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Equilibrium points in constrained minimization and games

  • Hierarchical Models And Computation
  • Conference paper
  • First Online:
Book cover Dynamic Games in Economic Analysis

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 157))

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Abstract

We are concerned with the following problem: "Two agents (or player) want to minimize their own cost-functionals with some constraints on decision variables". Stackelberg and Nash equilibria are considered and different situations arising in the research of sufficient conditions for the existence of equilibria in the two cases are studied. Applications of those results to a class of differential games and to incentive strategies theory are showed.

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References

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Author information

Authors and Affiliations

  1. Dipartimento di Matematica, Università di Genova, Via L.B.Alberti 4, 16136, Genova, Italy

    Fausto Mignanego

  2. Facoltà di Agraria, Università di Sassari, Via De Nicola, 07100, Sassari, Italy

    Graziano Pieri

Authors
  1. Fausto Mignanego
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  2. Graziano Pieri
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Editor information

Ralmo Pertti Hämäläinen Harri Kalevi Ehtamo

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© 1991 Springer-Verlag

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Mignanego, F., Pieri, G. (1991). Equilibrium points in constrained minimization and games. In: Hämäläinen, R.P., Ehtamo, H.K. (eds) Dynamic Games in Economic Analysis. Lecture Notes in Control and Information Sciences, vol 157. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006249

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  • DOI: https://doi.org/10.1007/BFb0006249

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-53785-4

  • Online ISBN: 978-3-540-47096-0

  • eBook Packages: Springer Book Archive

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