不确定性下非合作博弈强Nash均衡的存在性

在已知不确定参数变化范围的假设下,研究了非合作博弈强Nash均衡的存在性问题.基于经典非合作博弈的强Berge均衡及帕雷托均衡的概念,结合非合作博弈NS均衡,定义了不确定性下非合作博弈的帕雷托强Berge和强Nash均衡的概念,并借助Ky Fan不等式证明其存在性.最后利用算例验证了其可行性和有效性.     

Competitive Delivered Spatial Pricing

This paper contributes to the literature by studying price and production competition between spatially distributed profit maximizing firms. Firms compete by setting delivered prices, planning production, and sending output to each market. Both elastic demand and non-linear production costs are assumed. A non-cooperative game is defined, and its properties are characterized. We find spatial pricing patterns similar to those found by Hoover (1936). Existence and general properties of the Nash price and production equilibrium are shown and sufficient conditions that guarantee the existence of an unique price-production-transportation equilibrium are presented. A convergent algorithm is shown to find the equilibrium and is demonstrated with an example.     

一种基于均衡理论的网格资源分配模型

针对网格资源特点提出一种基于市场经济均衡理论的网格资源分配模型,将整个网络资源系统看成是一个价格随供求关系浮动的竞争市场,网络用户购买网络资源以满足个人的服务质量(QoS),利用流量控制技术优化网络资源分配,使之公平有效。借助经济学中的均衡理论对网格参与者之间的交互行为进行分析,并结合迭代算法给出初步仿真试验的分析结果。     

理想状态下网络非线性交叉干扰激励价控策略

针对多用户多优先级网络系统的管理问题,利用对策论中的Nash平衡和激励Stackelberg策略等相关概念,提出了理想状态下的激励价控策略设计．在系统的动态平衡状态下,利用信息量的瞬时变化率及用户与平衡点的偏离,给出了非线性交叉干扰的多激励价控策略,加强了用户与网络管理者的合作性,激励和引导非合作用户选取对系统整体有益的服务请求,以提高网络资源的利用率．     

Equilibrium Values in a Competitive Power Exchange Market

We consider an open electricity market with demand uncertainty.In this market, the generators each decide on a bidding price tomaximize profit. Units are dispatched in order of the bid from lowestto highest until demand is satisfied. The market clearing price isthe highest bid among the dispatched units.All dispatched units are then sold at this market clearing price.Under a market stability assumption, we derive Nashequilibrium solutions, i.e., bidders' optimal bidding strategiesand the resulting market clearing price.     

A Nash equilibrium solution in an oligopoly market: The search for Nash equilibrium solutions with replicator equations derived from the gradient dynamics of a simplex algorithm

The present analysis applies continuous time replicator dynamics to the analysis of oligopoly markets. In the present paper, we discuss continuous game problems in which decision-making variables for each player are bounded on a simplex by equalities and non-negative constraints. Several types of problems are considered under conditions of normalized constraints and non-negative constraints. These problems can be classified into two types based on their constraints. For one type, the simplex constraint applies to the variables for each player independently, such as in a product allocation problem. For the other type, the simplex constraint applies to interference among all players, creating a market share problem. In the present paper, we consider a game problem under the constraints of allocation of product and market share simultaneously. We assume that a Nash equilibrium solution can be applied and derive the gradient system dynamics that attain the Nash equilibrium solution without violating the simplex constraints. Models assume that three or more firms exist in a market. Firms behave to maximize their profits, as defined by the difference between their sales and cost functions with conjectural variations. The effectiveness of the derived dynamics is demonstrated using simple data. The present approach facilitates understanding the process of attaining equilibrium in an oligopoly market.     

