Constrained games as complementary eigenvalue problems

DOI10.1016/0022-247X(80)90280-2zbMath0432.90094OpenAlexW2005362655MaRDI QIDQ1138994

Jati K. Sengupta

Publication date: 1980

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(80)90280-2

zbMATH Keywords

Nash equilibriumoptimal designlinear regression theoryCournot-Nash equilibriumconstrained gamesstochastic linear programmingcomplementary eigenvalue problemstwo-person nonzero- sum games

Mathematics Subject Classification ID

Noncooperative games (91A10) Other game-theoretic models (91A40) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (4)

Correlated equilibria and Rayleigh quotient in Cournot-Nash games ⋮ Nonparametric tests of efficiency of portfolio investment ⋮ Mixed strategy and information theory in optimal portfolio choice ⋮ Stochastic programs as non-zero sum games

Cites Work

• Constrained nonzero-sum games with partially controllable strategies
• Variational methods in statistics
• Two-person nonzero-sum games and quadratic programming
• Sensitivity of Decisions to Probability Estimation Errors
• A class of bilinear models in stochastic programming with applications
• Chance-Constrained Games with Partially Controllable Strategies
• Incorrectly posed problems of optimal programming
• Sensitivity of Decisions to Probability Estimation Errors: A Reexamination
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