Second-order cone reformulation and the price of anarchy of a robust nash-cournot game
We study an n-person Nash-Cournot game with incomplete information, in which the opponents' strategies are only known in a perturbed set and the players try to minimize their worst-case costs, which can vary due to data uncertainty. We show that in several interesting cases, this game can be re...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Language: | English |
| Published: |
Yokohama Publishers
2010
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/91439 |
| _version_ | 1848765520994631680 |
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| author | Han, D. Lo, H.K. Sun, Jie Yang, H. |
| author_facet | Han, D. Lo, H.K. Sun, Jie Yang, H. |
| author_sort | Han, D. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | We study an n-person Nash-Cournot game with incomplete information, in which the opponents' strategies are only known in a perturbed set and the players try to minimize their worst-case costs, which can vary due to data uncertainty. We show that in several interesting cases, this game can be reformulated as second-order cone optimization problems. We also derive a bound of the price of anarchy for this game, which is a bound on the ratio between the cost at the robust Nash-Cournot equilibria and the cost at the system optima. © 2010 Yokohama Publishers. |
| first_indexed | 2025-11-14T11:36:34Z |
| format | Journal Article |
| id | curtin-20.500.11937-91439 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T11:36:34Z |
| publishDate | 2010 |
| publisher | Yokohama Publishers |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-914392023-04-20T05:50:01Z Second-order cone reformulation and the price of anarchy of a robust nash-cournot game Han, D. Lo, H.K. Sun, Jie Yang, H. Science & Technology Technology Physical Sciences Operations Research & Management Science Mathematics, Applied Mathematics price of anarchy robust Nash-Cournot equilibria second order cone optimization system optimal We study an n-person Nash-Cournot game with incomplete information, in which the opponents' strategies are only known in a perturbed set and the players try to minimize their worst-case costs, which can vary due to data uncertainty. We show that in several interesting cases, this game can be reformulated as second-order cone optimization problems. We also derive a bound of the price of anarchy for this game, which is a bound on the ratio between the cost at the robust Nash-Cournot equilibria and the cost at the system optima. © 2010 Yokohama Publishers. 2010 Journal Article http://hdl.handle.net/20.500.11937/91439 English Yokohama Publishers fulltext |
| spellingShingle | Science & Technology Technology Physical Sciences Operations Research & Management Science Mathematics, Applied Mathematics price of anarchy robust Nash-Cournot equilibria second order cone optimization system optimal Han, D. Lo, H.K. Sun, Jie Yang, H. Second-order cone reformulation and the price of anarchy of a robust nash-cournot game |
| title | Second-order cone reformulation and the price of anarchy of a robust nash-cournot game |
| title_full | Second-order cone reformulation and the price of anarchy of a robust nash-cournot game |
| title_fullStr | Second-order cone reformulation and the price of anarchy of a robust nash-cournot game |
| title_full_unstemmed | Second-order cone reformulation and the price of anarchy of a robust nash-cournot game |
| title_short | Second-order cone reformulation and the price of anarchy of a robust nash-cournot game |
| title_sort | second-order cone reformulation and the price of anarchy of a robust nash-cournot game |
| topic | Science & Technology Technology Physical Sciences Operations Research & Management Science Mathematics, Applied Mathematics price of anarchy robust Nash-Cournot equilibria second order cone optimization system optimal |
| url | http://hdl.handle.net/20.500.11937/91439 |