• 제목/요약/키워드: nash equilibrium

검색결과 196건 처리시간 0.027초

부분 경쟁 균형 및 균형의 특성 (Locally Competitive Equilibrium and Properties)

  • 김도환
    • 경영과학
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    • 제26권1호
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    • pp.1-5
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    • 2009
  • I study a solution concept which preserves the nice Nash equilibrium properties of two-person zero-sum games, and define a locally competitive equilibrium which is characterized by a saddle point with respect to the coordinates of strategies. I show that a locally competitive equilibrium shares the properties of uniqueness of equilibrium payoffs, interchangeablity of equilibrium strategies and convexity of the equilibrium set.

폐기물재활용에 있어서 자발적 협약의 균형 (Equilibrium of Voluntary Agreements on Recycling Wastes)

  • 박준우
    • 환경정책연구
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    • 제5권4호
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    • pp.107-126
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    • 2006
  • 위협으로 뒷받침되는 강제된 자발적 협약은 정부가 원하는 재활용 목표를 최소비용으로 재활용할 수 있게 한다. 이 논문에서는 재활용에 관한 정부와 산업계의 자발적 협약을 경기(game)상황으로 이해하고 경기의 균형이 존재하는지 그리고 그 균형은 관련 산업 전체의 비용최소화를 보장하는지 검토하였다. 먼저 업계 전체를 당사자로 하여 대표인 협회와 정부 간의 쌍무 협약에 있어서 협약 참가자의 전략을 검토하고 업계의 비용최소화 전략이 Nash 균형 (SPNE)인지 여부를 판정함으로써 정부에서 기대하는 비용최소화 조건을 충족시키는지 검증하였다. 다음에는 협회와 회원 기업 간의 다자간 협약을 바탕으로 무임승차가 존재하는 경우와 그렇지 않은 경우로 나누어 개별 기업의 비용최소화 전략이 어떻게 균형을 가져오게 되는지 검토하였으며 마지막으로 이러한 이론적 분석결과가 현실의 정책평가에 어떻게 활용될 수 있는지 그 가능성을 검토하여 보았다.

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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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    • 제5권3호
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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.

쌍행열게임의 평형점 (Equilibrium Points of Bimatrix Games: A State-of-the-Art)

  • 김여근
    • 한국국방경영분석학회지
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    • 제8권2호
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    • pp.57-68
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    • 1982
  • Bimatrix games are the two-person non-zero-sum non-cooperative games. These games were studied by Mills, Lemke, Howson, Millham, Winkels, and others. This paper is a systematic and synthetic survey relevant to bimatrix games. Among the many aspects of researches on bimatrix games, emphasis in this paper is placed on the relation of the equilibrium set to Nash subsets. Topics discussed are as follows: Properties of equilibrium point; The structure of equilibrium set; Relation of Nash subsets to equilibrium set; Algorithm for finding the equilibrium points; Concepts of solutions on bimatrix games.

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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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    • 제13권10호
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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.

The Ramp-Rate Constraint Effects on the Generators' Equilibrium Strategy in Electricity Markets

  • Joung, Man-Ho;Kim, Jin-Ho
    • Journal of Electrical Engineering and Technology
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    • 제3권4호
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    • pp.509-513
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    • 2008
  • In this paper, we investigate how generators' ramp-rate constraints may influence their equilibrium strategy formulation. In the market model proposed in this study, the generators' ramp-rate constraints are explicitly represented. In order to fully characterize the inter-temporal nature of the ramp-rate constraints, a dynamic game model is presented. The subgame perfect Nash equilibrium is adopted as the solution of the game and the backward induction procedure for the solution of the game is designed in this paper. The inter-temporal nature of the ramp-rate constraints results in the Markov property of the game, and we have found that the Markov property of the game significantly simplifies the subgame perfect Nash equilibrium characterization. Finally, a simple electricity market numerical illustration is presented for the successful application of the approach proposed.

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.

An Analytical Investigation for Nash Equilibriums of Generation Markets

  • Kim Jin-Ho;Won Jong-Ryul;Park Jong-Bae
    • KIEE International Transactions on Power Engineering
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    • 제5A권1호
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    • pp.85-92
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    • 2005
  • In this paper, Nash equilibriums of generation markets are investigated using a game theory application for simplified competitive electricity markets. We analyze the characteristics of equilibrium states in N-company spot markets modeled by uniform pricing auctions and propose a new method for obtaining Nash equilibriums of the auction. We assume that spot markets are operated as uniform pricing auctions and that each generation company submits its bids into the auction in the form of a seal-bid. Depending on the bids of generation companies, market demands are allocated to each company accordingly. The uniform pricing auction in this analysis can be formulated as a non-cooperative and static game in which generation companies correspond to players of the game. The coefficient of the bidding function of company-n is the strategy of player-n (company-n) and the payoff of player-n is defined as its profit from the uniform price auction. The solution of this game can be obtained using the concept of the non-cooperative equilibrium originating from the Nash idea. Based on the so called residual demand curve, we can derive the best response function of each generation company in the uniform pricing auction with N companies, analytically. Finally, we present an efficient means to obtain all the possible equilibrium set pairs and to examine their feasibilities as Nash equilibriums. A simple numerical example with three generation companies is demonstrated to illustrate the basic idea of the proposed methodology. From this, we can see the applicability of the proposed method to the real-world problem, even though further future analysis is required.