Robust games: theory and application to a Cournot duopoly model
From MaRDI portal
Publication:1693851
DOI10.1007/s10203-017-0199-3zbMath1398.91022OpenAlexW2763189502MaRDI QIDQ1693851
Matteo Rocca, Giovanni Paolo Crespi, Davide Radi
Publication date: 31 January 2018
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-017-0199-3
Noncooperative games (91A10) Special types of economic markets (including Cournot, Bertrand) (91B54)
Related Items (3)
Robust Nash equilibria in vector-valued games with uncertainty ⋮ Border collision bifurcations in a piecewise linear duopoly model ⋮ Some reflections on past and future of nonlinear dynamics in economics and finance
Cites Work
- Unnamed Item
- Unnamed Item
- On equilibria in finite games
- Collusive behavior in noncooperative epsilon-equilibria of oligopolies with long but finite lives
- Finitely additive and epsilon Nash equilibria
- Multistability and cyclic attractors in duopoly games
- Robust game theory
- Robust Convex Optimization
- Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands are Interdependent
- Games with Incomplete Information Played by “Bayesian” Players Part II. Bayesian Equilibrium Points
- Games with Incomplete Information Played by ‘Bayesian’ Players, Part III. The Basic Probability Distribution of the Game
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
- Equilibrium points in n -person games
This page was built for publication: Robust games: theory and application to a Cournot duopoly model