Abstract
The paper deals with a Berge equilibrium (Théorie générale des jeux à-personnes, Gauthier Villars, Paris, 1957; Some problems of non-antagonistic differential games, 1985) in the bimatrix game for mixed strategies. Motivated by Nash equilibrium (Ann Math 54(2):286, 1951; Econometrica 21(1):128–140, 1953), we prove an existence of Berge equilibrium in the bimatrix game. Based on Mills theorem (J Soc Ind Appl Math 8(2):397–402, 1960), we reduce the bimatrix game to a nonconvex optimization problem. We illustrate the proposed approach on an example.
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This work was supported by Project P2019-3751 of National University of Mongolia. The authors thank reviewers for their valuable and constructive comments which greatly improved an earlier version of the paper.
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Enkhbat, R., Sukhee, B. Optimization approach to Berge equilibrium for bimatrix game. Optim Lett 15, 711–718 (2021). https://doi.org/10.1007/s11590-020-01688-8
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DOI: https://doi.org/10.1007/s11590-020-01688-8