Multi-Objective Optimization Approach to Pure Strategy Equilibria in Games with Imperfect Information
| Autor: | Zhi-Hong Mao, Jianan Jian, Bo Zeng |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
TheoryofComputation_MISCELLANEOUS
Mathematical optimization Computer Science::Computer Science and Game Theory Class (set theory) Control and Optimization Computer science 010102 general mathematics Stochastic game Perfect information TheoryofComputation_GENERAL 01 natural sciences Multi-objective optimization symbols.namesake Strategy Control and Systems Engineering Robustness (computer science) Nash equilibrium symbols 0101 mathematics Game theory Mathematical economics Expected utility hypothesis |
| Zdroj: | 2021 American Control Conference (ACC). |
| DOI: | 10.23919/acc50511.2021.9482793 |
| Popis: | Without the expected utility hypothesis, games with imperfect information can be understood as coupled multi-objective optimizations. Within this framework, equilibria of non-dominated responses are defined and their existence is studied. One class of these equilibria is formulated as Nash equilibria of normal-form games. Another class of these equilibria is formulated with payoff constraints interpreted as robustness of the games. A concrete example is presented and solution methodologies are discussed. |
| Databáze: | OpenAIRE |
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