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Nash equilibrium with Sugeno payoff
Published 25 Feb 2015 in math.GN | (1502.07259v2)
Abstract: This paper is devoted to Nash equilibrium for games in capacities. Such games with payoff expressed by Choquet integral were considered by Kozhan and Zarichnyi (Nash equilibria for games in capacities, Econ. Theory {\bf 35} (2008) 321--331) and existence of Nash equilibrium was proved. We also consider games in capacities but with expected payoff expressed by Sugeno integral. We prove existence of Nash equilibrium using categorical methods and abstract convexity theory.
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