|
Location of Nash equilibria: A Riemannian geometrical approach
Author(s):
Alexandru
Kristály
Journal:
Proc. Amer. Math. Soc.
138
(2010),
1803-1810.
MSC (2000):
Primary 91A10, 58B20, 49J40, 49J52, 46N10
Posted:
December 21, 2009
MathSciNet review:
2587465
Retrieve article in:
PDF
Abstract |
References |
Similar articles |
Additional information
Abstract:
Existence and location of Nash equilibrium points are studied for a large class of a finite family of payoff functions whose domains are not necessarily convex in the usual sense. The geometric idea is to embed these non-convex domains into suitable Riemannian manifolds regaining certain geodesic convexity properties of them. By using recent non-smooth analysis on Riemannian manifolds and a variational inequality for acyclic sets, an efficient location result of Nash equilibrium points is given. Some examples show the applicability of our results.
References:
-
- 1.
- D. Azagra, J. Ferrera, Proximal calculus on Riemannian manifolds. Mediter. J. Math. 2 (2005), no. 4, 437-450. MR 2192524 (2007a:49023)
- 2.
- D. Azagra, J. Ferrera, F. López-Mesas, Nonsmooth analysis and Hamilton-Jacobi equations on Riemannian manifolds. J. Funct. Anal. 220 (2005), no. 2, 304-361. MR 2119282 (2005k:49045)
- 3.
- C. Bessage, A. Pelczyński, Selected topics in infinite-dimensional topology, PWN-Polish Scientific Publisher, Warsawa, 1975. MR 0478168 (57:17657)
- 4.
- F.H. Clarke, Optimization and Nonsmooth Analysis, John Wiley & Sons, New York, 1983. MR 709590 (85m:49002)
- 5.
- S.-Y. Chang, Maximal elements in noncompact spaces with application to equilibria. Proc. Amer. Math. Soc. 132 (2004), no. 2, 535-541. MR 2022379 (2004j:91175)
- 6.
- P.Gr. Georgiev, Parametric Borwein-Preiss variational principle and applications. Proc. Amer. Math. Soc. 133 (2005), no. 11, 3211-3225. MR 2161143 (2006d:49037)
- 7.
- G. Kassay, J. Kolumbán, Zs. Páles, On Nash stationary points. Publ. Math. Debrecen 54 (1999), no. 3-4, 267-279. MR 1694524 (2000c:90074)
- 8.
- Y.S. Ledyaev, Q.J. Zhu, Nonsmooth analysis on smooth manifolds, Trans. Amer. Math. Soc. 359 (2007), no. 8, 3687-3732. MR 2302512 (2007m:49018)
- 9.
- W. Kulpa, A. Szymanski, Infimum principle. Proc. Amer. Math. Soc. 132 (2004), no. 1, 203-210 MR 2021263 (2005h:49016)
- 10.
- J.F. McClendon, Minimax and variational inequalities for compact spaces, Proc. Amer. Math. Soc. 89 (4), 1983, 717-721. MR 719003 (85k:49032)
- 11.
- J. Morgan, V. Scalzo, Pseudocontinuous functions and existence of Nash equilibria. J. Math. Econom. 43 (2007), no. 2, 174-183. MR 2297122 (2007k:91008)
- 12.
- J.F. Nash, Non-cooperative games. Ann. of Math. (2) 54 (1951), 286-295. MR 0043432 (13:261g)
- 13.
- J.F. Nash, Equilibrium points in
-person games. Proc. Nat. Acad. Sci. U.S.A. 36 (1950), 48-49. MR 0031701 (11:192c) - 14.
- R. Nessah, K. Kerstens, Characterization of the existence of Nash equilibria with non-convex strategy sets. Document du travail LEM, 2008-19, preprint; see http://lem.cnrs.fr/Portals/2/actus/DP_200819.pdf
- 15.
- B. O'Neill, Semi-Riemannian geometry. With applications to relativity. Pure and Applied Mathematics, 103, Academic Press, New York, 1983. MR 719023 (85f:53002)
- 16.
- J.E. Tala, E. Marchi, Games with non-convex strategy sets, Optimization 37 (1996), no. 2, 177-181. MR 1416049 (97h:90099)
- 17.
- C. Udrişte, Convex functions and optimization methods on Riemannian manifolds. Mathematics and its Applications, 297, Kluwer Academic Publishers Group, Dordrecht, 1994. MR 1326607 (97a:49038)
- 18.
- H. Yu, Z. Zhang, Pure strategy equilibria in games with countable actions, J. Math. Econom. 43 (2007), no. 2, 192-200. MR 2298564 (2008a:91015)
- 19.
- A. Ziad, Pure strategy Nash equilibria of non-zero-sum two-person games: non-convex case, Econom. Lett. 62 (1999), no. 3, 307-310. MR 1684858 (2000d:91004)
Similar Articles:
Retrieve articles in Proceedings of the American Mathematical
Society
with
MSC (2000):
91A10, 58B20, 49J40, 49J52, 46N10
Retrieve articles in all Journals with
MSC (2000):
91A10, 58B20, 49J40, 49J52, 46N10
Additional Information:
Alexandru
Kristály
Affiliation:
Department of Economics, Babes-Bolyai University, 400591 Cluj-Napoca, Romania
Email:
alexandrukristaly@yahoo.com
DOI:
10.1090/S0002-9939-09-10145-4
PII:
S 0002-9939(09)10145-4
Keywords:
Nash equilibrium point,
Riemannian manifold,
nonsmooth analysis.
Received by editor(s):
January 14, 2009
Posted:
December 21, 2009
Additional Notes:
This work was supported by the János Bolyai Research Scholarship of the Hungarian Academy of Sciences and by PN II IDEI$\_$527 of CNCSIS
Communicated by:
Peter A. Clarkson
Copyright of article:
Copyright
2009,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
|