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arXiv · 1503.00563

Equilibrium under uncertainty with Sugeno payoff

Taras Radul
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Abstract

This paper studies n-player games where players beliefs about their opponents behaviour are capacities. The concept of an equilibrium under uncertainty was introduced J.Dow and S.Werlang (J Econ. Theory 64 (1994) 205--224) for two players and was extended to n-player games by J.Eichberger and D.Kelsey (Games Econ. Behav. 30 (2000) 183--215). Expected utility was expressed by Choquet integral. We consider the concept of an equilibrium under uncertainty in this paper but with expected utility expressed by Sugeno integral. Existence of such an equilibrium is demonstrated using some abstract non-linear convexity on the space of capacities.

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Taras Radul. 2015-02-26. Equilibrium under uncertainty with Sugeno payoff. https://arxiv.org/abs/1503.00563

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