• 제목/요약/키워드: Game-Theoretic Model

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선물 시공에서의 전력거래 위험 고려 방법론 연구 (A Study on Methodology for Considering Risk in Power Transactions in Futures Market)

  • 박종배;정만호;김발호;김진호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 A
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    • pp.400-402
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    • 2000
  • This paper presents a game theoretic approach for power transactions analysis in a competitive market. The considered competitive power market is regarded as PooICo model, and the participating players are restricted by only two generating entities for simplicity in this paper. The analysis is performed on the basis of marginal cost based relations of bidding price and bidding generations. That is, we assume that the bidding price of each player is determined by the marginal cost when the bidding generation is pre-determined. This paper models the power transaction as a two player game and analyzes by applying the Nash eauilibrium idea. The generalized game model for power transactions covering constant-sum(especially zero-sum), and nonconstant-sum game is developed in this paper. Also, the analysis for each game model are performed in the case studies. Here, we have defined the payoff of each player as the weighted sum of both player's profits.

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A Non-cooperative Game Theoretic Approach to Dust and Sand Storm in North East Asia

  • Song, Yang-Hoon
    • 환경정책연구
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    • 제6권3호
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    • pp.91-114
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    • 2007
  • Song and Nagaki(2007)에 나타나 있는 것과 같은 동북아지역의 황사(먼지모래폭풍: DSS) 저감을 위한 비음부담 공조체제는 참여국의 협정불이행으로 실행가능성에 문제가 제기된다. 만일 비협조적 전략이 각국에게 보다 현실적이 라면, 내쉬균형이 실현가능한 비용분담 게임의 결과를 예측하게 하여줄 수 있다. 본 연구에 따르면, 연속전략게임의 경우, ADB의 황사저감사업의 비용이 각국 투자에 의해 조달된다는 가정하에 무한한 내쉬균형이 발견된다. 또한, 비연속전략은 3각형 평면으로 나타나는 연속전략의 내쉬균형의 꼭짓점으로 나타나게 되며, 공조적 게임의 결과는 무한한 균형 점들을 1개의 점으로 수렴하게 된다.

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전체 공급망 수익성 개선을 위한 게임이론 기반의 수요 할당 메커니즘의 비교 연구 (Comparative Analysis of Game-Theoretic Demand Allocation for Enhancing Profitability of Whole Supply Chain)

  • 신광섭
    • 한국전자거래학회지
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    • 제19권1호
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    • pp.43-61
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    • 2014
  • 본 연구는 공급망 운영에서 가장 기본적이고 필수적인 연구 분야인 공급자의 선정과 수요의 할당 문제를 해결하기 위한 방법으로 게임이론을 적용하였다. 특히, 가장 보편적으로 사용되고 있는 점진적 역경매 메커니즘을 비율적 형평성을 보장하는 구매 게임 방식과 공급망 전체 운영의 수익성이라는 관점에서 비교 분석하였다. 서로 다른 두 메커니즘의 정교한 비교 분석을 위한 전체 알고리즘을 제시하였으며, 구매게임을 이용한 공급자 선정 및 주문 배분의 최적해는 유전자 알고리즘을 통해 도출하였다. 전체 공급망의 수익성은 공급자와 구매자의 수익함수와 수익-비용 비율을 통해 평가하였다. 실제 현실의 공급망을 단순화한 모형을 바탕으로 본 연구에서 제안하는 방법이 전체 공급망의 수익성을 어떻게 향상시킬 수 있는 지를 간단한 실험과 통계 분석을 통해 설명하였다. 이를 통해 구매게임의 해가 역경매 방식에 비해 구매자의 수익성 감소를 통해 공급자와 구매자를 모두 포함하는 공급망 전체의 수익성을 크게 향상시킬 수 있음을 보였다.

Hypergraph Game Theoretic Solutions for Load Aware Dynamic Access of Ultra-dense Small Cell Networks

  • Zhu, Xucheng;Xu, Yuhua;Liu, Xin;Zhang, Yuli;Sun, Youming;Du, Zhiyong;Liu, Dianxiong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권2호
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    • pp.494-513
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    • 2019
  • A multi-channel access problem based on hypergraph model in ultra-dense small cell networks is studied in this paper. Due to the hyper-dense deployment of samll cells and the low-powered equipment, cumulative interference becomes an important problem besides the direct interference. The traditional binary interference model cannot capture the complicated interference relationship. In order to overcome this shortcoming, we use the hypergraph model to describe the cumulative interference relation among small cells. We formulate the multi-channel access problem based on hypergraph as two local altruistic games. The first game aims at minimizing the protocol MAC layer interference, which requires less information exchange and can converge faster. The second game aims at minimizing the physical layer interference. It needs more information interaction and converges slower, obtaining better performance. The two modeled games are both proved to be exact potential games, which admit at least one pure Nash Equilibrium (NE). To provide information exchange and reduce convergecne time, a cloud-based centralized-distributed algorithm is designed. Simulation results show that the proposed hypergraph models are both superior to the existing binary models and show the pros and cons of the two methods in different aspects.

