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Equilibrium Problems and Applications
Mathematics in Science and
Engineering
Equilibrium Problems
and Applications
Gábor Kassay
Faculty of Mathematics and Computer Science
Babes-Bolyai University
Cluj-Napoca, Romania
Vicenţiu D. Rădulescu
Faculty of Applied Mathematics
AGH University of Science and Technology
Kraków, Poland
Institute of Mathematics “Simion Stoilow” of the Romanian Academy
Bucharest, Romania
Series Editor
Goong Chen
Academic Press is an imprint of Elsevier
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525 B Street, Suite 1650, San Diego, CA 92101, United States
50 Hampshire Street, 5th Floor, Cambridge, MA 02139, United States
The Boulevard, Langford Lane, Kidlington, Oxford OX5 1GB, United Kingdom
Copyright © 2019 Elsevier Inc. All rights reserved.
No part of this publication may be reproduced or transmitted in any form or by any means, electronic or
mechanical, including photocopying, recording, or any information storage and retrieval system, without
permission in writing from the publisher. Details on how to seek permission, further information about
the Publisher’s permissions policies and our arrangements with organizations such as the Copyright
Clearance Center and the Copyright Licensing Agency, can be found at our website:
www.elsevier.com/permissions.
This book and the individual contributions contained in it are protected under copyright by the Publisher
(other than as may be noted herein).
Notices
Knowledge and best practice in this field are constantly changing. As new research and experience
broaden our understanding, changes in research methods, professional practices, or medical treatment
may become necessary.
Practitioners and researchers must always rely on their own experience and knowledge in evaluating and
using any information, methods, compounds, or experiments described herein. In using such information
or methods they should be mindful of their own safety and the safety of others, including parties for
whom they have a professional responsibility.
To the fullest extent of the law, neither the Publisher nor the authors, contributors, or editors, assume any
liability for any injury and/or damage to persons or property as a matter of products liability, negligence
or otherwise, or from any use or operation of any methods, products, instructions, or ideas contained in
the material herein.
ISBN: 978-0-12-811029-4
xiii
Preface
There may be no Nobel in mathematics, but that need not stop many mathe-
maticians winning the Nobel Prize for Economics1 . Indeed, many of the winners
of this prize either were mathematicians or had conducted notable research using
mathematical models. For instance, Leonid Kantorovich and Tjalling Koop-
mans received the Nobel Prize in Economic Sciences “for their contributions
to the theory of optimum allocation of resources”. Both Kantorovich and Koop-
mans acknowledged that George B. Dantzig deserved to share their Nobel Prize
for linear programming. Economists who conducted research in nonlinear pro-
gramming also have won the Nobel prize, notably Ragnar Frisch (1969). The
1994 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred No-
bel was awarded to John Forbes Nash Jr.,2 John Harsanyi, and Reinhard Selten
“for their pioneering analysis of equilibria in the theory of non-cooperative
games”. Many such examples can be provided but we refer only to Lloyd Shap-
ley who won the Nobel Prize for Economic Sciences in 2012 “for the theory of
stable allocations and the practice of market design”. Lloyd Shapley described
himself in an Associated Press interview: “I consider myself a mathematician
and the award is for economics. I never, never in my life took a course in eco-
nomics.”
This monograph is intended to fill a gap in an interdisciplinary field at the
interplay between applied mathematics, optimization, equilibria, and economic
mathematics. Our analysis deeply relies on concrete models in the real world.
Models play crucial roles in applied mathematics and economics, from identi-
fying nonstandard behavior of mathematical models in economy to forecasting
how economics will evolve. Yet major changes are afoot in equilibrium theory,
triggered by global economic problems and the higher and higher impact of big
data sets.
