Constrained games as complementary eigenvalue problems
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In this paper, a class of two-person nonzero sum games where the strategy choices are constrained in some form for each player is analyzed, and the equivalent nonlinear programs which must be solved for the Cournot-Nash equilibrium are shown.About:
This article is published in Journal of Mathematical Analysis and Applications.The article was published on 1980-02-01 and is currently open access. It has received 6 citations till now. The article focuses on the topics: Divide-and-conquer eigenvalue algorithm.read more
Citations
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Book ChapterDOI
Risk aversion in decision models
TL;DR: In this paper, a sample inspection plan seeks to determine an acceptable quality level (AQL) of a product lot by minimizing the cost of making wrong decisions, where the latter involves producer's risk and consumer's risk.
Book ChapterDOI
Multivariate risk aversion with applications
TL;DR: In this paper, the Arrow-Pratt (r A) measure of absolute risk aversion is used to measure the risk aversion of a decision-maker in a decision model under uncertainty.
Journal ArticleDOI
Correlated equilibria and Rayleigh quotient in Cournot-Nash games
TL;DR: Correlation of strategies may be utilized as a tool to improve the Cournot-Nash equilibrium solution in a market game, provided randomized experiments called public lotteries are admitted.
Journal ArticleDOI
Mixed strategy and information theory in optimal portfolio choice
TL;DR: In this article, the problem of portefeuille selection is formulated as a problem of finding the best strategy for a 2-person jeu a 2 personnes and de somme nulle, and a point selle dans des strategies mixtes ou la fonction gain.
References
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Journal ArticleDOI
On the Stackelberg strategy in nonzero-sum games
Marwan A. Simaan,Jose B. Cruz +1 more
TL;DR: The properties of the Stackelberg solution in static and dynamic nonzero-sum two-player games are investigated in this paper, and necessary and sufficient conditions for its existence are derived.
Book
Sequential Analysis and Optimal Design
TL;DR: Preliminaries on probability Generalities about the conventional theory of design of experiments Optimal sample size Preliminary on regression Design for linear regression: Elfving's method Maximum-likelihood estimation Locally optimal designs for estimation More design in regression experiments Testing hypotheses Optimal samples size in testing Sequential probability-ratio test Optimality of sequential probability-Ratio test Motivation for an approach to sequential design of experiment in testing hypotheses.
Journal ArticleDOI
Two-person nonzero-sum games and quadratic programming
Olvi L. Mangasarian,H Stone +1 more
TL;DR: In this paper, it was shown that a necessary and sufficient condition that a point be a Nash equilibrium point of a two-person, nonzero-sum game with a finite number of pure strategies is that the point is a solution of a single programming problem with linear constraints and a quadratic objective function that has a global maximum of zero.