The robustness of a Nash equilibrium simulation model: Game-theoretic approach using variable metric projection method.
Eitaro AiyoshiAtsushi MakiTakashi OkamotoPublished in: Math. Comput. Simul. (2011)
Keyphrases
- simulation model
- nash equilibrium
- projection method
- game theory
- game theoretic
- simulation models
- agent based simulation
- discrete event
- harmonic functions
- solution concepts
- pareto optimal
- mixed strategy
- variational inequalities
- stackelberg game
- nash equilibria
- mathematical model
- pure strategy
- simulation tool
- simulation environment
- regret minimization
- profit maximizing
- resource allocation
- fictitious play
- pure nash equilibrium
- repeated games
- stochastic games
- incentive compatible
- genetic algorithm
- pure nash equilibria
- worst case