IDEAS home Printed from https://ideas.repec.org/a/spr/coopap/v66y2017i3d10.1007_s10589-016-9872-7.html
   My bibliography  Save this article

Formulating an n-person noncooperative game as a tensor complementarity problem

Author

Listed:
  • Zheng-Hai Huang

    (Tianjin University
    Tianjin University)

  • Liqun Qi

    (The Hong Kong Polytechnic University)

Abstract

In this paper, we consider a class of n-person noncooperative games, where the utility function of every player is given by a homogeneous polynomial defined by the payoff tensor of that player, which is a natural extension of the bimatrix game where the utility function of every player is given by a quadratic form defined by the payoff matrix of that player. We will call such a problem the multilinear game. We reformulate the multilinear game as a tensor complementarity problem, a generalization of the linear complementarity problem; and show that finding a Nash equilibrium point of the multilinear game is equivalent to finding a solution of the resulted tensor complementarity problem. Especially, we present an explicit relationship between the solutions of the multilinear game and the tensor complementarity problem, which builds a bridge between these two classes of problems. We also apply a smoothing-type algorithm to solve the resulted tensor complementarity problem and give some preliminary numerical results for solving the multilinear games.

Suggested Citation

  • Zheng-Hai Huang & Liqun Qi, 2017. "Formulating an n-person noncooperative game as a tensor complementarity problem," Computational Optimization and Applications, Springer, vol. 66(3), pages 557-576, April.
  • Handle: RePEc:spr:coopap:v:66:y:2017:i:3:d:10.1007_s10589-016-9872-7
    DOI: 10.1007/s10589-016-9872-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10589-016-9872-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10589-016-9872-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. R. Myerson, 2010. "Nash Equilibrium and the History of Economic Theory," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
    2. R.J. Aumann & S. Hart (ed.), 2002. "Handbook of Game Theory with Economic Applications," Handbook of Game Theory with Economic Applications, Elsevier, edition 1, volume 3, number 3.
    3. Zheng-Hai Huang & Tie Ni, 2010. "Smoothing algorithms for complementarity problems over symmetric cones," Computational Optimization and Applications, Springer, vol. 45(3), pages 557-579, April.
    4. Xue-Li Bai & Zheng-Hai Huang & Yong Wang, 2016. "Global Uniqueness and Solvability for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 72-84, July.
    5. Govindan, Srihari & Wilson, Robert, 2003. "A global Newton method to compute Nash equilibria," Journal of Economic Theory, Elsevier, vol. 110(1), pages 65-86, May.
    6. Francisco Facchinei & Christian Kanzow, 2010. "Generalized Nash Equilibrium Problems," Annals of Operations Research, Springer, vol. 175(1), pages 177-211, March.
    7. Martin J. Osborne & Ariel Rubinstein, 1994. "A Course in Game Theory," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262650401, April.
    8. Joseph T. Howson, Jr., 1972. "Equilibria of Polymatrix Games," Management Science, INFORMS, vol. 18(5-Part-1), pages 312-318, January.
    9. Yisheng Song & Liqun Qi, 2015. "Properties of Some Classes of Structured Tensors," Journal of Optimization Theory and Applications, Springer, vol. 165(3), pages 854-873, June.
    10. Yisheng Song & Liqun Qi, 2016. "Tensor Complementarity Problem and Semi-positive Tensors," Journal of Optimization Theory and Applications, Springer, vol. 169(3), pages 1069-1078, June.
    11. Maolin Che & Liqun Qi & Yimin Wei, 2016. "Positive-Definite Tensors to Nonlinear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 168(2), pages 475-487, February.
    12. Yisheng Song & Gaohang Yu, 2016. "Properties of Solution Set of Tensor Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 85-96, July.
    13. Gowda, M Seetharama & Sznajder, Roman, 1996. "A Generalization of the Nash Equilibrium Theorem on Bimatrix Games," International Journal of Game Theory, Springer;Game Theory Society, vol. 25(1), pages 1-12.
    14. M. Seetharama Gowda & Jong-Shi Pang, 1992. "On Solution Stability of the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 77-83, February.