This volume is an attempt to study in a rigorous manner qualitative problems
arising in applied sciences. More precisely, this monograph looks at modeling in
these fields through three lenses. The first is that of Nash equilibrium and man-
agement, which are fundamental issues in experimental economics. The second
xv
xvi Preface
actions of any actor in that state lead to states that are no better for the devia-
tor than the original one. The fundamental result of Nash was that all games—
(with constant-sum or nonconstant sum) with a finite number of players each
endowed with a finite set of strategies and any kind of goal function (egoistic,
altruistic, egalitarian) have an equilibrium in pure or mixed (probabilistic) strate-
gies. In game theory, a Nash equilibrium is an array of strategies, one for each
player, such that no player can obtain a higher payoff by switching to a different
strategy while the strategies of all other players are held fixed. As pointed out
in [161], “if Chrysler, Ford, and GM choose production levels for pickup trucks,
a commodity whose market price depends on aggregate production, an equilib-
rium is an array of production levels, one for each firm, such that none can raise
its profits by making a different choice”. As pointed out in [1, p. 495], “in game
theory, the single most important tool has proven to be Nash equilibrium”.
This volume can serve as a graduate-level textbook on mathematical eco-
nomics as well as an advanced monograph for students and researchers who are
concerned about rigorous mathematical treatment in the social sciences.
Our vision throughout this volume is closely inspired by the following
prophetic words of John F. Nash Jr., in an interview given in Oslo on May 18,
2015, the day before the Abel Prize ceremony:
“I had achieved my proof of the equilibrium theorem for game theory using
the Brouwer fixed-point theorem, while von Neumann and Morgenstern used
other things in their book. But when I got to von Neumann, and I was at the
blackboard, he asked: “Did you use the fixed-point theorem?” “Yes,” I said.
“I used Brouwer’s fixed-point theorem.”
I had already, for some time, realized that there was a proof version using
Kakutani’s fixed-point theorem, which is convenient in applications in eco-
nomics since the mapping is not required to be quite continuous. It has certain
continuity properties, so-called generalized continuity properties, and there is a
fixed-point theorem in that case as well. I did not realize that Kakutani proved
that after being inspired by von Neumann, who was using a fixed-point theo-
rem approach to an economic problem with interacting parties in an economy
(however, he was not using it in game theory)”.
NOTES
1. The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel was established
in 1968 by the Bank of Sweden, and it was first awarded in 1969, more than 60 years after
the distribution of the first Nobel Prizes. Although not technically a Nobel Prize, the Prize in
Economic Sciences is identified with the award; its winners are announced with the Nobel Prize
recipients, and it is presented at the Nobel Prize Award Ceremony. It is conferred by the Royal
Swedish Academy of Sciences in Stockholm.
xviii Preface
2. John Forbes Nash Jr. (1928-2015) was an American mathematician who made fundamental con-
tributions to game theory, differential geometry, and the study of partial differential equations. In
1978 he was awarded the John von Neumann Prize for his discovery of the Nash Equilibria. His
other influential work in mathematics included the Nash-Moser inverse function theorem, the
Nash-De Giorgi theorem (a solution to David Hilbert’s 19th problem), and the Nash embedding
theorems. In 1999 he received a Leroy P. Steele Prize from the American Mathematical Soci-
ety and in 2015 he was one of the two recipients of the Abel Prize, the other one being Louis
Nirenberg. On May 23, 2015, on their way back home after spending one week in Oslo on the
occasion of the Abel prize ceremony, John and Alicia Nash were killed in a taxi accident on the
New Jersey Turnpike.
3. Émile Borel (1871-1956) was a French mathematician. Borel is known for his founding work in
the areas of measure theory and probability. In 1922, he founded Paris Institute of Statistics, the
oldest French school for statistics.
4. John von Neumann (1903-1957) was a Hungarian-American mathematician, physicist, computer
scientist, and polymath. Von Neumann was generally regarded as the foremost mathematician of
his time and said to be “the last representative of the great mathematicians”. Economist Paul
Samuelson judged John von Neumann “a genius (if that 18th century word still has a mean-
ing)—a man so smart he saw through himself.” With his pivotal work on quantum theory, the
atomic bomb, and the computer, von Neumann likely exerted a greater influence on the modern
world than any other mathematician of the 20th century.
Acknowledgments
Both authors thank Radu Precup for his constant interest and for kindly accept-
ing to include some of his contributions to this subject in Chapter 8 of this book.
