| Autor: |
Zhang, Yunfan, Liu, Feng, Wang, Zhaojian, Chen, Yue, Feng, Shuanglei, Wu, Qiuwei, Hou, Yunhe |
| Rok vydání: |
2022 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
In this paper, we discuss a class of two-stage hierarchical games with multiple leaders and followers, which is called Nash-Stackelberg-Nash (N-S-N) games. Particularly, we consider N-S-N games under decision-dependent uncertainties (DDUs). DDUs refer to the uncertainties that are affected by the strategies of decision-makers and have been rarely addressed in game equilibrium analysis. In this paper, we first formulate the N-S-N games with DDUs of complete ignorance, where the interactions between the players and DDUs are characterized by uncertainty sets that depend parametrically on the players' strategies. Then, a rigorous definition for the equilibrium of the game is established by consolidating generalized Nash equilibrium and Pareto-Nash equilibrium. Afterward, we prove the existence of the equilibrium of N-S-N games under DDUs by applying Kakutani's fixed-point theorem. Finally, an illustrative example is provided to show the impact of DDUs on the equilibrium of N-S-N games. |
| Databáze: |
arXiv |
| Externí odkaz: |
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