Multi-Objective Optimization Approach to Pure Strategy Equilibria in Games With Imperfect Information

Without the expected utility hypothesis, games with imperfect information can be understood as coupled multi-objective optimizations. Within this framework, equilibria of non-dominated responses are defined and their existence is studied. One class of these equilibria is formulated as Nash equilibri...

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Veröffentlicht in:	IEEE control systems letters 2021-12, Vol.5 (6), p.2162-2167
Hauptverfasser:	Jian, Jianan, Zeng, Bo, Mao, Zhi-Hong
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Sprache:	eng
Schlagworte:	Aerospace electronics Bayes methods Game theory Games Optimization Robustness uncertain systems
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creator	Jian, Jianan Zeng, Bo Mao, Zhi-Hong
description	Without the expected utility hypothesis, games with imperfect information can be understood as coupled multi-objective optimizations. Within this framework, equilibria of non-dominated responses are defined and their existence is studied. One class of these equilibria is formulated as Nash equilibria of normal-form games. Another class of these equilibria is formulated with payoff constraints interpreted as robustness of the games. A concrete example is presented and solution methodologies are discussed.
doi_str_mv	10.1109/LCSYS.2020.3046674
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subjects	Aerospace electronics Bayes methods Game theory Games Optimization Robustness uncertain systems
title	Multi-Objective Optimization Approach to Pure Strategy Equilibria in Games With Imperfect Information
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