Gábor Kassay acknowledges the long and fruitful collaboration with Monica
Bianchi and Rita Pini. Their joint papers constitute the basis of several chap-
ters of this monograph. He thanks J.B.G. Frenk for their scientific collaboration
started in early nineties which led to several results included in this book. Gábor
Kassay is indebted to József Kolumbán, his former teacher and supervisor: their
joint papers and interesting discussions on equilibrium problems opened the au-
thor’s interest toward this topic. He also acknowledges the support by a grant
of Romanian Ministry of Research and Innovation, CNCS-UEFISCDI, project
PN-III-P4-ID-PCE-2016-0190, within PNCDI III.
Vicenţiu D. Rădulescu is grateful to Boualem Alleche for the multiple facets
of their scientific collaboration during the last decade. A part of this monograph
is inspired by our joint papers on equilibria and inequality problems. Rădulescu
is indebted to Dušan D. Repovš for his meaningful remarks and comments about
the subject covered in this book. He also thanks Souhail Chebbi for his contin-
uous interest on this topic and for inviting this author to talk on equilibria and
optimization issues at the conferences organized at the King Saud University
in Riyadh in November 2015 and April 2018. Vicenţiu D. Rădulescu acknowl-
edges the warm hospitality and the stimulating environment provided by the
AGH University of Science and Technology in Krákow in November 2017 dur-
ing the preparation of part of the current monograph. He thanks Petru Cojuhari,
Witold Majdak and Jerzy Stochel for interesting discussions and support. The
research of V.D. Rădulescu was supported by the Slovenian Research Agency
grants P1-0292, J1-8131, J1-7025, N1-0064, and N1-0083. He also acknowl-
edges the support through a grant of the Romanian Ministry of Research and
Innovation, CNCS-UEFISCDI, project PN-III-P4-ID-PCE-2016-0130, within
PNCDI III.
xix
xx Acknowledgments
We are grateful to Goong Chen, Series Editor, for his efficient, enthusiastic
and professional support. Our special thanks go also to Graham Nisbet, Senior
Acquisitions Editor, and to Susan Ikeda, Editorial Project Manager, for the ex-
cellent quality of their work.
Mathematics is the most beautiful and most powerful creation of the human
spirit.
Stefan Banach (1892–1945)
Chapter points
• Some basic topological notions are introduced, as continuity and semicontinuity for
single and set-valued mappings.
• Some basic algebraic notions are introduced, as convexity, convexly
quasi-convexity (which generalizes both the convexity of set-valued mappings and
the quasi-convexity of real single-valued mappings), and concavely quasi-convexity
(which generalizes both the concavity of set-valued mappings and the
quasi-convexity of real single-valued mappings).
• We provide a proof for Brouwer’s fixed point theorem by Sperner’s and KKM
lemmata.
We assume that the set R is endowed with the topology extended from the
usual topology of R, and with the usual operations involving +∞ and −∞. For
a subset A of a Hausdorff topological space X, we denote by cl A, the closure
of A and by int A, the interior of A.
A subset K of a topological space is called compact if every open cover of K
includes a finite subcover. That is, every family of open sets {Vi : i ∈ I } satis-
fying K ⊂ ∪i∈I Vi admits a finite subfamily Vi1 , ..., Vin such that K ⊂ ∪nk=1 Vik .
A topological space X is called compact space if X is a compact set. A fam-
ily of subsets has the finite intersection property if every finite subfamily has a
nonempty intersection.
Let us recall the following characterization of compact spaces.
Proposition 1.1. A topological space is compact if and only if every family of
closed subsets with the finite intersection property has a nonempty intersection.
A subset L of a real vector space X is called linear subspace if αL + βL ⊂ L
for all α, β ∈ R. The subset M of X is called affine if αM + (1 − α)M ⊂ M for
all α ∈ R. The linear hull of the set S ⊂ X is defined by
For each nonempty affine set M there exists a unique linear subspace LM satis-
fying M = LM + x for any given x ∈ M (cf. [152]).
