• Title/Summary/Keyword: Game Optimal

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Constraned $H_{\infty}$ Optimal Control

  • Park, Jinhoon;Ko, Hoon-Seok;Lee, Kwang-Soon
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.536-536
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    • 2000
  • In this paper, we show based on Lyapunov theorem that the closed loop system with the constrained H$_{\infty}$ optimal controller is exponentially stable. Then the on-line feedback implementation of the constrained H$_{\infty}$ optimal control based on quadratic programs is proposed.

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Optimal Price and Auction Period Decision Method Based on Auction Game Theory for Spectrum Allocation in Cognitive Radio Networks (인지무선 주파수 분배 과정에서 옥션게임을 이용한 최적 가격 및 옥션 주기 결정 방법)

  • Park, Jin-Seok;Kang, Keon-Kyu;Lee, Sang-Young;Baek, Sun-Woo;Yoo, Sang-Jo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38A no.11
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    • pp.944-954
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    • 2013
  • Cognitive radio technology gives secondary users chances that they can use specific spectrum of the primary user when the primary user doesn't use it. This paper proposes the algorithm that maximizes the benefit of the primary user considering spectrum price and auction period by using the auction game theory. According to the ratio of spectrum that secondary users bid, primary user allocates spectrum to secondary users. In the process of repeated auction, the primary user gets to find the optimal price of spectrum. Using the price and the proposed utility function of primary user, we derive the optimal auction period. At the same time, the primary user finally determines the price of spectrum appropriate for the optimal period.

Network Attack and Defense Game Theory Based on Bayes-Nash Equilibrium

  • Liu, Liang;Huang, Cheng;Fang, Yong;Wang, Zhenxue
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.10
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    • pp.5260-5275
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    • 2019
  • In the process of constructing the traditional offensive and defensive game theory model, these are some shortages for considering the dynamic change of security risk problem. By analysing the critical indicators of the incomplete information game theory model, incomplete information attack and defense game theory model and the mathematical engineering method for solving Bayes-Nash equilibrium, the risk-averse income function for information assets is summarized as the problem of maximising the return of the equilibrium point. To obtain the functional relationship between the optimal strategy combination of the offense and defense and the information asset security probability and risk probability. At the same time, the offensive and defensive examples are used to visually analyse and demonstrate the incomplete information game and the Harsanyi conversion method. First, the incomplete information game and the Harsanyi conversion problem is discussed through the attack and defense examples and using the game tree. Then the strategy expression of incomplete information static game and the engineering mathematics method of Bayes-Nash equilibrium are given. After that, it focuses on the offensive and defensive game problem of unsafe information network based on risk aversion. The problem of attack and defense is obtained by the issue of maximizing utility, and then the Bayes-Nash equilibrium of offense and defense game is carried out around the security risk of assets. Finally, the application model in network security penetration and defense is analyzed by designing a simulation example of attack and defense penetration. The analysis results show that the constructed income function model is feasible and practical.

A Game Theoretic Approach to the Channel Conflict Due to the Subsidies for Mobile Handsets (단말기보조금에 따른 경로갈등에 대한 게임이론적 접근)

  • Joo, Young-Jin
    • Journal of Distribution Research
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    • v.11 no.4
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    • pp.31-48
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    • 2006
  • This study was motivated by a recent channel conflict on subsidies for mobile handset between a service provider and a handset manufacturer in the mobile communication market. In this study, we have developed a two-person non-zero sum game for the channel conflict on subsidies for mobile handset, and derived its optimal strategic game solution. As a result, we have found that, between the service operator and the handset manufacturer, one who has high level of market leadership in his own market has a power to affect the optimal strategic game solution. We have also found that, when the service operator and the handset manufacturer have relatively high level of market leadership in their own market, there exist both of potential channel conflict and cooperation. The result of this study may provide an effective reference for a solution of similar channel conflicts.

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Coalitonal Game Theoretic Power Control for Delay-Constrained Wireless Sensor Networks (지연제약 무선 센서 네트워크를 위한 협력게임 기법에 기반한 전송 파워 제어 기법)

  • Byun, Sang-Seon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2015.10a
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    • pp.107-110
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    • 2015
  • In this paper, we propose a coalitonal game theoritic approach to the power control problem in resource-constrained wireless sensor networks, where the objective is to enhance power efficiency of individual sensors while providing the QoS requirements. We model this problem as two-sided one-to-one matching game and deploly deferred acceptance procedure that produces a single matching in the core. Furthermore, we show that, by applying the procedure repeatedly, a certain stable state is achieved where no sensor can anticipate improvements in their power efficiency as far as all of them are subject to their own QoS constraints. We evaluate our proposal by comparing them with cluster-based and the local optimal solution obtained by maximizing the total system energy efficiency, where the objective function is non-convex.

