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Estimating the supply chain efficiency loss when the seller has to estimate the buyer’s willingness to pay

Xavier Brusset (2014)

RAIRO - Operations Research - Recherche Opérationnelle

We study the pricing problem between two firms when the manufacturer’s willingness to pay (wtp) for the supplier’s good is not known by the latter. We demonstrate that it is in the interest of the manufacturer to hide this information from the supplier. The precision of the information available to the supplier modifies the rent distribution. The risk of opportunistic behaviour entails a loss of efficiency in the supply chain. The model is extended to the case of a supplier submitting offers to...

Handling a Kullback-Leibler divergence random walk for scheduling effective patrol strategies in Stackelberg security games

César U. S. Solis, Julio B. Clempner, Alexander S. Poznyak (2019)

Kybernetika

This paper presents a new model for computing optimal randomized security policies in non-cooperative Stackelberg Security Games (SSGs) for multiple players. Our framework rests upon the extraproximal method and its extension to Markov chains, within which we explicitly compute the unique Stackelberg/Nash equilibrium of the game by employing the Lagrange method and introducing the Tikhonov regularization method. We also consider a game-theory realization of the problem that involves defenders and...

Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns

Rubén Becerril-Borja, Raúl Montes-de-Oca (2021)

Kybernetika

The authors introduce risk sensitivity to a model of sequential games where players don't know beforehand which of them will make a choice at each stage of the game. It is shown that every sequential game without a predetermined order of turns with risk sensitivity has a Nash equilibrium, as well as in the case in which players have types that are chosen for them before the game starts and that are kept from the other players. There are also a couple of examples that show how the equilibria might...

Juegos no cooperativos con preferencias difusas.

Juan Tejada Cazorla (1988)

Trabajos de Investigación Operativa

El objetivo de este trabajo es el estudio de los juegos no cooperativos en los que los jugadores expresan sus preferencias sobre las consecuencias que se derivan de sus acciones mediante relaciones binarias difusas. El concepto de solución que se maneja es el de estrategias en equilibrio. La existencia de tales estrategias queda probada en el caso de que los jugadores definan sus preferencias sobre las consecuencias aleatorias mediante la extensión lineal introducida en Montero-Tejada (1986a).

Large games with only small players and strategy sets in Euclidean spaces

Andrzej Wieczorek (2005)

Applicationes Mathematicae

The games of type considered in the present paper (LSE-games) extend the concept of LSF-games studied by Wieczorek in [2004], both types of games being related to games with a continuum of players. LSE-games can be seen as anonymous games with finitely many types of players, their action sets included in Euclidean spaces and payoffs depending on a player's own action and finitely many integral characteristics of distributions of the players' (of all types) actions. We prove the existence of equilibria...

Markov stopping games with an absorbing state and total reward criterion

Rolando Cavazos-Cadena, Luis Rodríguez-Gutiérrez, Dulce María Sánchez-Guillermo (2021)

Kybernetika

This work is concerned with discrete-time zero-sum games with Markov transitions on a denumerable space. At each decision time player II can stop the system paying a terminal reward to player I, or can let the system to continue its evolution. If the system is not halted, player I selects an action which affects the transitions and receives a running reward from player II. Assuming the existence of an absorbing state which is accessible from any other state, the performance of a pair of decision...

Modeling shortest path games with Petri nets: a Lyapunov based theory

Julio Clempner (2006)

International Journal of Applied Mathematics and Computer Science

In this paper we introduce a new modeling paradigm for shortest path games representation with Petri nets. Whereas previous works have restricted attention to tracking the net using Bellman's equation as a utility function, this work uses a Lyapunov-like function. In this sense, we change the traditional cost function by a trajectory-tracking function which is also an optimal cost-to-target function. This makes a significant difference in the conceptualization of the problem domain, allowing the...

Nash Equilibria in a class of Markov stopping games

Rolando Cavazos-Cadena, Daniel Hernández-Hernández (2012)

Kybernetika

This work concerns a class of discrete-time, zero-sum games with two players and Markov transitions on a denumerable space. At each decision time player II can stop the system paying a terminal reward to player I and, if the system is no halted, player I selects an action to drive the system and receives a running reward from player II. Measuring the performance of a pair of decision strategies by the total expected discounted reward, under standard continuity-compactness conditions it is shown...

Nash equilibrium design and price-based coordination in hierarchical systems

Michał P. Karpowicz (2012)

International Journal of Applied Mathematics and Computer Science

This paper deals with the problem of designing Nash equilibrium points in noncooperative games in which agents anticipate values of Lagrange multipliers coordinating their payoff functions. The addressed model of agents' interactions, referred to as the price-anticipation game, is studied within the framework of coordination and mechanism design theory for hierarchical systems. Sufficient conditions are formulated for Nash implementation of a regular and isolated solution to a coordination problem....

Non-cooperative game approach to multi-robot planning

Adam Gałuszka, Andrzej Świerniak (2005)

International Journal of Applied Mathematics and Computer Science

A multi-robot environment with a STRIPS representation is considered. Under some assumptions such problems can be modelled as a STRIPS language (for instance, a Block World environment) with one initial state and a disjunction of goal states. If the STRIPS planning problem is invertible, then it is possible to apply the machinery for planning in the presence of incomplete information to solve the inverted problem and then to find a solution to the original problem. In the paper a planning algorithm...

Noncooperative games with noncompact joint strategies sets: increasing best responses and approximation to equilibrium points

Rosa María Flores-Hernández, Raúl Montes-de-Oca (2011)

Kybernetika

In this paper conditions proposed in Flores-Hernández and Montes-de-Oca [3] which permit to obtain monotone minimizers of unbounded optimization problems on Euclidean spaces are adapted in suitable versions to study noncooperative games on Euclidean spaces with noncompact sets of feasible joint strategies in order to obtain increasing optimal best responses for each player. Moreover, in this noncompact framework an algorithm to approximate the equilibrium points for noncooperative games is supplied....

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