A subset K of a vector space is called cone if αK ⊂ K, for all α ≥ 0. The
conical hull of a subset S of a vector space is given by
NC (x) := {x ∗ ∈ X ∗ : x ∗ , y − x ≤ 0, ∀y ∈ C}.
f (x) ≥ f (x0 ) − ∀x ∈ U.
f (x) ≥ lim sup f (xn ) (resp., f (x) ≤ lim inf f (xn )),
n→+∞ n→+∞
where lim sup f (xn ) = inf sup f (xk ) and lim inf f (xn ) = sup inf f (xk ).
n→+∞ n k≥n n→+∞ n k≥n
Let one of the numbers 0, 1, ..., N be associated with each vertex v of the
simplices Sj introduced above, according to the following rule: if
for all possible systems of indices {i0 , ..., ik } and all k = 0, ..., N . Then
∩Nj =0 Cj = ∅.
Preliminaries and Basic Mathematical Tools Chapter | 1 7
Proof. For N = 0, S consists of a single point, and the statement is trivial. Now,
let N ≥ 1.
First of all, consider a triangulation S1 , ..., SJ of S. Let v be any vertex
of Sj , j = 1, ..., J , where
such that
Proof. Let us observe first that every nonempty convex compact subset C ⊂ X
is homeomorphic to some N -simplex S in X with N = 0, 1, ... (see, for instance,
Zeidler [175], Section 1.13, Proposition 9). Thus, it is enough to prove that every
continuous function f : S → S has a fixed point, where S is an N -simplex, with
N = 0, 1, ....
For N = 0, the statement is trivial and for N = 1, the proof is provided by
the following simple argument. Let f : [a, b] → [a, b] be a continuous func-
tion and set g(x) := f (x) − x, for all x ∈ [a, b]. Since f (a), f (b) ∈ [a, b], we
Another random document with
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Ils ne tardent pas à se consoler en voyant arriver deux guerriers
portant sur l’épaule au moyen d’une perche un panier en bois —
ayant la forme d’une table dont les quatre pieds rejoints seraient les
anses, — et où se voient de nombreuses tasses pleines de divers
ingrédients.
De nouveau notre caporal nous trompette un petit discours après
nous avoir présenté la carte de visite du mandarin :
« Voici, dit-il, un repas que le mandarin de Tchangka vous envoie.
Il est indisposé en ce moment et il regrette beaucoup de ne pouvoir
vous rendre visite. Il demande des nouvelles de votre santé, et
demain, à l’heure qui vous conviendra, il vous rendra visite. »
Nous remercions avec une effusion de cœur qui n’est pas
moindre, et, sans perdre de temps, nous chargeons l’orateur de
nous fournir une certaine quantité d’œufs frais, de poulets et de
viande de porc, car nous avons vu quelques-uns de ces animaux
errer dans la rue. Le caporal promet tout ce qu’on veut, et se retire.
Aussitôt nous nous mettons à table, ce qui n’est pas une métaphore,
pour la première fois depuis bien des mois : par les soins de
l’administration a été placée devant nous une estrade, une table très
basse où les plats sont entassés. Nous constatons que le nombre ne
comporte pas toujours la variété, car sauf des tiges de bambou et
des nageoires de poissons, le repas consiste en tranches de porc et
en poulet découpé en bouchées. Tout cela est cuit dans la graisse
de porc, et Rachmed fuit, en bon musulman qu’il est, et maudit
Abdoullah, dont la voracité n’est pas empêchée par une prescription
formelle du Coran. En somme, cette cuisine est assez fade.
N’oublions pas de mentionner un dessert de boules de pâte où
s’incruste du sucre colorié, et un petit pot d’ara, eau-de-vie de grains
empestée.
Sur ces entrefaites arrive un chef tibétain. Il est le principal
personnage de l’endroit, il nous fait des politesses et nous donne
quelques renseignements. Il paraît que depuis vingt jours on a reçu
à Tchangka des ordres à notre propos, envoyés par le chef chinois
de Lhaça. Depuis quarante jours on sait que douze hommes ayant
des chameaux se dirigent sur Batang. Le ta-lama de Lhaça a envoyé
un papier aux lamas et au peuple tibétain.
