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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
ISSN: 13489151
Appears in Collections:Staff Publications

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