Displaying similar documents to “Complementarities and the existence of strong Berge equilibrium”

Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market

René Henrion, Jiří Outrata, Thomas Surowiec (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We consider an equilibrium problem with equilibrium constraints (EPEC) arising from the modeling of competition in an electricity spot market (under ISO regulation). For a characterization of equilibrium solutions, so-called M-stationarity conditions are derived. This first requires a structural analysis of the problem, , verifying constraint qualifications. Second, the calmness property of a certain multifunction has to be verified in order to justify using M-stationarity conditions....

Sur l'équilibre fort selon Berge

Moussa Larbani, Rabia Nessah (2010)

RAIRO - Operations Research

Similarity:

In this paper we study the main properties of the strong Berge equilibrium, then we prove a theorem of its existence based on the Ky Fan inequality and finally, we provide an algorithm for its determination.

Dynamic Programming Principle for tug-of-war games with noise

Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point x ∈ Ω, Players I and II play an ε-step tug-of-war game with probability α, and with probability β (α + β = 1), a random point in the ball of radius ε centered at x is chosen. Once the...

-Bicomplete Categories and Parity Games

Luigi Santocanale (2010)

RAIRO - Theoretical Informatics and Applications

Similarity:

For an arbitrary category, we consider the least class of functors containing the projections and closed under finite products, finite coproducts, parameterized initial algebras and parameterized final coalgebras, the class of functors that are definable by -terms. We call the category -bicomplete if every -term defines a functor. We provide concrete examples of such categories and explicitly characterize this class of functors for the category of sets and functions. This goal is achieved...

Dynamic Programming Principle for tug-of-war games with noise

Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point   Ω, Players I and II play an -step tug-of-war game with probability , and with probability ( +  = 1), a random point in the ball of radius centered at is chosen. Once the game position reaches the boundary, Player II pays Player I the amount given by a fixed payoff function . We give a detailed proof of the fact that...

Dynamic Programming Principle for tug-of-war games with noise

Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point   Ω, Players I and II play an -step tug-of-war game with probability , and with probability ( +  = 1), a random point in the ball of radius centered at is chosen. Once the game position reaches the boundary, Player II pays Player I the amount given by a fixed payoff function . We give a detailed proof of the fact that...

Repeated games with asymmetric information modeling financial markets with two risky assets

Victoria Kreps, Victor Domansky (2013)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

We consider multistage bidding models where two types of risky assets (shares) are traded between two agents that have different information on the liquidation prices of traded assets. These prices are random integer variables that are determined by the initial chance move according to a probability distribution p over the two-dimensional integer lattice that is known to both players. Player 1 is informed on the prices of both types of shares, but Player 2 is not. The bids may take any...