Passant à un autre ordre d’idées, nous le questionnons au sujet
des cultures et il nous dit que le blé ne réussit pas ici, à cause du
froid et du vent soufflant presque constamment du sud : ainsi
maintenant il y aurait quelquefois du givre dans la nuit. Aussi se
contente-t-on d’orge, de fèves, de thé qu’on apporte de Chine et
dont il y a un grand dépôt dans les docks de Tchangka.
Nous demandons à qui appartient le jardin où nous nous
reposons.
« A la garnison, dit le Tibétain.
— Comment cela se fait-il ?
— Autrefois il appartenait à des bonzes chinois qui avaient bâti
une pagode, que les arbres entouraient, mais les Tibétains, s’étant
révoltés, chassèrent les Chinois, tuèrent les bonzes et détruisirent la
pagode de fond en comble. Les Chinois réunirent des troupes
nombreuses, soumirent de nouveau le peuple tibétain, et pour punir
les révoltés ils exigèrent, entre autres choses, qu’on cédât ce terrain
à la garnison de Tchangka. Les soldats l’ont clos de murs, et ils y
mettent paître leur bétail. La place étant commode, elle est devenue
le lieu des divertissements, des promenades, des fêtes religieuses et
des exercices militaires.
— Les soldats s’exercent-ils souvent ?
— De temps en temps.
— Quand cela est-il arrivé pour la dernière fois ?
— Il y a deux ans.
— Pourquoi ne s’exercent-ils pas plus souvent ?
— Ils n’ont pas d’armes. A Tchangka ils n’ont que quatre sabres
pour 130 soldats. Les autres sabres sont dans le magasin à Batang.
— Y a-t-il vraiment 130 soldats ? Depuis que nous sommes
arrivés, nous n’en avons vu qu’une trentaine.
— Il devrait y en avoir 150, car le mandarin touche la solde pour
ce nombre-là. Mais, ne recevant lui-même que cinq à six onces
d’argent par mois, il augmente ses appointements en réduisant son
contingent. Autant de soldats en moins représentent autant de fois
une once et demie qu’il met en poche chaque mois. Ceux qui
meurent ne sont pas remplacés, et comme la plupart des soldats
sont mariés, on inscrit sur les rôles leurs enfants mâles, qui ont ainsi
la perspective de toucher la solde de leur père lorsqu’ils seront en
âge de le remplacer, si l’on juge à propos de les enrôler. De la sorte
figurent toujours 150 soldats environ sur la liste de solde, c’est pour
cela que vous avez vu des garçons de treize à quatorze ans parmi
les soldats alignés pour vous saluer.
— Quels sont les soldats qui ne se marient pas ?
— Les fumeurs d’opium, à qui il ne reste pas assez d’argent pour
nourrir une femme et des enfants.
— Les femmes sont Tibétaines ?
— Tibétaines ou bien filles de Chinois et de Tibétaines. »
Notre interlocuteur prend congé de nous en nous saluant d’une
inclination de corps et en joignant les poings.
Notre vieil interprète nous fait ensuite la confidence que, malgré
son désir, il ne nous accompagnera pas à Batang, parce que notre
caporal, son chef, le déteste.
« Je sais, dit-il, qu’il intrigue auprès du mandarin pour vous
accompagner plus loin. Il obtiendra la permission au détriment d’un
autre, car le mandarin est du Setchouen comme lui. Il me fera
remplacer, cela est sûr. Tous les soldats de la garnison se disputent
à qui ira avec vous, parce qu’ils savent que vous nous avez
généreusement récompensés. »
Nous recommandons à l’interprète de faire pour nous une
provision d’œufs, car nous ne comptons qu’à demi sur son caporal,
bien que celui-ci réalise un certain bénéfice en nous fournissant des
vivres. Nous sommes mis en défiance par la facilité avec laquelle
ces Chinois nous ont toujours promis ce que nous leur demandions,
et par l’habileté avec laquelle ils se sont excusés de n’avoir pas tenu
parole. Ils nous ont encore promis pour demain du porc frais et nous
nous endormons en songeant à des côtelettes rôties : elles seront
excellentes.
CHAPITRE XIV
PAR LA CHINE AU TONKIN
. . . . . . . . . . . . . . . . . . . .