Matrix games with uncertain entries: A robust approach

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Matrix games with uncertain entries: A robust approach

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Matrix games with uncertain entries: A robust approach

Popis výsledku anglicky

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

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10102 - Applied mathematics

Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2018

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

36th International Conference Mathematical Methods in Economics

ISBN

978-80-7378-372-3

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

139-144

Název nakladatele

MatfyzPress

Místo vydání

Praha

Místo konání akce

Jindřichův Hradec

Datum konání akce

12. 9. 2018

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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