• DocumentCode
    3532867
  • Title

    Pricing design for robustness in linear quadratic games

  • Author

    Calderone, Daniel J. ; Ratliff, Lillian J. ; Sastry, S. Shankar

  • Author_Institution
    Dept. of Electr. Eng. & Comput. Sci., Univ. of California, Berkeley, Berkeley, CA, USA
  • fYear
    2013
  • fDate
    10-13 Dec. 2013
  • Firstpage
    4349
  • Lastpage
    4354
  • Abstract
    We show that designing prices to induce a socially optimal Nash equilibrium that is robust to small parameter perturbations in a linear-quadratic game can be framed as a convex program. In addition, we use a similar analysis to develop convex conditions that guarantee that the induced equilibrium is stable with respect to small deviations in players´ feedback strategies.
  • Keywords
    convex programming; game theory; pricing; convex conditions; convex program; linear quadratic games; optimal Nash equilibrium; parameter perturbations; player feedback strategies; pricing design; robustness; Equations; Lead; Pricing; Robustness;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
  • Conference_Location
    Firenze
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4673-5714-2
  • Type

    conf

  • DOI
    10.1109/CDC.2013.6760558
  • Filename
    6760558