Existence of solution to n-person noncooperative games and minimax regret equilibria with set payoffs
Yu Zhang, Tao Chen, Shih-sen Chang · Applicable Analysis · 2020
In this paper, by virtue of the Kakutani–Fan–Glicksberg fixed point theorem and a nonlinear scalarization function, we first obtain an existence theorem of general n-person noncooperative games problems with set payoffs. Then, we also obtain existence theorems of minimax regret equilibria and ϵ-minimax regret equilibria with scalar set payoffs. Some examples are given to illustrate our results.