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|Title:||Second-order cone reformulation and the price of anarchy of a robust nash-cournot game||Authors:||Han, D.
|Keywords:||Price of anarchy
Robust Nash-Cournot equilibria
Second order cone optimization
|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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