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Contributions to Game Theory and Management最新文献

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Multi-objective Optimization Approach to Malfatti's Problem 马尔法蒂问题的多目标优化方法
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2021.07
R. Enkhbat, G. Battur
{"title":"Multi-objective Optimization Approach to Malfatti's Problem","authors":"R. Enkhbat, G. Battur","doi":"10.21638/11701/spbu31.2021.07","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2021.07","url":null,"abstract":"In this work, we consider the multi-objective optimization problem based on the circle packing problem, particularly, extended Malfatti's problem (Enkhbat, 2020) with k disks. Malfatti's problem was examined for the first time from a view point of global optimization theory and algorithm in (Enkhbat, 2016). Also, a game theory approach has been applied to Malfatti's problem in (Enkhbat and Battur, 2021). In this paper, we apply the the multi-objective optimization approach to the problem. Using the weighted sum method, we reduce this problem to optimization problem with nonconvex constraints. For solving numerically the weighted sum optimization problem, we apply KKT conditions and find Pareto stationary points. Also, we estimate upper bounds of the global value of the objective function by Lagrange duality. Numerical results are provided.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"147 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123051585","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Equilibrium in Generalized Stackelberg Game with Arbitrary Memory and Planning Horizon of Players 具有任意记忆和规划视界的广义Stackelberg博弈的均衡
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2021.08
D. Fedyanin
{"title":"Equilibrium in Generalized Stackelberg Game with Arbitrary Memory and Planning Horizon of Players","authors":"D. Fedyanin","doi":"10.21638/11701/spbu31.2021.08","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2021.08","url":null,"abstract":"The paper investigates game-theoretical properties of a model of production dynamics on markets with wrong expectations of most producers about the existence of a market. It might be a market of electrocars, green energy space flights, paper books, theaters, oil energy, etc. The foundation of a game-theoretical model is a special method for the generating of an epistemic model from observations. The method is based on a generalization of a classic model from the theory of mind and an idea of an observation model is very similar to the model of moving average.We focused on periodic solutions and introduced a control model for them. The control problem in the model is an optimization problem for parameters of induced parametric equilibrium in the game. The influence of the initial conditions on the overall dynamics was modeled for some examples.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129873271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cooperation in the Multi-Agent System with Different Types of Interactions 具有不同交互类型的多智能体系统中的协作
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2022.06
A. L. Grinikh
{"title":"Cooperation in the Multi-Agent System with Different Types of Interactions","authors":"A. L. Grinikh","doi":"10.21638/11701/spbu31.2022.06","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2022.06","url":null,"abstract":"This paper summarizes the list of our works that contain researches about optimality principles for the \"n-person prisoner's dilemma\" game. The classic model is considered through the new payoff function for each player that allows to consider it without restrictions for the number of players. The new characteristic function gives an opportunity to introduce the time-consistent subset of the core of the dynamic game. In accordance with this type of game we consider some specific properties of players' payoffs and construct the new way of their interactions. Using the network representation, the classic model is modified to the wider class of games that allows to specify players' influence to each other's payoff function. These investigations can be used for the description of cooperation in the other multi-agent systems.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132045446","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Economic Capital Allocation for Corporate Borrowers Credit Risk Coverage 企业借款人信用风险承保的经济资本配置
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2021.02
I. Berezinets, A. Loginova
{"title":"Economic Capital Allocation for Corporate Borrowers Credit Risk Coverage","authors":"I. Berezinets, A. Loginova","doi":"10.21638/11701/spbu31.2021.02","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2021.02","url":null,"abstract":"Both the estimation of economic capital for bank's credit risk coverage, and the allocation of economic capital by sources in order to determine the contribution of individual elements to total credit risk play an important role in the area of risk management of a bank. The estimation of a bank's economic capital for credit risk coverage serves as a starting point in the management of a bank's credit risk, while the allocation of economic capital to cover credit risk among individual elements allows to answer the question of how individual elements contribute to the total credit risk of a bank, which makes it possible to take certain decisions on credit risk management based on the obtained results of allocation. Nowadays, there are various theoretical methods and approaches to solve this nontrivial issue. The authors of the article attempted to implement them in practice, to estimate economic capital for credit risk coverage of a commercial bank and to allocate it among elements. This problem was solved applying the Euler allocation method and kernel regression.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127225179","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Stopping in the Balls-and-Bins Problem 球箱问题中的最优停车
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2021.14
A. Ivashko
{"title":"Optimal Stopping in the Balls-and-Bins Problem","authors":"A. Ivashko","doi":"10.21638/11701/spbu31.2021.14","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2021.14","url":null,"abstract":"This paper considers a multistage balls-and-bins problem with optimal stopping connected with the job allocation model. There are N steps. The player drops balls (tasks) randomly one at a time into available bins (servers). The game begins with only one empty bin. At each step, a new bin can appear with probability p. At step n (n = 1, . . . ,N), the player can choose to stop and receive the payoff or continue the process and move to the next step. If the player stops, then he/she gets 1 for every bin with exactly one ball and loses 1/2 for every bin with two or more balls. Empty bins do not count. At the last step, the player must stop the process. The player's aim is to find the stopping rule which maximizes the expected payoff. The optimal payoff at each step are calculated. An approximate strategy depending on the number of steps is proposed. It is demonstrated that the payo when using this strategy is close to the optimal payoff.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128572899","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cooperative Game Theory Methods in the Analysis of Economic and Political Interaction at the International Level 合作博弈论方法在国际经济和政治互动分析中的应用
