Matrix games with uncertain entries: A robust approach

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F18%3A76859" target="_blank" >RIV/60460709:41110/18:76859 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Matrix games with uncertain entries: A robust approach
Original language description
In classical game theory, a conflict of two opponents can be modelled as an equilibrium-based matrix game. We assume a conflict of two non-cooperative antagonistic opponents with a finite number of strategies with zero-sum or constant sum pay-offs. In the same time, we suppose that the elements of the payoff matrix describing the game are not fixed and are allowed to change within a specified interval. Supposing that some of the elements of the payoff matrix are uncertain, it is evident that this would influence the utilities of both players at the same time and moreover, such entropy of the model would eventually influence the position of equilibria or its very existence. We propose a modelling approach that allows one to find a solution of the game with either pure or mixed strategies of opponents with the guaranteed payoffs under the assumption that a specified number of unspecified entries would attain different values than expected. The chosen robust approach is presented briefly as well as th
Czech name
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Czech description
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Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
36th International Conference Mathematical Methods in Economics
ISBN
978-80-7378-372-3
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
139-144
Publisher name
MatfyzPress
Place of publication
Praha
Event location
Jindřichův Hradec
Event date
Sep 12, 2018
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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