一种网格服务的质量描述方法和服务匹配策略

面向服务的网格系统需要有充分的服务质量(QoS)支持,比较QoS参数进行网格服务发现与选择,尽快达成服务的匹配,是保证用户QoS需求的有效方法。为描述网格服务的质量需求,该文定义了网格服务的基本QoS参数,提出了网格服务质量数SQN的新概念,用于度量网格服务的整体量化特性。在此基础上,提出了相应的服务匹配策略和价格确定模型,加快网格服务匹配的过程,保障用户服务质量,并作了较深入的分析与讨论。     

Vendor selection in outsourcing

In any large organization, millions of dollars are spent on outsourcing. Most large organizations are outsourcing those activities that are either not cost efficient if done in-house or not core to their businesses. One of the most critical steps in outsourcing is vendor selection, which is a strategic decision. We model the vendor selection problem as a multi-objective optimization problem, where one or more buyers order multiple products from different vendors in a multiple sourcing network. Price, lead-time and rejects (quality) are explicitly considered as three conflicting criteria that have to be minimized simultaneously. A pricing model under quantity discounts is used to represent the purchasing cost. We present and compare several multi-objective optimization methods for solving the vendor selection problem. The methods include weighted objective, goal programming and compromise programming. The multicriteria models and the methods are illustrated using a realistic example. Value path approach is used to compare the results of different models.     

Innovation outsourcing: Risks and quality issues

Innovation is the creation of new idea, practice, object, or even product by an individual or company. A competitive organization needs to continuously offer new line of products and services to the market for their customers. In order to cut down their R&D costs, companies seek external or even global vendors to pursue their research and development (R&D) tasks. This paper discusses the issues related to innovation outsourcing, including uncertainty, risks, productivity and quality issues.     

虚拟机资源分配的非合作博弈标价模型

基于非合作博弈理论,提出虚拟机资源分配的标价模型,该模型设计了各虚拟机的效益函数,同时利用该函数的最优反应函数,优化各博弈参与者对资源的标价。在效益函数零点无定义下,给出虚拟机标价最优解的唯一性和最优性证明。在满足服务质量条件下,利用优化后的标价按比例分配资源,使资源在各虚拟机之间公平分配,以提高虚拟资源利用率,保证用户的响应时间。仿真实验表明,提出的模型是有效合理的。     

MANETs中基于非合作零和博弈的入侵检测模型研究

自私节点的存在使得MANETs网络的入侵检测性能低下。针对该问题提出一种基于非合作零和博弈的入侵检测模型。一方面,通过建立代价函数和提高信誉的方式激励自私节点积极参与合作,从而选择出最优领导节点,提高群内节点的生存时间;另一方面,建立领导节点IDS和入侵者的非合作博弈模型,利用求解贝叶斯纳什均衡的方法对其进行求解,按照求解结果为节点分配负载,实现对节点资源的合理使用,提高模型对入侵的检测率。     

Slotted Aloha as a game with partial information

This paper studies distributed choice of retransmission probabilities in slotted ALOHA. Both the cooperative team problem as well as the noncooperative game problem are considered. Unlike some previous work, we assume that mobiles do not know the number of backlogged packets at other nodes. A Markov chain analysis is used to obtain optimal and equilibrium retransmission probabilities and throughput. We then investigate the impact of adding retransmission costs (which may represent the disutility for power consumption) on the equilibrium and show how this pricing can be used to make the equilibrium throughput coincide with the optimal team throughput.     

The robustness of a Nash equilibrium simulation model: Game-theoretic approach using variable metric projection method

This paper proposes a Nash equilibrium model that applies continuous time replicator dynamics to the analysis of oligopoly markets. The robustness of the proposed simple Nash equilibrium model under the simultaneous constraints of allocation of product and market share using a simulation method to derive an optimal solution for production decisions by rival firms in oligopoly markets is tested by changing profit and cost function parameters, as well as the initial production values and market shares of the firms examined in this study. The effects of differences in conjectural variation and initial allocation of market share on the convergent values are considered, particularly in the case of corner solutions. This approach facilitates the understanding of the robustness of attaining equilibrium in an oligopoly market.     

Forward looking Nash equilibrium for keyword auction

We introduce the concept of forward looking Nash equilibrium for the position auction (also called the generalized second price auction), a widely studied protocol for Internet advertisement bidding processes. We show that it has a unique solution for the position auction. Most importantly, the cost each bidder pays and the revenue of the auctioneer under the equilibrium are all equal to those under VCG mechanism. As the position auction is not an incentive compatible protocol, the fact that the forward looking Nash equilibrium results in the same payoff for everyone as in the VCG protocol justifies the practical protocol.     

