Journal of Dynamics and Games最新文献

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Multi-objective linguistic-neutrosophic matrix game and its applications to tourism management 多目标语言嗜中性矩阵博弈及其在旅游管理中的应用
IF 0.9
Journal of Dynamics and Games Pub Date : 2021-01-01 DOI: 10.3934/jdg.2020031
Ankan Bhaumik, S. K. Roy, G. Weber
{"title":"Multi-objective linguistic-neutrosophic matrix game and its applications to tourism management","authors":"Ankan Bhaumik, S. K. Roy, G. Weber","doi":"10.3934/jdg.2020031","DOIUrl":"https://doi.org/10.3934/jdg.2020031","url":null,"abstract":"Game theory plays an important role in numerous decision-oriented real-life problems. Nowadays, many such problems are basically characterized by various uncertainties. Uncertainties come to happen due to decision makers' collection of data, intuition, assumption, judgement, behaviour, evaluation and lastly, due to the problem itself. Fuzzy concept with membership degree made an initialization towards the treatment of uncertainty, but it was not enough. Intuitionistic fuzzy concept was evolved concerning with both membership and non-membership degrees but failed to express reality more accurately. Then, neutrosophy logic was developed with a new degree in uncertainty, say, indeterminacy degree besides membership and non-membership degrees. Multi-objective optimization is an area of multiple-criteria decision making related with mathematical optimization problems involving more than one objective function to be optimized at the same time. Game theory (matrix game) problems with imprecise, vague information, like neutrosophic, can be formed with multiple objective functions. We develop and analyse a matrix game with multiple objectives, and solve the problem under a single-valued neutrosophic environment in linguistic approach. The main achievement of our study is that we here introduce a problem-oriented example to justify our designed methodologies with a successful real-life implications using linguistic neutrosophic data rather than crisp data as used in previous researches.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70034241","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: 30
Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria 具有风险敏感贴现成本准则的纯跳跃过程的零和博弈
IF 0.9
Journal of Dynamics and Games Pub Date : 2021-01-01 DOI: 10.3934/jdg.2021020
Chandan Pal, Somnath Pradhan
{"title":"Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria","authors":"Chandan Pal, Somnath Pradhan","doi":"10.3934/jdg.2021020","DOIUrl":"https://doi.org/10.3934/jdg.2021020","url":null,"abstract":"In this paper we study zero-sum stochastic games for pure jump processes on a general state space with risk sensitive discounted criteria. We establish a saddle point equilibrium in Markov strategies for bounded cost function. We achieve our results by studying relevant Hamilton-Jacobi-Isaacs equations.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70034691","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: 4
A Mean Field Games model for finite mixtures of Bernoulli and categorical distributions 伯努利分布与分类分布有限混合的平均场博弈模型
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-11-29 DOI: 10.3934/jdg.2020033
Laura Aquilanti, S. Cacace, F. Camilli, Raul De Maio
{"title":"A Mean Field Games model for finite mixtures of Bernoulli and categorical distributions","authors":"Laura Aquilanti, S. Cacace, F. Camilli, Raul De Maio","doi":"10.3934/jdg.2020033","DOIUrl":"https://doi.org/10.3934/jdg.2020033","url":null,"abstract":"Finite mixture models are an important tool in the statistical analysis of data, for example in data clustering. The optimal parameters of a mixture model are usually computed by maximizing the log-likelihood functional via the Expectation-Maximization algorithm. We propose an alternative approach based on the theory of Mean Field Games, a class of differential games with an infinite number of agents. We show that the solution of a finite state space multi-population Mean Field Games system characterizes the critical points of the log-likelihood functional for a Bernoulli mixture. The approach is then generalized to mixture models of categorical distributions. Hence, the Mean Field Games approach provides a method to compute the parameters of the mixture model, and we show its application to some standard examples in cluster analysis.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48983101","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
Splitting methods for a class of non-potential mean field games 一类非势平均场对策的分裂方法
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-06-30 DOI: 10.3934/JDG.2021014
Siting Liu, L. Nurbekyan
{"title":"Splitting methods for a class of non-potential mean field games","authors":"Siting Liu, L. Nurbekyan","doi":"10.3934/JDG.2021014","DOIUrl":"https://doi.org/10.3934/JDG.2021014","url":null,"abstract":"We extend the methods from Nurbekyan, Saude \"Fourier approximation methods for first-order nonlocal mean-field games\" [Port. Math. 75 (2018), no. 3-4] and Liu, Jacobs, Li, Nurbekyan, Osher \"Computational methods for nonlocal mean field games with applications\" [arXiv:2004.12210] to a class of non-potential mean-field game (MFG) systems with mixed couplings. Up to now, splitting methods have been applied to potential MFG systems that can be cast as convex-concave saddle-point problems. Here, we show that a class of non-potential MFG can be cast as primal-dual pairs of monotone inclusions and solved via extensions of convex optimization algorithms such as the primal-dual hybrid gradient (PDHG) algorithm. A critical feature of our approach is in considering dual variables of nonlocal couplings in Fourier or feature spaces.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47055320","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: 10
The entry and exit game in the electricity markets: A mean-field game approach 电力市场的进入与退出博弈:一种平均场博弈方法
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-04-29 DOI: 10.3934/JDG.2021012
R. Aid, Roxana Dumitrescu, P. Tankov
