Identyfikatory
Warianty tytułu
Języki publikacji
Abstrakty
A computationally efficient and tractable method is presented to find the best equilibrium in a finite 2-person game played with staircase-function strategies. The method is based on stacking equilibria of smaller-sized bimatrix games, each defined on a time unit where the pure strategy value is constant. Every pure strategy is a staircase function defined on a time interval consisting of an integer number of time units (subintervals). If a time-unit shifting happens, where the initial time interval is narrowed by an integer number of time units, the respective equilibrium solution of any “narrower” subgame can be taken from the “wider” game equilibrium. If the game is uncountably infinite, i. e. a set of pure strategy possible values is uncountably infinite, and all time-unit equilibria exist, stacking equilibria of smaller-sized 2-person games defined on a rectangle works as well.
Czasopismo
Rocznik
Tom
Strony
133--179
Opis fizyczny
Bibliogr. 30 poz., rys., wykr.
Twórcy
autor
- Faculty of Mechanical and Electrical Engineering, Polish Naval Academy, Gdynia, Poland
Bibliografia
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- [10] J. C. Harsanyi, R. Selten, A General Theory of Equilibrium Selection in Games, The MIT Press, 1988.
- [11] D. Hirshleifer, D. Jiang, Y. M. DiGiovanni, Mood beta and seasonalities in stock returns, Journal of Financial Economics 137 (1) (2020) 272-295.
- [12] S. Kalaiselvam, R. Parameshwaran, Chapter 7. Seasonal Thermal Energy Storage, in: Thermal Energy Storage Technologies for Sustainability. Systems Design, Assessment and Applications, Academic Press, 2014, 145-162.
- [13] C A. Kamhoua, C. D. Kiekintveld, F. Fang, Q. Zhu, Game Theory and Machine Learning for Cyber Security, Wiley-IEEE Press, 2021.
- [14] C. E. Lemke, J. T. Howson, Equilibrium points of bimatrix games, SIAM Journal on Applied Mathematics 12 (2) (1964) 413-423.
- [15] N. Nisan, T. Roughgarden, ´E. Tardos, V. V. Vazirani, Algorithmic Game Theory, Cambridge University Press, Cambridge, UK, 2007.
- [16] V. V. Romanuke, Theory of Antagonistic Games, New World - 2000, Lviv, 2010.
- [17] V. V. Romanuke, Convergence and estimation of the process of computer implementation of the optimality principle in matrix games with apparent play horizon, Journal of Automation and Information Sciences 45 (10) (2013) 49-56.
- [18] V. V. Romanuke, Theoretic-game methods of identification of models for multistage technical control and run-in under multivariate uncertainties (a Dissertation for the Doctoral Degree of Technical Sciences in Speciality 01.05.02 Mathematical Modeling and Computational Methods), Vinnytsia National Technical University, Vinnytsia, Ukraine, 2014 (in Ukrainian).
- [19] V. V. Romanuke, V. G. Kamburg, Approximation of isomorphic infinite two-person noncooperative games via variously sampling the players’ payoff functions and reshaping payoff matrices into bimatrix game, Applied Computer Systems 20 (2016) 5-14.
- [20] V. V. Romanuke, Finite approximation of continuous noncooperative two-person games on a product of linear strategy functional spaces, Journal of Mathematics and Applications 43 (2020) 123-138.
- [21] V. V. Romanuke, Two-person games on a product of staircase-function continuous and finite spaces, Visnyk of the Lviv University. Series Appl. Math. And Informatics 29 (2021) 67-90.
- [22] V. V. Romanuke, Finite uniform approximation of two-person games defined on a product of staircase-function infinite spaces, International Journal of Approximate Reasoning 145 (2022) 139-162.
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- [27] P. Young, S. Zamir, Handbook of Game Theory. Volume 4, Elsevier, North Holland, Netherlands, 2015.
- [28] J. Zarei, M. Rasti-Barzoki, S. R. Hejazi, A game theoretic approach for integrated pricing, lot-sizing and advertising decisions in a dual-channel supply chain, International Journal of Operational Research 40 (3) (2021) 342-365.
- [29] R. Zhao, G. Neighbour, J. Han, M. McGuire, P. Deutz, Using game theory to describe strategy selection for environmental risk and carbon emissions reduction in the green supply chain, Journal of Loss Prevention in the Process Industries 25 (6) (2012) 927-936.
- [30] Z. Zhou, Z. Jin, Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time, Insurance: Mathematics and Economics 94 (2020) 100-108.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-01c1c13a-53e6-4865-9ca2-7f51343e0edf