Paper Search Console

Home Search Page About Contact

Journal Title

Title of Journal: Math Program

Search In Journal Title:

Abbravation: Mathematical Programming

Search In Journal Abbravation:

Publisher

Springer-Verlag

Search In Publisher:

DOI

10.1002/pssb.19700410112

Search In DOI:

ISSN

1436-4646

Search In ISSN:
Search In Title Of Papers:

Approximations of Nash equilibria

Authors: Gül Gürkan JongShi Pang
Publish Date: 2007/08/21
Volume: 117, Issue: 1-2, Pages: 223-253
PDF Link

Abstract

Inspired by previous works on approximations of optimization problems and recent papers on the approximation of Walrasian and Nash equilibria and on stochastic variational inequalities the present paper investigates the approximation of Nash equilibria and clarifies the conditions required for the convergence of the approximate equilibria via a direct approach a variational approach and an optimization approach Besides directly addressing the issue of convergence of Nash equilibria via approximation our investigation leads to a deeper understanding of various notions of functional convergence and their interconnections more importantly the investigation yields improved conditions for convergence of the approximate Nash equilibria via the variational approach An illustrative application of our results to the approximation of a Nash equilibrium in a competitive capacity expansion model under uncertainty is presentedIt is with great pleasure that we dedicate this paper to our esteemed colleague and mentor Professor Steve Robinson on the occasion of his 65th birthday Steve’s many seminal works have deeply influenced our research the present paper is an example of his influenceThis research was initiated when the second author was invited by Hans Schumacher to visit the Department of Econometrics and Operations Research at Tilburg University in the summer of 2004 the visit was supported by the Netherlands Organization for Scientific Research Dossier B 61542 Research of the second author was also supported in part by the National Science Foundation under grant CCR0098013 EPNES grant ECS0224817 and grant DMI0516023 Research of the first author was sponsored by the Netherlands Organization for Scientific Research NWO grant 016005005This article is published under an open access license Please check the Copyright Information section for details of this license and what reuse is permitted If your intended use exceeds what is permitted by the license or if you are unable to locate the licence and reuse information please contact the Rights and Permissions team

Keywords:

References

.
Search In Abstract Of Papers:
Other Papers In This Journal:
  1. Submodular maximization meets streaming: matchings, matroids, and more
  2. Some computationally relevant group theoretic structures of fixed charge problems
  3. Applications of convex analysis within mathematics
  4. Large-scale semidefinite programs in electronic structure calculation
  5. A distributionally robust perspective on uncertainty quantification and chance constrained programming
  6. The factorization approach to large-scale linear programming
  7. Beyond symmetric Broyden for updating quadratic models in minimization without derivatives
  8. A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables
  9. Breakpoint searching algorithms for the continuous quadratic knapsack problem
  10. Sandwich games
  11. Using cuts for mixed integer knapsack sets to generate cuts for mixed integer polyhedral conic sets
  12. A robust and efficient method for solving point distance problems by homotopy
  13. A nonmonotone GRASP
  14. Extreme point inequalities and geometry of the rank sparsity ball
  15. Primal-dual interior-point methods for PDE-constrained optimization
  16. A new branch-and-cut algorithm for the capacitated vehicle routing problem
  17. Single item lot-sizing with non-decreasing capacities
  18. Structural and algorithmic properties for parametric minimum cuts
  19. Simple integer recourse models: convexity and convex approximations
  20. A model of the coNP-complete non-Hamilton tour decision problem for directed graphs
  21. Iteration complexity analysis of block coordinate descent methods
  22. Error Bounds of Regularized Gap Functions for Nonsmooth Variational Inequality Problems
  23. Accelerating the cubic regularization of Newton’s method on convex problems
  24. Bundle methods for sum-functions with “easy” components: applications to multicommodity network design
  25. On the number of solutions to the linear comple-mentarity problem
  26. Time-consistent approximations of risk-averse multistage stochastic optimization problems
  27. PEBBL: an object-oriented framework for scalable parallel branch and bound
  28. PEBBL: an object-oriented framework for scalable parallel branch and bound
  29. The capacitated max k -cut problem
  30. Critical extreme points of the 2-edge connected spanning subgraph polytope
  31. Nash equilibria in the two-player kidney exchange game
  32. On some properties and an application of the logarithmic barrier method
  33. Complementarity systems in optimization
  34. On the exact separation of mixed integer knapsack cuts
  35. Analysis of infeasible-interior-point paths arising with semidefinite linear complementarity problems
Search Result: