Paréto equilibria in multicriteria metagames

Summary In this paper we study the existence of Paréto equilibria of a multicriteria metagame. A theorem on existence of a Paréto equilibrium and a theorem on existence of a Nash equilibrium with weights are presented, which improve and extend some known results in the theory of games with multiple payoffs. Also relations between a Paréto equilibrium and other solution concepts of an optimization problem with multiple criteria are discussed. Partially supported by NSFC, NSFIMTF and MADIS. The authors are grateful to the referee's valuable comments and suggestions.