phone +7 (3412) 91 60 92
mail imi@udsu.ru
ru-RU Russian
Home » Issues » Archive of Issues » 2020 - 2 issue » pp. 189-207

Archive of Issues

Canada; Russia Chelyabinsk; Moscow; Ottawa
Year
2020
Volume
30
Issue
2
Pages
189-207
<<
>>
Section Mathematics
Title Strong coalitional equilibria in games under uncertainty
Author(-s) Zhukovskii V.I.a, Zhukovskaya L.V.b, Kudryavtsev K.N.cd, Larbani M.e
Affiliations Lomonosov Moscow State Universitya, Central Economics and Mathematics Institute, Russian Academy of Scienceb, Chelyabinsk State Universityc, South Ural State Universityd, Carleton Universitye
Abstract The Strong Coalitional Equilibrium (SCE) is introduced for normal form games under uncertainty. This concept is based on the synthesis of the notions of individual rationality, collective rationality in normal form games without side payments, and a proposed coalitional rationality. For presentation simplicity, SCE is presented for 4-person games under uncertainty. Sufficient conditions for the existence of SCE in pure strategies are established via the saddle point of the Germeir's convolution function. Finally, following the approach of Borel, von Neumann and Nash, a theorem of existence of SCE in mixed strategies is proved under common minimal mathematical conditions for normal form games (compactness and convexity of players' strategy sets, compactness of uncertainty set and continuity of payoff functions).
Keywords normal form game, uncertainty, guarantee, mixed strategies, Germeier convolution, saddle point, equilibrium
UDC 519.83
MSC 91A06, 91B50
DOI 10.35634/vm200204
Received 16 April 2020
Language English
Citation Zhukovskii V.I., Zhukovskaya L.V., Kudryavtsev K.N., Larbani M. Strong coalitional equilibria in games under uncertainty, Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki, 2020, vol. 30, issue 2, pp. 189-207.
References
  1. Nash J. Equillibrium points in $n$-person games, Proc. Nat. Academ. Sci. USA, 1950, vol. 36, no. 1, pp. 48-49. https://doi.org/10.1073/pnas.36.1.48
  2. Nash J. Non-cooperative games, Annals of Mathematics, 1951, vol. 54, no. 2, pp. 286-295. https://doi.org/10.2307/1969529
  3. Gillies D.B. Solutions to general non-zero-sum games, Contributions to the Theory of Games (AM-40), vol. 4, Princeton: Princeton University Press, 1959, pp. 47-86. https://doi.org/10.1515/9781400882168-005
  4. Chwe M.S.-Y. Farsighted coalitional stability, Journal of Economic Theory, 1994, vol. 63, no. 2, pp. 299-325. https://doi.org/10.1006/jeth.1994.1044
  5. Mariotti M. A model of agreement in strategic form games, Journal of Economic Theory, 1997, vol. 74, no. 1, pp. 196-217. https://doi.org/10.1006/jeth.1996.2251
  6. Kornishi H., Ray D. Coalition formation as a dynamic process, Journal of Economic Theory, 2003, vol. 110, no. 1, pp. 1-41. https://doi.org/10.1016/S0022-0531(03)00004-8
  7. Ray D., Vohra R. Equilibrium binding agreements, Journal of Economic Theory, 1997, vol. 73, no. 1, pp. 30-78. https://doi.org/10.1006/jeth.1996.2236
  8. Aumann R.J. Acceptable points in general cooperative $n$-person games, Contributions to the Theory of Games (AM-40), vol. 4, Princeton: Princeton University Press, 1959, pp. 287-324. https://doi.org/10.1515/9781400882168-018
  9. Aumann R.J. The core of a cooperative game without side payments, Transactions of the American Mathematical Society, 1961, vol. 98, no. 3, pp. 539-552. https://doi.org/10.1090/S0002-9947-1961-0127437-2
  10. Berge C. Théorie générale des jeux à $n$ personnes, Paris: Gauthier-Villar, 1957. http://eudml.org/doc/192658
  11. Zhukovskiy V.I. Some problems of non-antagonistic differential games, Mathematical Methods in Operations Research, Sofia: Bulgarian Academy of Sciences, 1985, pp. 103-195.
