Pure strategy equilibria in finite symmetric concave games and an application to symmetric discrete Cournot games
Pure strategy equilibria in finite symmetric concave games and an application to symmetric discrete Cournot games
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有限对称凹博弈中的纯策略均衡及其在对称离散古诺博弈中的应用
DOI:
10.1007/978-3-319-29254-0_7
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发表时间:
2016
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影响因子:
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通讯作者:
Takuya Iimura and Takahiro Watanabe
中科院分区:
文献类型:
--
作者:
Takuya Iimura;Pierre von Mouche and Takahiro Watanabe;Takuya Iimura and Takahiro Watanabe
We consider a finite symmetric game where the set of strategies for each player is a one-dimensional integer interval. We show that a pure strategy equilibrium exists if the payoff function is concave with respect to the own strategy and satisfies a pair of symmetrical conditions near the symmetric strategy profiles. As an application, we consider a symmetric Cournot game in which each firm chooses an integer quantity of product. It is shown, among other things, that if the industry revenue function is concave, the inverse demand function is nonincreasing, and the cost function is convex, then the payoff function of the firm satisfies the conditions and this symmetric game has a pure strategy equilibrium.