Diagonally strictly concave

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August undefined, 2024

WebStack Exchange network consists of 181 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, … Web40 x 2 y − 10 − 64 x 2 y − 10 = − 24 x 2 y − 10 ⩽ 0 which means f ( x, y) is concave. Since f ( x, y) is nonlinear, it cannot be both convex and concave, and there must be something wrong with the derivation above. I would like to ask which part of my under standing is wrong. Thank you. convex-analysis convex-optimization hessian-matrix Share Cite

Generalising diagonal strict concavity property for uniquene

WebJun 1, 2016 · Generalising diagonal strict concavity property for uniqueness of Nash equilibrium CC BY-NC-SA Authors: Eitan Altman National Institute for Research in … Webi(·)isthestatic(concave)payoﬀfor player i contingent on full utilisation of production capacity, c 3,i(·)2 is a quadratic investment cost†, k(·) is the capacity’s scrap value function and ρthe discount factor. Deﬁnition 1. We say that strategies u∗ 1,u ∗ 2,u ∗ 3 constitute a feedback-Nash (or Markovian subgame-perfect ... northern alberta insects

Existence and Uniqueness of Equilibrium Points for …

Web𝑓is concave, if 𝑓 ñ ñ𝑥0 ℎis concave, ℎis nondecreasing in each argument, and 𝑔 Üare concave The general case is similar 𝑓ℎ∘𝑔 Lℎ :𝑔 5𝑥,…,𝑔 Þ𝑥 𝑓 ñ ñ𝑥𝑔 ñ𝑥 C 6ℎ𝑔𝑥𝑔′ :𝑥 ; C 𝑔′′𝑥 ; WebIt is shown that for a strictly con-cave game the system is globally asymptotically stable with respect to the unique equilibrium point of the game. Finally, it is shown how a … WebJun 30, 2016 · In this paper, we extend the notion of diagonally strictly concave functions and use it to provide a sufficient condition for uniqueness of Nash equilibrium in some … how to reward your employees without money

Defintion of strictly concave - Mathematics Stack Exchange

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WebJan 5, 2024 · Thus, J is a diagonal matrix with negative diagonal elements. This implies that J is negative definite. Henceforth [J+ \(J^T\)] is also negative definite, and according to Theorem (6) in, , the weighted sum of the utility functions \(\psi (q_{s},x)\) is diagonally strictly concave. Thus, the Nash equilibrium point is unique. Webstrictly concave and strictly convex functions. Theorem 6. Let Dbe an open convex subset of Rn and let f: D!R be a C2. Then 1. fis concave iff D2f(x) is a negative semideﬁnite matrix for all x2D. 2. fis convex iff D2f(x) is a positive semideﬁnite matrix for all x2D. 3.If D2f(x) is a negative deﬁnite matrix for all x2D, then fis strictly ... how to reward staff without moneyWebJan 1, 2024 · (Since h i is concave, it follows that the set S i is a convex set.) The next definition introduces the key condition used in establishing the uniqueness of a pure … northern alberta living allowance

"WebJan 2, 2024 · An iterative and distributed algorithm based on best response dynamics is proposed to achieve the equilibrium point; additionally, in order to quantify how efficient the Nash equilibrium point is, a detailed analysis of the Price of Anarchy is adopted to evaluate the performance of the system at equilibrium. " - Diagonally strictly concave

Diagonally strictly concave

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WebPrinceton University WebJ. B. Rosen proved that in concave games of n players (which assumes that Cartesian product of strategy profiles is convex) if the game satisfies the condition of diagonally …

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WebFeb 25, 2010 · (3), where hi is a concave function, and there exists some x˜i ∈ Rm i such that hi (x˜i) > 0. Assume also that the payoﬀ functions (u1, ... , uI) are diagonally … WebNov 20, 2016 · Concave games provide an attractive setting for many applications of differential games in economics, management science and engineering, and state coupling constraints happen to be quite natural...

Web(b) f is strictly convex i for any a;b2C and any 2(0;1), the above inequality is strict. The following equivalence is immediate from the de nitions. Theorem 1. Let C RN be non-empty and convex and let f: C!R. fis convex i fis concave. fis strictly convex i fis strictly concave. f is both concave and convex i for any a;b2RN and any 2(0;1), f( a+ WebOptimization and concave/convex functions Examples: • The functions and are concave • The function is concave on its domain • Any affine function is both concave and convex …

WebWe say that a graph is concave up if the line between two points is above the graph, or alternatively if the first derivative is increasing. (In finance, such a curve is said to be convex.) Similarly, we say that a graph is concave down if the line between two points is below the graph, or alternatively if the first derivative is decreasing. WebStrictly convex if strict inequality holds whenever x 6= y and 0 < λ < 1. We say f is concave if −f is convex. An aﬃne function is both convex and concave. A function f is convex if it is convex when restricted to any line intersecting its domain: for any x ∈ domf and v, g(x +tv) is convex on {t : x +tv ∈ domf}.

WebMay 15, 1988 · We say that {x, y} is (strictly) diagonally quasi-concave (DQCV) in y if -(x, y) is (strictly) DQCX in y. Remark 2.2. (i) In [3], we had called diagonal quasi …

WebProposition 8. The (twice continuously differentiable) function f : A ! R is concave if and only if D2 f (x) is NSD for every x 2A. If D2 f (x) is ND, then the function is strictly concave. Proof. We ﬁrst show that concavity implies Hessian matrix is NSD. Suppose f is concave. Fix some x2A, with some z6= 0, take second-order Taylor expansion, how to reward team performanceWebAug 1, 1985 · Rosen proceeds by showing that the assumption of strictly diagonally concave payoff functions ascertains uniqueness of the equilibrium outcome. In the Appendix it is demonstrated that our model satisfies the condition for strict diagonal concavi- ty. At such an outcome no player can improve his payoff by a unilateral … northern alberta jubilee auditorium careersWebGeneralising Diagonal Strict Concavity Property for Uniqueness of Nash Equilibrium Eitan Altman, Manjesh Kumar Hanawal, and Rajesh Sundaresan Abstract In this paper, we … northern alberta institute of technology naitWebGENERALISING DIAGONAL STRICT CONCAVITY PROPERTY 219 A sufﬁcient condition for the familyVto be diagonally strictly concave (convex) for a given r ‚0 is that the … how to reward employees1. A differentiable function f is (strictly) concave on an interval if and only if its derivative function f ′ is (strictly) monotonically decreasing on that interval, that is, a concave function has a non-increasing (decreasing) slope. 2. Points where concavity changes (between concave and convex) are inflection points. northern alberta jubilee auditorium ticketsWebOct 21, 2013 · When the strategy sets S i are one-dimensional, the condition implies that the payoff functions are diagonally strictly concave. Denote G(s) the Jacobian of ∇u(s). It is straightforward to show that if G(s) + G(s) T is negative definite for any s ∈ S, then the payoff functions are diagonally strictly concave. Some additional technical ... northern alberta jubileeWebMay 15, 1988 · We say that {x, y} is (strictly) diagonally quasi-concave (DQCV) in y if - (x, y) is (strictly) DQCX in y. Remark 2.2. (i) In [3], we had called diagonal quasi-convexity the generalized-convexity (GCX) condition. It enabled us to generalize several theorems ofNikaido and Isoda for noncooperative N person games [8, 9]. northern alberta outfitters