In this paper,we investigate robust cooperative dual equilibria with two players in which each player minimizes the opponent’s cost and can not evaluate his own strategy while may estimate an asymmetric bounded set o...In this paper,we investigate robust cooperative dual equilibria with two players in which each player minimizes the opponent’s cost and can not evaluate his own strategy while may estimate an asymmetric bounded set of the mixed strategy.Using dual theory and robust optimization technique,we obtain a result that the counterpart of the primitive uncertainty with ellipsoidal norm for each player can be formulated as a second-order cone programming(SOCP)and solving the corresponding equilibrium can be converted to solving a second-order cone complementarity problem(SOCCP).Then we present a numerical experiment to illustrate the behavior of robust cooperative dual equilibrium.展开更多
In this paper,we first generalize Yang and Ju’s(J Glob Optim 65:563–573,2016)result in Hausdorff topological vector spaces.Second,we introduce the model of leader-follower games with infinitely many leaders and foll...In this paper,we first generalize Yang and Ju’s(J Glob Optim 65:563–573,2016)result in Hausdorff topological vector spaces.Second,we introduce the model of leader-follower games with infinitely many leaders and followers,that is,infiniteleader-infinite-follower game.We next introduce the notion of weakly cooperative equilibria for infinite-leader-infinite-follower games and prove the existence result.展开更多
基金supported by Ministry of Education Planning Fund granted 15YJA790043Guangdong Province Education Department Foundation granted 2016WTSCX079
文摘In this paper,we investigate robust cooperative dual equilibria with two players in which each player minimizes the opponent’s cost and can not evaluate his own strategy while may estimate an asymmetric bounded set of the mixed strategy.Using dual theory and robust optimization technique,we obtain a result that the counterpart of the primitive uncertainty with ellipsoidal norm for each player can be formulated as a second-order cone programming(SOCP)and solving the corresponding equilibrium can be converted to solving a second-order cone complementarity problem(SOCCP).Then we present a numerical experiment to illustrate the behavior of robust cooperative dual equilibrium.
基金This research was supported by the National Natural Science Foundation of China(No.11501349)Graduate Innovation Foundation sponsored by Shanghai University of Finance and Economics(No.CXJJ-2017-375).
文摘In this paper,we first generalize Yang and Ju’s(J Glob Optim 65:563–573,2016)result in Hausdorff topological vector spaces.Second,we introduce the model of leader-follower games with infinitely many leaders and followers,that is,infiniteleader-infinite-follower game.We next introduce the notion of weakly cooperative equilibria for infinite-leader-infinite-follower games and prove the existence result.