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.     

约束形式下广义最大元Nash均衡的存在性

运用广义最大元方法在非传递性偏好下给出了博弈均衡的存在性定理,推广了一些经典的博弈均衡存在性定理.在文中介绍策略式博弈的Nash均衡具有宽泛的条件,在微观经济理论中有广泛的应用.     

关于集值目标映射的向量平衡问题的广义Tykhonov适定性

引入集值目标映射的向量平衡问题的两类广义Tykhonov适定性,利用非紧性Kuratowski测度给出它们的度量刻划和讨论这两类适定性的充分性条件.最后证明向量平衡问题的广义Tykhonov适定性与约束极小化问题的广义Tykhonov适定性之间的等价关系.     

具有模糊支付的主从博弈的Nash平衡的存在性

本文在局中人的支付为模糊值函数的情况下,主要研究n人非合作模糊博弈和主从模糊博弈的Nash平衡存在性。首先,引入模糊数及它们之间的偏序关系、欧式空间Rⁿ中连续模糊值函数及其保不等式性、最值性等性质。其次,建立模糊值函数对应的极大值定理。随后,利用这一极大值定理及Kakutani不动点定理证明了n人非合作模糊博弈Nash平衡的存在性。基于此,最后证明了主从模糊博弈Nash平衡存在性,并通过举例说明上述两类Nash平衡的存在性结果是有效的。     

年龄分布下种群资源开发动态博弈的Nash均衡

研究具有年龄结构的种群资源开发中的动态博弈问题.应用~Kakutani~多值映射不动点定理证明了Nash均衡的存在性,借助切锥－法锥和共轭系统技巧刻画了均衡策略.结果表明,在一定条件下,均衡策略具有Bang-Bang结构.     

随机广义拟变分不等式的迭代解法及应用

为了获得Hilbert空间中一类随机广义拟变分不等式的迭代解法,证明了点到由具闭(凸)值的随机集值映射所刻画的变约束集上的投影算子的可测性.利用该可测性结果和可测选择定理,构造了求解随机广义拟变分不等式的随机迭代算法.在单调性及Lipschitz连续性条件下,获得了由算法生成的随机序列的收敛性.作为应用,给出了随机广义Nash博弈和随机Walrasian均衡问题的一些刻画性结果.     

不确定性下强Berge均衡的存在性

在已知不确定参数变化的范围下,研究了非合作博弈与广义非合作博弈的强Berge均衡的存在性,基于强Berge均衡与不确定性下非合作博弈的强Nash均衡的概念,给出了不确定参数下非合作博弈与广义非合作博弈的强Berge均衡的定义,并利用Fan-Glicksberg不动点定理证明其存在性,最后用算例验证其可行性.     

无限阶段网络博弈中合作解的策略稳定性

合作博弈的经典合作解不满足时间一致性, 并缺乏策略稳定性. 本文研究无限阶段网络博弈合作解的策略稳定性理论. 首先建立时间一致的分配补偿程序实现合作解的动态分配, 然后建立针对联盟的惩罚策略, 给出合作解能够被强Nash均衡策略支撑的充分性条件, 最后证明了博弈中的惩罚策略局势是强Nash均衡, 从而保证了合作解的策略稳定性. 作为应用, 考察了重复囚徒困境网络博弈中Shapley值的策略稳定性.     

考虑时滞效应与均值-方差效用的非零和投资与再保险博弈

在考虑时滞效应的影响下研究了非零和随机微分投资与再保险博弈问题.以最大化终端绝对财富和相对财富的均值-方差效用为目标,构建了两个相互竞争的保险公司之间的非零和投资与再保险博弈模型,分别在经典风险模型和近似扩散风险模型下探讨了博弈的Nash均衡策略.借助随机控制理论以及相应的广义Hamilton-Jacobi-Bellm...     

大博弈中Nash均衡的存在性

研究了具有任意多个局中人的非合作博弈(大博弈)中Nash均衡的存在性.将1969年Ma的截口定理推广得到新的截口定理.用这个新的截口定理进一步证明了:1)大博弈中Nash均衡的存在性;2)纯策略集为紧度量空间而且支付函数为连续函数时,连续大博弈中混合策略Nash均衡的存在性.并且存在性定理推出了2010年Salonen的结果,即此研究结果较Salonen的结论更具普遍意义.     

