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Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets

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  • Ryoichi Nishimura
  • Shunsuke Hayashi
  • Masao Fukushima

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  • Ryoichi Nishimura & Shunsuke Hayashi & Masao Fukushima, 2012. "Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets," Journal of Global Optimization, Springer, vol. 53(1), pages 107-120, May.
    • Handle: RePEc:spr:jglopt:v:53:y:2012:i:1:p:107-120
    DOI: 10.1007/s10898-011-9719-9
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    References listed on IDEAS

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    1. ,, 2002. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 18(1), pages 193-194, February.
    2. Karafyllis, Iasson & Jiang, Zhong-Ping & Athanasiou, George, 2010. "Nash Equilibrium and Robust Stability in Dynamic Games: A Small-Gain Perspective," MPRA Paper 26890, University Library of Munich, Germany, revised 23 Sep 2010.
    3. ,, 2002. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 18(2), pages 541-545, April.
    4. Atsushi Kajii & Stephen Morris, 1997. "The Robustness of Equilibria to Incomplete Information," Econometrica, Econometric Society, vol. 65(6), pages 1283-1310, November.
    5. ,, 2002. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 18(4), pages 1007-1017, August.
    6. ,, 2002. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1461-1465, December.
    7. John C. Harsanyi, 1968. "Games with Incomplete Information Played by "Bayesian" Players Part II. Bayesian Equilibrium Points," Management Science, INFORMS, vol. 14(5), pages 320-334, January.
    8. ,, 2002. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 18(5), pages 1273-1289, October.
    9. ,, 2002. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 18(3), pages 819-821, June.
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    Cited by:

    1. Alberto Seeger & David Sossa, 2015. "Complementarity problems with respect to Loewnerian cones," Journal of Global Optimization, Springer, vol. 62(2), pages 299-318, June.

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