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1991•Birkhäuser Boston eBooksRequires access

Nash and Stackelberg Equilibrium Points in Constrained Minimization and Games

F. Mignanego, G. Pieri

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Abstract

We are concerned with the following problem: “Two agents Cor players) want to minimize their own costfunctionals with some constraints on decision variables“. Nash and Stackelberg equilibria are considered and different situations arising in the research of sufficient conditions for the existence of equilibria in the two cases are studied.Applications of those results to a class of differential games and to incentive strategies theory are showed.

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What this paper is about

We are concerned with the following problem: “Two agents Cor players) want to minimize their own costfunctionals with some constraints on decision variables“. Nash and Stackelberg equilibria are considered and different situations arising in the research of sufficient conditions for the existence of equilibria in the two cases are studied.Applications of those results to a class of differential games and to incentive strategies theory are showed.

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Available abstract

We are concerned with the following problem: “Two agents Cor players) want to minimize their own costfunctionals with some constraints on decision variables“. Nash and Stackelberg equilibria are considered and different situations arising in the research of sufficient conditions for the existence of equilibria in the two cases are studied.Applications of those results to a class of differential games and to incentive strategies theory are showed.

Key concepts: Stackelberg competition, Nash equilibrium, Mathematical economics, Class (philosophy), Best response, Epsilon-equilibrium, Correlated equilibrium, Mathematical optimization

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