QoS sensitive VANET Control Scheme based on Feedback Game Model

  • Kim, Sungwook
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제9권5호
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    • pp.1752-1767
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    • 2015
  • As a special type of mobile ad-hoc network, Vehicular Ad-hoc Network (VANET) is considered as an attractive topic by many researchers. In VANETs, vehicles act as routers and clients, which are connected with each other through unreliable wireless links. Due to the dynamic nature of vehicles, developing communication protocols for VANETs is a challenging task. In this paper, we tackle the problem of real-world VANET operations and propose a new dual-level communication scheme through the combination of power and rate control algorithms. Based on the game theoretic approach, the proposed scheme effectively formulates the interactive situation among several vehicles. With a simulation study, it is confirmed that the proposed scheme can achieve better performance than other existing schemes under widely diverse VANET environments.

ARIMA수요과정을 갖는 장기보충계약하의 공급자 구매자 모형 (Supplier-Buyer Models for a Long-term Replenishment Contract and ARIMA Demand Process)

  • 이동규;김종수
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2003년도 추계학술대회 및 정기총회
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    • pp.329-333
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    • 2003
  • This study presents supplier buyer models representing the interactions between supplier and buyer under a long-term replenishment contract in a supply chain system. We established the models according to the economic power of each party. Analysis based on Stackelberg game theoretic approach is tried for each model. We develop methods for each agent to follow to complete a contract for the best interest of each participant.

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국제전화 콜백서비스의 생성원인과 경제효과 분석

  • 최현우;윤경림;김인준
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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    • pp.182-185
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    • 1996
  • This paper analyzes how the international callback services affect on the international telecommunications market. We present a simple game-theoretic model to compare the equilibrium outcomes before and after the arrival of callback operator. We find that the callback service arises from the inefficiencies in the national telecommunications market and the accounting rate system between international telecommunications carriers. Also, we identify the conflicting interests among the governments and carriers, by examining how the callback service affects the collection rate, quantities demanded, carrier's profit and social welfare of each country.

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Mathematical Model for Revenue Management with Overbooking and Costly Price Adjustment for Hotel Industries

  • Masruroh, Nur Aini;Mulyani, Yun Prihantina
    • Industrial Engineering and Management Systems
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    • 제12권3호
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    • pp.207-223
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    • 2013
  • Revenue management (RM) has been widely used to model products characterized as perishable. Classical RM model assumed that price is the sole factor in the model. Thus price adjustment becomes a crucial and costly factor in business. In this paper, an optimal pricing model is developed based on minimization of soft customer cost, one kind of price adjustment cost and is solved by Lagrange multiplier method. It is formed by expected discounted revenue/bid price integrating quantity-based RM and pricing-based RM. Quantity-based RM consists of two capacity models, namely, booking limit and overbooking. Booking limit, built by assuming uncertain customer arrival, decides the optimal capacity allocation for two market segments. Overbooking determines the level of accepted order exceeding capacity to anticipate probability of cancellation. Furthermore, pricing-based RM models occupancy/demand rate influenced by internal and competitor price changes. In this paper, a mathematical model based on game theoretic approach is developed for two conditions of deterministic and stochastic demand. Based on the equilibrium point, the best strategy for both hotels can be determined.

An Oligopoly Spectrum Pricing with Behavior of Primary Users for Cognitive Radio Networks

  • Lee, Suchul;Lim, Sangsoon;Lee, Jun-Rak
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제8권4호
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    • pp.1192-1207
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    • 2014
  • Dynamic spectrum sharing is a key technology to improve spectrum utilization in wireless networks. The elastic spectrum management provides a new opportunity for licensed primary users and unlicensed secondary users to efficiently utilize the scarce wireless resource. In this paper, we present a game-theoretic framework for dynamic spectrum allocation where the primary users rent the unutilized spectrum to the secondary users for a monetary profit. In reality, due to the ON-OFF behavior of the primary user, the quantity of spectrum that can be opportunistically shared by the secondary users is limited. We model this situation with the renewal theory and formulate the spectrum pricing scheme with the Bertrand game, taking into account the scarcity of the spectrum. By the Nash-equilibrium pricing scheme, each player in the game continually converges to a strategy that maximizes its own profit. We also investigate the impact of several properties, including channel quality and spectrum substitutability. Based on the equilibrium analysis, we finally propose a decentralized algorithm that leads the primary users to the Nash-equilibrium, called DST. The stability of the proposed algorithm in terms of convergence to the Nash equilibrium is also studied.

양수발전기의 전략적 시장참여에 대한 해석 모형 연구 (A Study on the Strategic Competition Model of Pumped Storage Plant)

  • 이광호
    • 전기학회논문지
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    • 제56권10호
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    • pp.1738-1743
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    • 2007
  • This paper addresses the bidding strategies of a pumped-storage hydro plant in an electricity market. Competitive bidding of pumping and generating of a pumped-storage plant is formulated in a game theoretic problem in accordance with the three different ownership of scheduling; Market Operator(MO), generating company(Genco), and combined type of MO and Genco. Optimal conditions for Nash Equilibrium are derived in the form of market prices during the scheduling periods. Simulation results show the different ownership models produce different schedules of pumping and generating, which correspond to the objective of the scheduling owner of a pumped-storage hydro plant.