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Nash equilibria for games in capacities
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Kozhan, Roman and Zarichnyi, Michael (2008) Nash equilibria for games in capacities. Economic Theory, Vol.35 (No.2). pp. 321-331. doi:10.1007/s00199-007-0241-8 ISSN 0938-2259.
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Official URL: http://dx.doi.org/10.1007/s00199-007-0241-8
Abstract
This paper provides a formal generalization of Nash equilibrium for games under Knightian uncertainty. The paper is devoted to counterparts of the results of Glycopantis and Muir (Econ Theory 13:743-751, 1999, Econ Theory 16:239-244, 2000) for capacities. We prove that the expected payoff defined as the integral of a payoff function with respect to the tensor product of capacities on compact Hausdorff spaces of pure strategies is continuous if so is the payoff function. We prove also an approximation theorem for Nash equilibria when the expected utility payoff functions are defined on the space of capacities.
Item Type: | Journal Article | ||||
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Subjects: | H Social Sciences > HB Economic Theory | ||||
Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School > Finance Group Faculty of Social Sciences > Warwick Business School |
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Library of Congress Subject Headings (LCSH): | Uncertainty, Risk, Equilibrium (Economics), Game theory, Fuzzy measure theory | ||||
Journal or Publication Title: | Economic Theory | ||||
Publisher: | Springer | ||||
ISSN: | 0938-2259 | ||||
Official Date: | May 2008 | ||||
Dates: |
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Volume: | Vol.35 | ||||
Number: | No.2 | ||||
Number of Pages: | 11 | ||||
Page Range: | pp. 321-331 | ||||
DOI: | 10.1007/s00199-007-0241-8 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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