Bayesian Nash equilibrium and variational inequalities

Bayesian Nash equilibrium and variational inequalities ¬リニ

This paper provides a sufficient condition for the existence and uniqueness of a BayesianNash equilibrium by regarding it as a solution of a variational inequality. The payoff gradient of a game is defined as a vector whose component is a partial derivative of each player’s payoff function with respect to the player’s own action. If the Jacobianmatrix of the payoff gradient is negative definite...

First Workshop on “ Variational inequalities , Nash equilibrium problems and applications ”

ORGANIZERS: Sofia Giuffrè Mediterranea University of Reggio Calabria Laura Scrimali University of Catania SPONSORS: Dipartimento di Matematica e Informatica University of Catania Dipartimento di Ingegneria dell’Informazione, delle Infrastrutture e dell’Energia Sostenibile Mediterranea University of Reggio Calabria Istituto Nazionale di Alta Matematica ”Francesco Severi” Titles and abstracts Sam...

Weighted Quasi-variational Inequalities and Constrained Nash Equilibrium Problems

The weighted quasi-variational inequalities over product of sets (for short, WQVIP) and system of weighted quasi-variational inequalities (for short, SWQVI) are introduced. It is shown that these two problems are equivalent. A relationship between SWQVI and system of vector quasi-variational inequalities is given. The concept of normalized solutions of WQVIP and SWQVI is introduced. A relations...

Strong convergence for variational inequalities and equilibrium problems and representations

We introduce an implicit method for nding a common element of the set of solutions of systems of equilibrium problems and the set of common xed points of a sequence of nonexpansive mappings and a representation of nonexpansive mappings. Then we prove the strong convergence of the proposed implicit schemes to the unique solution of a variational inequality, which is the optimality condition for ...

Iterative Methods for Equilibrium Problems, Variational Inequalities and Fixed Points