{"title":"The entry and exit game in the electricity markets: A mean-field game approach","authors":"R. Aid, Roxana Dumitrescu, P. Tankov","doi":"10.3934/JDG.2021012","DOIUrl":"https://doi.org/10.3934/JDG.2021012","url":null,"abstract":"We develop a model for the industry dynamics in the electricity market, based on mean-field games of optimal stopping. In our model, there are two types of agents: the renewable producers and the conventional producers. The renewable producers choose the optimal moment to build new renewable plants, and the conventional producers choose the optimal moment to exit the market. The agents interact through the market price, determined by matching the aggregate supply of the two types of producers with an exogenous demand function. Using a relaxed formulation of optimal stopping mean-field games, we prove the existence of a Nash equilibrium and the uniqueness of the equilibrium price process. An empirical example, inspired by the UK electricity market is presented. The example shows that while renewable subsidies clearly lead to higher renewable penetration, this may entail a cost to the consumer in terms of higher peakload prices. In order to avoid rising prices, the renewable subsidies must be combined with mechanisms ensuring that sufficient conventional capacity remains in place to meet the energy demand during peak periods.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48965523","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: 20
Optimal resource allocation in the difference and differential Stackelberg games on marketing networks 营销网络差异性与差异性Stackelberg博弈中的最优资源配置
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020009
A. Korolev, G. Ougolnitsky
{"title":"Optimal resource allocation in the difference and differential Stackelberg games on marketing networks","authors":"A. Korolev, G. Ougolnitsky","doi":"10.3934/jdg.2020009","DOIUrl":"https://doi.org/10.3934/jdg.2020009","url":null,"abstract":"We consider difference and differential Stackelberg game theoretic models with several followers of opinion control in marketing networks. It is assumed that in the stage of analysis of the network its opinion leaders have already been found and are the only objects of control. The leading player determines the marketing budgets of the followers by resource allocation. In the basic version of the models both the leader and the followers maximize the summary opinions of the network agents. In the second version the leader has a target value of the summary opinion. In all four models we have found the Stackelberg equilibrium and the respective payoffs of the players analytically. It is shown that the hierarchical control system is ideally compatible in all cases.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033324","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: 3
On the uniqueness of Nash equilibrium in strategic-form games 论策略型对策中纳什均衡的唯一性
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020006
J. Minagawa
{"title":"On the uniqueness of Nash equilibrium in strategic-form games","authors":"J. Minagawa","doi":"10.3934/jdg.2020006","DOIUrl":"https://doi.org/10.3934/jdg.2020006","url":null,"abstract":"We consider a sufficient condition for the uniqueness of a Nash equilibrium in strategic-form games: for any two distinct strategy profiles, there is a player who can obtain a higher payoff by unilaterally changing the strategy from one strategy profile to the other strategy profile. An example of a game that satisfies this condition is the prisoner's dilemma. Viewed as a solution concept, the Nash equilibrium satisfying the condition is stronger than strict Nash Equilibrium and weaker than strict dominant strategy equilibrium.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033313","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: 2
Financial liquidity: An emergent phenomena 金融流动性:一种新兴现象
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020015
Alfredo García, M. Szybisz
{"title":"Financial liquidity: An emergent phenomena","authors":"Alfredo García, M. Szybisz","doi":"10.3934/jdg.2020015","DOIUrl":"https://doi.org/10.3934/jdg.2020015","url":null,"abstract":"In a complex system model we simulate runs for different strategies of economic agents to study diverse types of fluctuations. The liquidity of financial assets arises as a result of agent's interaction and not as intrinsic properties of the assets. Small differences in the strategic rules adopted by the agents lead to divergent paths of market liquidity. Our simulation also supports the idea that the higher the maximum local allowed fluctuation the higher the path divergence.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033558","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 grey Baker-Thompson rule 根据灰色贝克-汤普森法则
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020024
M. O. Olgun, O. Palanci, S. Z. A. Gök
{"title":"On the grey Baker-Thompson rule","authors":"M. O. Olgun, O. Palanci, S. Z. A. Gök","doi":"10.3934/jdg.2020024","DOIUrl":"https://doi.org/10.3934/jdg.2020024","url":null,"abstract":"Cost sharing problems can arise from situations in which some service is provided to a variety of different customers who differ in the amount or type of service they need. One can think of and airports computers, telephones. This paper studies an airport problem which is concerned with the cost sharing of an airstrip between airplanes assuming that one airstrip is sufficient to serve all airplanes. Each airplane needs an airstrip whose length can be different across airplanes. Also, it is important how should the cost of each airstrip be shared among airplanes. The purpose of the present paper is to give an axiomatic characterization of the Baker-Thompson rule by using grey calculus. Further, it is shown that each of our main axioms (population fairness, smallest-cost consistency and balanced population impact) together with various combina tions of our minor axioms characterizes the best-known rule for the problem, namely the Baker-Thompson rule. Finally, it is demonstrated that the grey Shapley value of airport game and the grey Baker-Thompson rule coincides. Keywords: airport situations, Baker-Thompson rule, grey data, Shapley value.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033778","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
Replicator dynamics: Old and new 复制因子动力学:新旧
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020028
S. Sorin
{"title":"Replicator dynamics: Old and new","authors":"S. Sorin","doi":"10.3934/jdg.2020028","DOIUrl":"https://doi.org/10.3934/jdg.2020028","url":null,"abstract":"We introduce the unilateral version associated to the replicator dynamics and describe its connection to on-line learning procedures, in particular to the multiplicative weight algorithm. We show the interest of handling simultaneously discrete and continuous time analysis. We then survey recent results on extensions of this dynamics as maximization of the cumulative outcome with alternative regularization functions and variable weights. This includes no regret algorithms, time average version and link to best reply dynamics in two person games, application to equilibria and variational inequalities, convergence properties in potential and dissipative games.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70034045","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: 8
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