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2021.15
Pavel V. Konyukhovskiy, V. Holodkova
{"title":"Cooperative Game Theory Methods in the Analysis of Economic and Political Interaction at the International Level","authors":"Pavel V. Konyukhovskiy, V. Holodkova","doi":"10.21638/11701/spbu31.2021.15","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2021.15","url":null,"abstract":"The main attention is focused on the application of the methods of the theory of cooperative games to the analysis of the relationship between the leading actors in international politics, or, as they say, the centers of power. One of the speci c features of the modern world is the \"triple type\" of conflicts. Namely, at different levels of relationships, con ict situations with three participants (players) are often observed. Such situations are objectively characterized by the formation of possible paired coalitions, rejecting the third. The main idea of the proposed approach is the transition from cooperative games with deterministic values of characteristic functions to their counterparts with stochastic values. One of the possible concepts of solutions for stochastic cooperative games is associated with the extension of the ideas of the bargaining set to them. Problems of development and interpretation of this concept in the case of a triple conflict of international centers of power. An essential advantage of this approach is the possibility of meaningful interpretations of the significance level, at which the conditions for the rationality of the shares of the players should be ensured, taking into account the non-determinism of their utilities given by the characteristic function.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121931673","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Equilibrium Supply-Demand Allocation in a Single-Commodity Network 单一商品网络中的均衡供需分配
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2022.10
A. Krylatov, A. Raevskaya, Jiangrong Li
{"title":"Equilibrium Supply-Demand Allocation in a Single-Commodity Network","authors":"A. Krylatov, A. Raevskaya, Jiangrong Li","doi":"10.21638/11701/spbu31.2022.10","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2022.10","url":null,"abstract":"This paper is devoted to the recent findings in the analytical research of supply-demand allocation in a single-commodity network with distant (in space) suppliers and consumers. The allocation problem is formulated as an equilibrium flow assignment problem with affine functions of demand, supply, and logistic costs in a network represented by a digraph with suppliers and consumers located in nodes. We offer a brief overview of supply-demand relocation patterns obtained for elastic, shortage, and overproduction cases. Such kinds of results seem valuable since they allow one to develop different competitive distribution models to facilitate the decisionmaking of supply chain managers. In particular, supply chain managers can use available patterns to design decision-making strategies that mitigate risks concerning disruption or ripple effects.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124051939","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Importance of Agents in Networks: Clique Based Game-Theoretic Approach 网络中代理的重要性:基于派系的博弈论方法
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2022.14
Juping Li, A. Tur, Maksim Zavrajnov
{"title":"Importance of Agents in Networks: Clique Based Game-Theoretic Approach","authors":"Juping Li, A. Tur, Maksim Zavrajnov","doi":"10.21638/11701/spbu31.2022.14","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2022.14","url":null,"abstract":"Centrality measures are commonly used to detect important nodes. There are some metrics that measure a node's connectivity to different communities. This paper extends the standard network centrality measures and proposes to estimate the importance of nodes in network as a solution of a cooperative game. Three ways of defining such cooperative game are introduced. Each of them uses the concept of a clique in graph. Examples are considered","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"100 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117225968","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the Existence and Determining Stationary Nash Equilibria for Switching Controller Stochastic Games 切换控制器随机对策平稳纳什均衡的存在性及确定
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2021.21
D. Lozovanu, Stefan Pickl
{"title":"On the Existence and Determining Stationary Nash Equilibria for Switching Controller Stochastic Games","authors":"D. Lozovanu, Stefan Pickl","doi":"10.21638/11701/spbu31.2021.21","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2021.21","url":null,"abstract":"In this paper we consider the problem of the existence and determining stationary Nash equilibria for switching controller stochastic games with discounted and average payoffs. The set of states and the set of actions in the considered games are assumed to be finite. For a switching controller stochastic game with discounted payoffs we show that all stationary equilibria can be found by using an auxiliary continuous noncooperative static game in normal form in which the payoffs are quasi-monotonic (quasi-convex and quasi-concave) with respect to the corresponding strategies of the players. Based on this we propose an approach for determining the optimal stationary strategies of the players. In the case of average payoffs for a switching controller stochastic game we also formulate an auxiliary noncooperative static game in normal form with quasi-monotonic payoffs and show that such a game possesses a Nash equilibrium if the corresponding switching controller stochastic game has a stationary Nash equilibrium.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127625779","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Survey on Two Viruses Extensions of Epidemic Model with Continuous and Impulse Control 连续控制和脉冲控制流行病模型的两种病毒扩展研究
Contributions to Game Theory and Management Pub Date : 1900-01-01 DOI: 10.21638/11701/spbu31.2021.12
E. Gubar, Vladislav Taynitskiy
{"title":"A Survey on Two Viruses Extensions of Epidemic Model with Continuous and Impulse Control","authors":"E. Gubar, Vladislav Taynitskiy","doi":"10.21638/11701/spbu31.2021.12","DOIUrl":"https://doi.org/10.21638/11701/spbu31.2021.12","url":null,"abstract":"The current study represents a survey on several modifications of compartment epidemic models with continuous and impulse control policies. The main contribution of the survey is the modification of the classical Susceptible Infected Recovered (SIR) model with the assumption that two types of viruses are circulating in the population at the same time. Moreover, we also take into consideration the network structure of the initial population in two-virus SIIR models and estimate the e ectiveness of protection measures over complex networks. In each model, the optimal control problem has been formalized to minimize the costs of the virus spreading and find optimal continuous and impulse antivirus controllers. All theoretical results are corroborated by a large number of numerical simulations.","PeriodicalId":235627,"journal":{"name":"Contributions to Game Theory and Management","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125436272","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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