Constrained games as complementary eigenvalue problems

DOI10.1016/0022-247X(80)90280-2MaRDI QIDQ1138994zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 1980

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(80)90280-2

zbMATH Keywords

optimal designNash equilibriumlinear regression theoryCournot-Nash equilibriumconstrained gamesstochastic linear programmingcomplementary eigenvalue problemstwo-person nonzero- sum games

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Noncooperative games (91A10) Other game-theoretic models (91A40)

Cites work

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• A class of bilinear models in stochastic programming with applications
• Chance-Constrained Games with Partially Controllable Strategies
• Constrained nonzero-sum games with partially controllable strategies
• Incorrectly posed problems of optimal programming
• Sensitivity of Decisions to Probability Estimation Errors
• Sensitivity of Decisions to Probability Estimation Errors: A Reexamination
• Two-person nonzero-sum games and quadratic programming
• Variational methods in statistics

Cited in

(4)

• Nonparametric tests of efficiency of portfolio investment
• Stochastic programs as non-zero sum games
• Correlated equilibria and Rayleigh quotient in Cournot-Nash games
• Mixed strategy and information theory in optimal portfolio choice

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