Robust games: theory and application to a Cournot duopoly model

DOI10.1007/s10203-017-0199-3zbMath1398.91022OpenAlexW2763189502MaRDI QIDQ1693851

Matteo Rocca, Giovanni Paolo Crespi, Davide Radi

Publication date: 31 January 2018

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-017-0199-3

zbMATH Keywords

robust optimizationrobust Cournot duopoly gamerobust gamesrobust-optimization equilibrium

Mathematics Subject Classification ID

Noncooperative games (91A10) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (3)

Robust Nash equilibria in vector-valued games with uncertainty ⋮ Border collision bifurcations in a piecewise linear duopoly model ⋮ Some reflections on past and future of nonlinear dynamics in economics and finance

Cites Work

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• Robust Convex Optimization
• Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands are Interdependent
• Games with Incomplete Information Played by “Bayesian” Players Part II. Bayesian Equilibrium Points
• Games with Incomplete Information Played by ‘Bayesian’ Players, Part III. The Basic Probability Distribution of the Game
• Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
• Equilibrium points in n -person games

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