    15. Kim, Taekwon & Jeon, Yongil, 2009. "Stationary perfect equilibria of an n-person noncooperative bargaining game and cooperative solution concepts," European Journal of Operational Research, Elsevier, vol. 194(3), pages 922-932, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qilong Liu & Qingshui Liao, 2023. "Computing Nash Equilibria for Multiplayer Symmetric Games Based on Tensor Form," Mathematics, MDPI, vol. 11(10), pages 1-17, May.
    2. Zheng-Hai Huang & Yu-Fan Li & Yong Wang, 2023. "A fixed point iterative method for tensor complementarity problems with the implicit Z-tensors," Journal of Global Optimization, Springer, vol. 86(2), pages 495-520, June.
    3. Yong Wang & Zheng-Hai Huang & Liqun Qi, 2018. "Global Uniqueness and Solvability of Tensor Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 177(1), pages 137-152, April.
    4. Zheng-Hai Huang & Liqun Qi, 2019. "Tensor Complementarity Problems—Part I: Basic Theory," Journal of Optimization Theory and Applications, Springer, vol. 183(1), pages 1-23, October.
    5. Xue-Li Bai & Zheng-Hai Huang & Xia Li, 2019. "Stability of Solutions and Continuity of Solution Maps of Tensor Complementarity Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 36(02), pages 1-19, April.
    6. Shouqiang Du & Liping Zhang, 2019. "A mixed integer programming approach to the tensor complementarity problem," Journal of Global Optimization, Springer, vol. 73(4), pages 789-800, April.
    7. K. Palpandi & Sonali Sharma, 2021. "Tensor Complementarity Problems with Finite Solution Sets," Journal of Optimization Theory and Applications, Springer, vol. 190(3), pages 951-965, September.
    8. Shouqiang Du & Weiyang Ding & Yimin Wei, 2021. "Acceptable Solutions and Backward Errors for Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 188(1), pages 260-276, January.
    9. Vu Trung Hieu, 2019. "On the R0-Tensors and the Solution Map of Tensor Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 181(1), pages 163-183, April.
    10. Xuezhong Wang & Maolin Che & Yimin Wei, 2022. "Randomized Kaczmarz methods for tensor complementarity problems," Computational Optimization and Applications, Springer, vol. 82(3), pages 595-615, July.
    11. Yisheng Song & Xudong Li, 2022. "Copositivity for a Class of Fourth-Order Symmetric Tensors Given by Scalar Dark Matter," Journal of Optimization Theory and Applications, Springer, vol. 195(1), pages 334-346, October.
    12. Shouqiang Du & Liyuan Cui & Yuanyuan Chen & Yimin Wei, 2022. "Stochastic Tensor Complementarity Problem with Discrete Distribution," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 912-929, March.
    13. Tong-tong Shang & Guo-ji Tang, 2023. "Structured tensor tuples to polynomial complementarity problems," Journal of Global Optimization, Springer, vol. 86(4), pages 867-883, August.
    14. Meng-Meng Zheng & Zheng-Hai Huang & Xiao-Xiao Ma, 2020. "Nonemptiness and Compactness of Solution Sets to Generalized Polynomial Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 185(1), pages 80-98, April.
    15. Lu-Bin Cui & Yu-Dong Fan & Yi-Sheng Song & Shi-Liang Wu, 2022. "The Existence and Uniqueness of Solution for Tensor Complementarity Problem and Related Systems," Journal of Optimization Theory and Applications, Springer, vol. 192(1), pages 321-334, January.
    16. Yisheng Song & Wei Mei, 2018. "Structural Properties of Tensors and Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 176(2), pages 289-305, February.
    17. Zhenyu Ming & Liping Zhang & Liqun Qi, 2020. "Expected residual minimization method for monotone stochastic tensor complementarity problem," Computational Optimization and Applications, Springer, vol. 77(3), pages 871-896, December.
    18. Wenjie Mu & Jianghua Fan, 2022. "Existence results for solutions of mixed tensor variational inequalities," Journal of Global Optimization, Springer, vol. 82(2), pages 389-412, February.
    19. Jie Wang & Shenglong Hu & Zheng-Hai Huang, 2018. "Solution Sets of Quadratic Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 176(1), pages 120-136, January.
    20. Shenglong Hu & Jie Wang & Zheng-Hai Huang, 2018. "Error Bounds for the Solution Sets of Quadratic Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 983-1000, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:66:y:2017:i:3:d:10.1007_s10589-016-9872-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.