A Variational Formulation of Network Games with Random Utility Functions

Autor: Mauro Passacantando, Fabio Raciti
Přispěvatelé: Daras, NJ, Rassias, TM, Passacantando, M, Raciti, F
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Approximation and Computation in Science and Engineering ISBN: 9783030841218
Popis: We consider a class of games played on networks in which the utility 4 functions consist of both deterministic and random terms. In order to find the Nash 5 equilibrium of the game we formulate the problem as a variational inequality in a 6 probabilisticLebesguespacewhichissolvednumericallytoprovideapproximations 7 for the mean value of the random equilibrium. We also numerically compare the 8 solution thus obtained, with the solution computed by solving the deterministic 9 variational inequality derived by taking the expectation of the pseudo-gradient of 10 the game with respect to the random parameters.
Databáze: OpenAIRE