  12. Zhukovskiy V.I., Larbani M. Alliance in three person games, Researches in Mathematics and Mechanics, 2017, vol. 22, no. 1 (29), pp. 115-129. https://doi.org/10.18524/2519-206x.2017.1(29).135736
  13. Sally D. Conversation and cooperation in social dilemmas: A meta-analysis of experiments from 1958 to 1992, Rationality and Society, 1995, vol. 7, no. 1, pp. 58-92. https://doi.org/10.1177/1043463195007001004
  14. Kahneman D., Knetsch J.L., Thaler R.H. Fairness and the assumptions of economics, The Journal of Business, 1986, vol. 59, no. 4, part 2, pp. 285-300. https://doi.org/10.1086/296367
  15. Fehr E., Schmidt K.M. The economics of fairness, reciprocity and altruism: Experimental evidence and new theories, Handbook of the Economics of Giving, Altruism and Reciprocity, 2006, vol. 1, pp. 615-691. https://doi.org/10.1016/S1574-0714(06)01008-6
  16. Engel C. Dictator games: A meta study, Experimental Economics, 2011, vol. 14, no. 4, pp. 583-610. https://doi.org/10.1007/s10683-011-9283-7
  17. Bernheim B.D., Peleg B., Whinston M.D. Coalition-proof Nash equilibria I. Concepts, Journal of Economic Theory, 1987, vol. 42, no. 1, pp. 1-12. https://doi.org/10.1016/0022-0531(87)90099-8
  18. Zhao J. The hybrid solutions of an $N$-person game, Games and Economic Behavior, 1992, vol. 4, no. 1, pp. 145-160. https://doi.org/10.1016/0899-8256(92)90010-P
  19. Larbani M., Nessah R. Sur l'équilibre fort selon Berge, RAIRO - Operations Research, 2001, vol. 35, no. 4, pp. 439-451. https://doi.org/10.1051/ro:2001124
  20. Nessah R., Larbani M., Tazdait T. A note on Berge equilibrium, Applied Mathematics Letters, 2007, vol. 20, no. 8, pp. 926-932. https://doi.org/10.1016/j.aml.2006.09.005
  21. Zhao J. A cooperative analysis of covert collusion in oligopolistic industries, International Journal of Game Theory, 1997, vol. 26, no. 2, pp. 249-266. https://doi.org/10.1007/BF01295854
  22. Scarf H.E. On the existence of a cooperative solution for a general $n$-person game, Journal of Economc Theory, 1971, vol. 3, no. 2, pp. 169-181. https://doi.org/10.1016/0022-0531(71)90014-7
  23. Luce R.D., Raiffa H. Games and decisions, New York: John Wiley, 1957.
  24. Wald A. Statistical decision functions, New York: John Wiley, 1950.
  25. Savage L.J. The foundations of statistics, New York: John Wiley, 1954.
  26. Zhukovskiy V.I., Kudryavtsev K.N. Pareto-optimal Nash equilibrium: Sufficient conditions and existence in mixed strategies, Automation and Remote Control, 2016, vol. 77, no. 8, pp. 1500-1510. https://doi.org/10.1134/S0005117916080154
  27. Germeier Yu.B. Non-antagonistic games, Boston: Springer, 1986.
  28. Borel E. La théorie du jeu et les equations intégrales à noyau symétrique, Comptes Rendus Hebdomadaires des Séances de l'Académie des Sciences, 1921, vol. 173, pp. 1304-1308.
  29. von Neumann J. Zur theorie der gesellschaftsspiele, Mathematische Annalen, 1928, vol. 100, no. 1, pp. 295-320. https://doi.org/10.1007/BF01448847
  30. Berge C. Espace topologiques, Paris: Dunod, 1963.
  31. Morozov V.V., Sukharev A.G., Fedorov V.V. Issledovanie operatsii v zadachakh i uprazhneniyakh (Operational research in problems and exercises), Moscow: URSS, 2016.
  32. Glicksberg I.L. A further generalization of the Kakutani fixed point theorem, with application to Nash equilibrium points, Proceedings of the American Mathematical Society, 1952, vol. 3, no. 1, pp. 170-174. https://doi.org/10.2307/2032478
  33. Zhukovskiy V.I., Kudryavtsev K.N. Mathematical foundations of the Golden Rule. I. Static case, Automation and Remote Control, 2017, vol. 78, no. 10, pp. 1920-1940. https://doi.org/10.1134/S0005117917100149
  34. Larbani M., Zhukovskiy V.I. Berge equilibrium in normal form static games: a literature review, Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, 2017, vol. 49, pp. 80-110. https://doi.org/10.20537/2226-3594-2017-49-04
Full text
/doc/issues-2020/20-02-04.pdf
<< Previous article
Next article >>