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Matrix Game with Z-numbers

  • Bandyopadhyay, Sibasis;Raha, Swapan;Nayak, Prasun Kumar
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.15 no.1
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    • pp.60-71
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    • 2015
  • In this paper, a matrix game is considered in which the elements are represented as Z-numbers. The objective is to formalize the human capability for solving decision-making problems in uncertain situations. A ranking method of Z-numbers is proposed and used to define pure and mixed strategies. These strategies are then applied to find the optimal solution to the game problem with an induced pay off matrix using a min max, max min algorithm and the multi-section technique. Numerical examples are given in support of the proposed method.

An Application of Game theory to Power Transactions under Incomplete Information (불완전정보 전력거래 해석을 위한 게임이론의 적용)

  • Kang, Dong-Joo;Park, Man-Guen;Kim, Bal-Ho;Park, Jong-Bae
    • Proceedings of the KIEE Conference
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    • 2000.07a
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    • pp.19-21
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    • 2000
  • This paper presents a game theory application for analyzing power transactions and market design in a deregulated energy marketplace such as PoolCo. The conventional least-cost approaches for the generation resource schedule can not exactly handle recent real-world situations. A systematic tool using game theory for the market participants is presented such that it determines the net profits through the optimal bidding strategies including the strategies for the bidding prices and bidding generations. We treat this power transaction game as incomplete information one, which means each market participants does not know other's cost function. And the demand elasticity of the energy price is considered for the realistic modeling of the deregulated marketplace.

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Stability of Slotted Aloha with Selfish Users under Delay Constraint

  • Chin, Chang-Ho;Kim, Jeong-Geun;Lee, Deok-Joo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.5 no.3
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    • pp.542-559
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    • 2011
  • Most game-theoretic works of Aloha have emphasized investigating Nash equilibria according to the system state represented by the number of network users and their decisions. In contrast, we focus on the possible change of nodes' utility state represented by delay constraint and decreasing utility over time. These foregone changes of nodes' state are more likely to instigate selfish behaviors in networking environments. For such environment, in this paper, we propose a repeated Bayesian slotted Aloha game model to analyze the selfish behavior of impatient users. We prove the existence of Nash equilibrium mathematically and empirically. The proposed model enables any type of transmission probability sequence to achieve Nash equilibrium without degrading its optimal throughput. Those Nash equilibria can be used as a solution concept to thwart the selfish behaviors of nodes and ensure the system stability.

A Raid-Type War-Game Model Based on a Discrete Multi-Weapon Lanchester's Law

  • Baik, Seung-Won
    • Management Science and Financial Engineering
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    • v.19 no.2
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    • pp.31-36
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    • 2013
  • We propose a war-game model that is appropriate for a raid-type warfare in which, a priori, the maneuver of the attacker is relatively certain. The model is based on a multi-weapon extention of the Lanchester's law. Instead of a continuous time dynamic game with the differential equations from the Lanchester's law, however, we adopt a multi-period model relying on a time-discretization of the Lanchester's law. Despite the obvious limitation that two players make a move only on the discrete time epochs, the pragmatic model has a manifold justification. The existence of an equilibrium is readily established by its equivalence to a finite zero-sum game, the existence of whose equilibrium is, in turn, well-known to be no other than the LP-duality. It implies then that the war-game model dictates optimal strategies for both players under the assumption that any strategy choice of each player will be responded by a best strategy of her opponent. The model, therefore, provides a sound ground for finding an efficient reinforcement of a defense system that guarantees peaceful equilibria.

Optimization of Destroyer Deployment for Effectively Detecting an SLBM based on a Two-Person Zero-Sum Game (2인 제로섬 게임 기반의 효과적인 SLBM 탐지를 위한 구축함 배치 최적화)

  • Lee, Jinho
    • Journal of the Korea Society for Simulation
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    • v.27 no.1
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    • pp.39-49
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    • 2018
  • An SLBM (submarine-launched ballistic missile) seriously threatens the national security due to its stealthiness that makes it difficult to detect in advance. We consider a destroyer deployment optimization problem for effectively detecting an SLBM. An optimization model is based on the two-person zero-sum game in which an adversary determines the firing and arriving places with an appropriate trajectory that provides a low detection probability, and we establish a destroyer deployment plan that guarantees the possibly highest detection probability. The proposed two-person zero-sum game model can be solved with the corresponding linear programming model, and we perform computational studies with a randomly generated area and scenario and show the optimal mixed strategies for both the players in the game.