Equilibria with Vector-Valued Utilities and Preference Information

This paper deals with the equilibria of games when the agents have multiple objectives and therefore, their utilities cannot be represented by a single value, but by a vector containing the various dimensions of the utility. Our approach is based on the incorporation into the model of information about the preferences of the agents, together with additional decision rules. This allows us to identify the equilibria according to this preferential information. The flexibility of our approach provides a general theoretical framework to analyze a wide range of strategic economic models.