JUCS - Journal of Universal Computer Science 16(18): 2657-2685, doi: 10.3217/jucs-016-18-2657
From Computing Sets of Optima, Pareto Sets, and Sets of Nash Equilibria to General Decision-Related Set Computations
expand article infoVladik Kreinovich, Bartlomiej Jacek Kubica§
‡ University of Texas at El Paso, El Paso, United States of America§ Warsaw University of Technology, Warsaw, Poland
Open Access
Abstract
Several algorithms have been proposed to compute sets of optima, Pareto sets, and sets of Nash equilibria. In this paper, we present a general algorithm for decision-related set computations that includes all these algorithms as particular cases. To make our algorithm understandable to people working in optimization and in game theory, we also provide motivations and explanations for our formalizations of the corresponding problems and for the related notions of computable mathematics.
Keywords
computing sets, sets of optima, Pareto sets, Nash equilibria