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Approximations of Nash equilibria

机译:纳什均衡的近似

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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 presented. Keywords Variational inequalities - Stochastic - Equilibrium models - Epiconvergence - Competitive capacity expansion under uncertainty Mathematics Subject Classification (2000) 90C15 - 90C31 - 90C33 - 91A06 - 91A10 - 91A15 It 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 influence.
机译:受先前关于优化问题的近似的工作以及有关Walrasian和Nash平衡的近似以及随机变分不等式的最新研究的启发,本论文研究了Nash平衡的近似,并通过直接定理阐明了近似平衡收敛的条件。方法,变体方法和优化方法。除了通过近似直接解决纳什均衡的收敛问题外,我们的研究还导致人们对功能收敛及其相互联系的各种概念有了更深入的了解。更重要的是,该研究通过变分方法为近似纳什均衡的收敛提供了改善的条件。提出了在不确定性条件下竞争能力扩展模型中我们的结果对纳什均衡近似的说明性应用。关键词变分不等式-随机-均衡模型-Epiconvergence-不确定性下的竞争能力扩展数学学科分类(2000)90C15-90C31-90C33-91A06-91A10-91A15我们非常高兴地将本文奉献给尊敬的同事和导师,史蒂夫·罗宾逊(Steve Robinson)教授在他65岁生日之际。史蒂夫的许多开创性著作对我们的研究产生了深远的影响。本文是他的影响力的一个例子。

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