Robust multiple objective game theory (Q382922)

This paper deals with the problem of robust multiple objective games. For incomplete information multiple objective games, it is assumed that the players cannot evaluate the possible values and distributional information of the uncertain payoff parameters accurately, but only know these parameters belong to an uncertainty set. In this model, the players use a robust optimization approach for each of their objectives to deal with payoff uncertainty. The authors introduce three kinds of robust equilibrium for the robust multiple objective games, and prove the existence of robust equilibria. An example is given to illustrate the model and the existence theorems. This study provides a new perspective on multiple objective games with incomplete information.