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1739. Robust games with vector payoffs
Invited abstract in session MB-41: Vector and Set Optimization II, stream Vector and Set Optimization.
Monday, 10:30-12:00Room: 97 (building: 306)
Authors (first author is the speaker)
| 1. | Elisa Caprari
|
| Dipartimento di Scienze Economiche e Aziendali, Università di Pavia | |
| 2. | Lorenzo Cerboni Baiardi
|
| Department of Mathematics, University of Bologna | |
| 3. | Elena Molho
|
| Dipartimento di Scienze Economiche e Aziendali, Università di Pavia |
Abstract
In non-cooperative game theory, it may happen that players’ payoffs are represented by vector parametric functions, with no information available on the probability distribution of the parameters. A fruitful approach to this problem is to consider all the realizations of the parameters in a set-valued payoff. The worst case scenarios can be considered by the introduction of an appropriate quasi-order relation between sets. We address the question whether scalarization and robustification can be commuted in a non componentwise framework.
Keywords
- Robust Optimization
- Game Theory
Status: accepted
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