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A note on robust Nash equilibria with uncertainties

Vianney Perchet — 2014

RAIRO - Operations Research - Recherche Opérationnelle

In this short note, we investigate the framework where agents or players have some uncertainties upon their payoffs or losses, the behavior (or the type, number or any other characteristics) of other players. More specifically, we introduce an extension of the concept of Nash equilibria that generalize different solution concepts called by their authors, and depending on the context, either as robust, ambiguous, partially specified or with uncertainty aversion. We provide a simple necessary and...

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