一种基于计费管理的网络服务质量控制法

计费管理不仅是商业化的网络体系进行收支核算的工具,也是提高网络服务质量（ＱＯＳ）的途径之一。文章提出了一种基于多媒体网络服务质量（ＱＯＳ）控制的计费管理方法,即基于带宽的分时制计费方法（ＰＰＢＴ）。目的是运用计费管理手段,控制和提高多媒体用户的服务质量（ＱｏＳ）,进而达到最佳的网络资源利用率。     

预设时间下的分布式优化和纳什均衡点求解

本文研究了预设时间下的分布式优化和纳什均衡点求解问题. 假设每个智能体只能通过局部的信息更新 自身的状态, 设计了一类预设时间下的分布式协议. 该协议可以在任意预设的时间内实现收敛, 并且不需要依赖智 能体的初始状态和系统参数. 当目标函数是强凸函数时, 通过选取一个适当的Lyapunov函数, 利用代数图论和凸分 析理论等工具严格的证明了多智能体系统在预设时间下能够收敛到优化问题的最优解和非合作博弈问题的纳什均 衡点. 最后, 通过仿真算例进一步验证了本文所设计协议的有效性.     

Concept extraction and e-commerce applications

Concept extraction is the technique of mining the most important topic of a document. In the e-commerce context, concept extraction can be used to identify what a shopping related Web page is talking about. This is practically useful in applications like search relevance and product matching. In this paper, we investigate two concept extraction methods: Automatic Concept Extractor (ACE) and Automatic Keyphrase Extraction (KEA). ACE is an unsupervised method that looks at both text and HTML tags. We upgrade ACE into Improved Concept Extractor (ICE) with significant improvements. KEA is a supervised learning system. We evaluate the methods by comparing automatically generated concepts to a gold standard. The experimental results demonstrate that ICE significantly outperforms ACE and also outperforms KEA in concept extraction. To demonstrate the practical use of concept extraction in the e-commerce context, we use ICE and KEA to showcase two e-commerce applications, i.e. product matching and topic-based opinion mining.     

The role of trust in e-commerce relational exchange: A unified model

Recently, studies of B2C e-commerce have used intention theory to understand the role of trust of Internet transactions but most have investigated only a component of e-commerce (e.g., initial adoption or continuance) and neglected the role of good relations with the consumer in ensuring a successful sustained relationship. Therefore, a model that went beyond intention and included key relational concepts (satisfaction, value, loyalty, etc.) was developed. Trust and its components are a major part of this model, which was based on strong theoretical foundations. Fifteen hypotheses were formulated. Data on the constructs were collected from 420 respondents and analyzed using elliptical re-weighted least squares as the estimation method to test model validity and the hypotheses. An additional relationship between satisfaction and customer loyalty was investigated. Implications for researchers and practitioners are discussed.     

多组对策系统非劣Nash策略的最优均衡解算法

多组对策系统中求解组与组之间的非劣Nash策略至关重要.如何针对一般问题解析求出非劣Nash策略还没有有效的方法.本文阐述了一种利用组与组之间的非劣反应集构造求解非劣Nash策略的迭代算法.为此首先引进多组对策系统组内部合作对策的最优均衡值和最优均衡解的概念,然后通过证明最优均衡解是组内部隐含某一权重向量的合作对策的非劣解,得到求解合作对策的单目标规划问题.进一步说明在组内部该问题的解不仅是非劣解而且对所有局中人都优于不合作时的Nash平衡策略.最后给出了验证该算法有效性的一个实际例子.     

Organizational form, incentives and the management of information technology: Opening the black box of outsourcing

In this work, we attempt to show how operations researchers can effectively manage the production costs of computing services. The thesis of this paper is that an outsourcing firm, by virtue of the fact that it manages the IT function for multiple firms, is privileged to information not available to the focal firm. We derive the conditions under which this privileged information allows the partner firm to construct superior incentives for its employees, resulting in superior IT management. Further, we detail the circumstances under which outsourcing will not provide additional benefit, and what sorts of partners are likely to provide the greatest benefit. The two main findings are that for low levels of uncertainty, both in-house and relational management are equally acceptable. However, as uncertainty increases, the value of relational management increases. Conclusions are drawn and extensions are proposed, related to economies of scale and transactions costs.