Skip to main content
Log in

Generalized linear complementarity in a problem ofn-person games

  • Theoretical Papers
  • Published:
Operations-Research-Spektrum Aims and scope Submit manuscript

Abstract

In this paper, we introduce a generalization of the polymatrix game (a nonzero sum noncooperativen-person game) considered by Howson and relate the problem of computing an equilibrium set of strategies for such a game to the generalized linear complementarity problem of Cottle and Dantzig. For an even more general version of the game we prove the existence of anε-equilibrium set of strategies. We also present a result on the stability of the equilibria based on degree theory.

Zusammenfassung

In dieser Arbeit führen wir eine Verallgemeinerung des Polymatrix-Spiels (eines Nicht-Nullsummen- und nicht-kooperativenn-Personen-Spiels), das von Howson betrachtet wurde, ein und führen das Problem, eine Gleichgewichtsmenge von Strategien für ein solches Spiel zu berechnen, auf das verallgemeinerte lineare Komplementaritätsproblem von Cottle und Dantzig zurück. Für eine noch allgemeinere Version des Spiels beweisen wir die Existenz einerε-Gleichgewichtsmenge von Strategien. Wir präsentieren auch ein Ergebnis über die Stabilität der Gleichgewichte, das auf der Grad-Theorie beruht.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Cottle RW, Dantzig GB (1970) A generalization of the linear complementary problem. J Combinatorial Theory 8: 79–90

    Google Scholar 

  2. Cottle RW, Pang JS, Stone RE (1992) The Linear Complementarity Problem. Academic Press, New York.

    Google Scholar 

  3. Ebiefung AA, Kostreva MM (1993) The generalized Leontief input-output model and its application to the choice of new technology. Ann Oper Res 44: 161–172

    Google Scholar 

  4. Garcia CB (1973) Some classes of matrices in linear complementarity theory. Math Program 5: 299–310

    Google Scholar 

  5. Gowda MS (1993) Applications of degree theory to linear complementarity problems. Math Oper Res 18: 868–879

    Google Scholar 

  6. Gowda MS, Sznajder R, A generalization of the Nash equilibrium theorem on bimatrix games. Int J Game Theory (to appear)

  7. Howson JT Jr (1972) Equilibria of polymatrix games. Manag Sci 18: 318

    Google Scholar 

  8. Janovskaya EB (1968) Equilibrium points in polymatrix games (in Russian). Latvian Mathematical collection

  9. Lemke CE (1970) Recent results on complementarity problems In: Rosen JB, Mangasarian OL, Ritter K (eds) Nonlinear Programming. Academic Press, New York, pp 349–384

    Google Scholar 

  10. Lemke CE (1965) Bimatrix equilibrium points and mathematical programming. Manag Sci 11: 681–689

    Google Scholar 

  11. Lemke CE, Howson JT (1964) Equilibrium points of bimatrix games. SIAM Appl Math 12: 413–423

    Google Scholar 

  12. Lloyd NG (1978) Degree Theory. Cambridge University Press, Cambridge

    Google Scholar 

  13. Miller DA, Zucker SW (1991) Copositive-plus Lemke algorithm solves polymatrix games. Oper Res Lett 10: 285–290

    Google Scholar 

  14. Mangasarian OL (1980) Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems. Math Program 19: 200–212

    Google Scholar 

  15. Mohan SR, Neogy SK, Sridhar R (1994) The generalized linear complementarity problem revisited. Technical Report #9402, Indian Statistical Institute, Delhi Centre, India. Math Program (to appear)

    Google Scholar 

  16. Nash JF (1951) Noncooperative games. Ann Math 54: 286–295

    Google Scholar 

  17. Oh KP (1986) The formulation of the mixed lubrication problem as a generalized nonlinear complementarity problem. Transact ASME, J of Tribology 108: 598–604

    Google Scholar 

  18. Ortega JM, Rheinboldt WC (1970) Iterative Solution of Non-liner Equations in Several Variables. Academic Press New York

    Google Scholar 

  19. Sun M (1989) Monotonicity of Mangasarian's iterative algorithm for generalized linear complementarity problem. J Math Anal Appl 144: 474–485

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mohan, S.R., Neogy, S.K. Generalized linear complementarity in a problem ofn-person games. OR Spektrum 18, 231–239 (1996). https://doi.org/10.1007/BF01540162

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01540162

Key words

Schlüsselwörter

Navigation