约束图像拓扑下的向量值拟变分不等式解集的通有稳定性

主要运用研究通有性质的方法研究向量值拟变分不等式解的稳定性.首先引入约束映射在图像拓扑意义下的Hausdorff度量,这是一种有别于通常一致度量的新度量,然后在此弱图像拓扑下,给出并证明了关于向量值拟变分不等式解的通有稳定性的几个结论.结论表明,在Baire分类的意义下,大多数的向量值拟变分不等式问题的解关于新定义的度...     

On extremal pure Nash equilibria for mixed extensions of normal-form games

In this paper we derive conditions under which mixed extensions of normal-form games have least and greatest Nash equilibria in pure strategies, and either of them gives best utilities among all mixed Nash equilibria when strategy spaces are complete separable metric spaces equipped with closed partial orderings, and the values of utility functions are in separable ordered Banach spaces. The obtained results are applied to supermodular normal-form games whose strategy spaces are multidimensional.     

The simple geometry of perfect information games

Perfect information games have a particularly simple structure of equilibria in the associated normal form. For generic such games each of the finitely many connected components of Nash equilibria is contractible. For every perfect information game there is a unique connected and contractible component of subgame perfect equilibria. Finally, the graph of the subgame perfect equilibrium correspondence, after a very mild deformation, looks like the space of perfect information extensive form games.     

Computation of equilibria and the price of anarchy in bottleneck congestion games

We study Nash and strong equilibria in weighted and unweighted bottleneck games. In such a game every (weighted) player chooses a subset of a given set of resources as her strategy. The cost of a resource depends on the total weight of players choosing it and the personal cost every player tries to minimize is the cost of the most expensive resource in her strategy, the bottleneck value. To derive efficient algorithms for finding equilibria in unweighted games, we generalize a transformation of a bottleneck game into a congestion game with exponential cost functions introduced by Caragiannis et al. (2005). For weighted routing games we show that Greedy methods give Nash equilibria in extension-parallel and series-parallel graphs. Furthermore, we show that the strong Price of Anarchy can be arbitrarily high for special cases and give tight bounds depending on the topology of the graph, the number and weights of the users and the degree of the polynomial latency functions. Additionally we investigate the existence of equilibria in generalized bottleneck games, where players aim to minimize not only the bottleneck value, but also the second most expensive resource in their strategy and so on.     

On the existence of Nash equilibria in large games

We study the existence of Nash equilibria in games with an infinite number of players. We show that there exists a Nash equilibrium in mixed strategies in all normal form games such that pure strategy sets are compact metric spaces and utility functions are continuous. The player set can be any nonempty set.     

How to find Nash equilibria with extreme total latency in network congestion games?

We study the complexity of finding extreme pure Nash equilibria in symmetric network congestion games and analyse how it is influenced by the graph topology and the number of users. In our context best and worst equilibria are those with minimum or maximum total latency, respectively. We establish that both problems can be solved by a Greedy type algorithm equipped with a suitable tie breaking rule on extension-parallel graphs. On series-parallel graphs finding a worst Nash equilibrium is NP-hard for two or more users while finding a best one is solvable in polynomial time for two users and NP-hard for three or more. additionally we establish NP-hardness in the strong sense for the problem of finding a worst Nash equilibrium on a general acyclic graph.     

Algorithms for generalized potential games with mixed-integer variables

We consider generalized potential games, that constitute a fundamental subclass of generalized Nash equilibrium problems. We propose different methods to compute solutions of generalized potential games with mixed-integer variables, i.e., games in which some variables are continuous while the others are discrete. We investigate which types of equilibria of the game can be computed by minimizing a potential function over the common feasible set. In particular, for a wide class of generalized potential games, we characterize those equilibria that can be computed by minimizing potential functions as Pareto solutions of a particular multi-objective problem, and we show how different potential functions can be used to select equilibria. We propose a new Gauss–Southwell algorithm to compute approximate equilibria of any generalized potential game with mixed-integer variables. We show that this method converges in a finite number of steps and we also give an upper bound on this number of steps. Moreover, we make a thorough analysis on the behaviour of approximate equilibria with respect to exact ones. Finally, we make many numerical experiments to show the viability of the proposed approaches.     

On existence of undominated pure strategy Nash equilibria in anonymous nonatomic games: a generalization

In this paper, we generalize the exitence result for pure strategy Nash equilibria in anonymous nonatomic games. By working directly on integrals of pure strategies, we also generalize, for the same class of games, the existence result for undominated pure strategy Nash equilibria even though, in general, the set of pure strategy Nash equilibria may fail to be weakly compact. Received August 2001