Известия Иркутского государственного университета: Серия "Математика" (Jun 2021)
A Note on Anti-Berge Equilibrium for Bimatrix Game
Abstract
Game theory plays an important role in applied mathematics, economics and decision theory. There are many works devoted to game theory. Most of them deals with a Nash equilibrium. A global search algorithm for finding a Nash equilibrium was proposed in [13]. Also, the extraproximal and extragradient algorithms for the Nash equilibrium have been discussed in [3]. Berge equilibrium is a model of cooperation in social dilemmas, including the Prisoner’s Dilemma games [15]. The Berge equilibrium concept was introduced by the French mathematician Claude Berge [5] for coalition games. The first research works of Berge equilibrium were conducted by Vaisman and Zhukovskiy [18; 19]. A method for constructing a Berge equilibrium which is Pareto-maximal with respect to all other Berge equilibriums has been examined in Zhukovskiy [10]. Also, the equilibrium was studied in [16] from a view point of differential games. Abalo and Kostreva [1; 2] proved the existence theorems for pure-strategy Berge equilibrium in strategic-form games of differential games. Nessah [11] and Larbani, Tazdait [12] provided with a new existence theorem. Applications of Berge equilibrium in social science have been discussed in [6; 17]. Also, the work [7] deals with an application of Berge equilibrium in economics. Connection of Nash and Berge equilibriums has been shown in [17]. Most recently, the Berge equilibrium was examined in Enkhbat and Batbileg [14] for Bimatrix game with its nonconvex optimization reduction. In this paper, inspired by Nash and Berge equilibriums, we introduce a new notion of equilibrium so-called Anti-Berge equilibrium. The main goal of this paper is to examine Anti-Berge equilibrium for bimatrix game. The work is organized as follows. Section 2 is devoted to the existence of Anti-Berge equilibrium in a bimatrix game for mixed strategies. In Section 3, an optimization formulation of Anti-Berge equilibrium has been formulated.
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