functions can be shown to be convex in their own decision variables, provided that the deterministic component of these functions have the same convexity property. Nevertheless, due to the non-differentiability of the recourse functions, the agents’ objective functions are at best directionally differentiable. Such non-differentiability creates multiple challenges for the analysis and solution of the game, two principal ones being: (1) a stochastic multi-valued variational inequality is needed to characterize a Nash equilibrium, provided that the players’ optimization problems are convex; (2) one needs to be careful in the design of algorithms that require differentiability of the objectives. Moreover, the resulting (multi-valued) variational formulation cannot be expected to be of the monotone type in general. The main contributions of this paper are as follows: (a) Prior to addressing the main problem of the paper, we summarize several approaches that have existed in the literature to deal with uncertainty in a non-cooperative game. (b) We introduce a unified formulation of the two-stage SNEP with risk-averse players and convex quadratic recourse functions and highlight the technical challenges in dealing with this game. (c) To handle the lack of smoothness, we propose smoothing schemes and regularization that lead to differentiable approximations. (d) To deal with non-monotonicity, we impose a generalized diagonal dominance condition on the players’ smoothed objective functions that facilitates the application and ensures the convergence of an iterative best-response scheme. (e) To handle the expectation operator, we rely on known methods in stochastic programming that include sampling and approximation. (f) We provide convergence results for various versions of the best-response scheme, particularly for the case of private recourse functions. Overall, this paper lays the foundation for future research into the class of SNEPs that provides a constructive paradigm for modeling and solving competitive decision making problems with risk-averse players facing uncertainty; this paradigm is very much at an infancy stage of research and requires extensive treatment in order to meet its broad applications in many engineering and economics domains.     

One-to-many non-cooperative matching games

We study a strategic model of wage negotiations between firms and workers. First, we define the stability of an allocation in an environment where firms can employ more than one worker. Secondly, we develop a one-to-many non-cooperative matching game, which is an extension of Kamecke’s one-to-one non-cooperative matching game. The main result shows the equivalence between the stable allocations and the outcomes of the subgame equilibria in the matching game: for any stable allocation in this game there is a subgame perfect equilibrium which induces the allocation on the equilibrium path, and every subgame perfect equilibrium induces a stable allocation on the equilibrium path. Furthermore, as for the existence of a stable allocation, we argue that a stable allocation, as with a subgame perfect equilibrium, does not always exist, but it exists under some conditions, using Kelso and Crawford’s modelling.     

An open loop equilibrium strategy for quasi-variational inequalities and for constrained non-cooperative games

The existence of an open loop equilibrium strategy for time-dependent parabolic quasi-variational inequalities is established. Applications to the Nash open loop equilibrium strategy for an economy with N-consumers and K-producers as well as applications to parabolic quasi-variational inequalities are given     

On Nash equilibrium points and games of imperfect information

This paper considers a class of two-player, nonzero-sum games in which the players have only local, as opposed to global, information about the payoff functions. We study various modes of behavior and their relationship to different stability properties of the Nash equilibrium points.     

On characterizing equilibrium points in two person strictly competitive games

A game is strictly competitive if all possible outcomes are Pareto optimal. It has been known that ifs′ = (s′ ₁,s′ ₂) ands″ = (s″ ₁ s″ ₂) are equilibrium points in a two person strictly competitive game, then payoffs are the same ats′ as ats″ and that (s′ ₁,s″ ₂) and (s″ ₁ s′ ₂) are equilibrium points as well. It is proved in this paper that, for 0 ?k?1,ks′ + (1?k)s″ is also an equilibrium point.     

On some properties of Nash equilibrium points in two-person games

In modern game theory, a lot of attention is paid to the concept of Nash equilibrium. The paper is devoted to the study of some properties of the set A of Nash equilibrium points in two-person games. In particular, the character of possible complexity of the set A is investigated, and the stability of the set A under small perturbations of payoff functions is analyzed.     

Structure of equilibria inN-person non-cooperative games

Here we study the structure of Nash equilibrium points forN-person games. For two-person games we observe that exchangeability and convexity of the set of equilibrium points are synonymous. This is shown to be false even for three-person games. For completely mixed games we get the necessary inequality constraints on the number of pure strategies for the players. Whereas the equilibrium point is unique for completely mixed two-person games, we show that it is not true for three-person completely mixed game without some side conditions such as convexity on the equilibrium set. It is a curious fact that for the special three-person completely mixed game with two pure strategies for each player, the equilibrium point is unique; the proof of this involves some combinatorial arguments.     

Hadamard well-posedness in discontinuous non-cooperative games

We consider some recent classes of discontinuous games with Nash equilibria and we prove that such classes have the Hadamard well-posedness property. This means that given a game y, a net (y^α)_α of games converging to y and a net (x^α)_α such that x^α is a Nash equilibrium of any y^α, then at least a cluster point of (x^α)_α is a Nash equilibrium of y. In order to obtain this property, we prove that the map of Nash equilibria is upper semicontinuous. Using the pseudocontinuity, a generalization of the continuity, we improve previous results obtained with continuous functions.     

Topological degree and number of Nash equilibrium points of bimatrix games

In this paper, using the topological degree, we give a new proof of a well-known result: the number of Nash equilibrium points of a nondegenerate bimatrix game is odd. The calculation of the topological degree allows the localization of the whole set of non-degenerate equilibrium points.     

Regularized extraproximal method for finding equilibrium points in two-person saddle-point games

Three variants of the regularized extraproximal method are proposed for finding equilibrium points in two-person saddle-point games. Their convergence is examined, and a regularizing operator is constructed.     

On characterizing properties of the value sets and the equilibrium point sets of non-cooperative two-person games

In this paper, for certain subfamilies of the family of bounded measurable two-person games in normal form, the value sets are characterized by three properties, called the maximum property, the minimum property and the adjunction property. Furthermore, one of the papers of Vilkas is critically discussed. Finally, for bimatrix games, two systems of characterizing properties for the equilibrium point sets are given.