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Title: | Second-order cone reformulation and the price of anarchy of a robust nash-cournot game | Authors: | Han, D. Lo, H.K. Sun, J. Yang, H. |
Keywords: | Price of anarchy Robust Nash-Cournot equilibria Second order cone optimization System optimal |
Issue Date: | 2010 | Citation: | Han, D.,Lo, H.K.,Sun, J.,Yang, H. (2010). Second-order cone reformulation and the price of anarchy of a robust nash-cournot game. Pacific Journal of Optimization 6 (2) : 211-226. ScholarBank@NUS Repository. | Abstract: | 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. | Source Title: | Pacific Journal of Optimization | URI: | http://scholarbank.nus.edu.sg/handle/10635/43963 | ISSN: | 13489151 |
Appears in Collections: | Staff Publications |
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