Matrix games with missing,interval, and ambiguous lottery payoffs of pure strategy profiles and compound strategy profiles

In a matrix game, the interactions among players are based on the assumption that each player has accurate information about the payoffs of their interactions and the other players are rationally self‐interested. As a result, the players should definitely take Nash equilibrium strategies. However, in real‐life, when choosing their optimal strategies, sometimes the players have to face missing, imprecise (i.e., interval), ambiguous lottery payoffs of pure strategy profiles and even compound strategy profile, which means that it is hard to determine a Nash equilibrium. To address this issue, in this paper we introduce a new solution concept, called ambiguous Nash equilibrium, which extends the concept of Nash equilibrium to the one that can handle these types of ambiguous payoff. Moreover, we will reveal some properties of matrix games of this kind. In particular, we show that a Nash equilibrium is a special case of ambiguous Nash equilibrium if the players have accurate information of each player's payoff sets. Finally, we give an example to illustrate how our approach deals with real‐life game theory problems.     

Pareto Effectiveness of Equilibria in Active Systems with the Distributed Control

Active systems with the distributed control (one active element and a few control centers) are considered. Questions for the existence of the Nash equilibrium of the game of centers in pure strategies are studied. It is shown that at any distribution of the incomes from the work of an active system among a few centers and the existence of at least one Pareto-ineffective Nash equilibrium, any Pareto-effective outcome can be implemented as a Nash equilibrium. It is proved that in the system consisting of two centers there always exists a Pareto-effective Nash equilibrium in pure strategies.     

Equilibrium Trajectories in Dynamical Bimatrix Games with Average Integral Payoff Functionals

This paper considers models of evolutionary non-zero-sum games on the infinite time interval. Methods of differential game theory are used for the analysis of game interactions between two groups of participants. We assume that participants in these groups are controlled by signals for the behavior change. The payoffs of coalitions are defined as average integral functionals on the infinite horizon. We pose the design problem of a dynamical Nash equilibrium for the evolutionary game under consideration. The ideas and approaches of non-zero-sum differential games are employed for the determination of the Nash equilibrium solutions. The results derived in this paper involve the dynamic constructions and methods of evolutionary games. Much attention is focused on the formation of the dynamical Nash equilibrium with players strategies that maximize the corresponding payoff functions and have the guaranteed properties according to the minimax approach. An application of the minimax approach for constructing optimal control strategies generates dynamical Nash equilibrium trajectories yielding better results in comparison to static solutions and evolutionary models with the replicator dynamics. Finally, we make a comparison of the dynamical Nash equilibrium trajectories for evolutionary games with the average integral payoff functionals and the trajectories for evolutionary games with the global terminal payoff functionals on the infinite horizon.     

带Poisson跳的线性二次随机微分博弈及其在鲁棒控制中的应用

研究了一类带Poisson跳扩散过程的线性二次随机微分博弈,包括非零和博弈的Nash均衡策略与零和博弈的鞍点均衡策略问题．利用微分博弈的最大值原理,得到Nash均衡策略的存在条件等价于两个交叉耦合的矩阵Riccati方程存在解,鞍点均衡策略的存在条件等价于一个矩阵Riccati方程存在解的结论,并给出了均衡策略的显式表达及最优性能泛函值．最后,将所得结果应用于现代鲁棒控制中的随机H₂/H_∞控制与随机H_∞控制问题,得到了鲁棒控制策略的存在条件及显式表达,并验证所得结果在金融市场投资组合优化问题中的应用．     

ε-Equilibrium in LQ differential games with bounded uncertain disturbances: robustness of standard strategies and new strategies with adaptation

A finite time multi-persons linear-quadratic differential game (LQDG) with bounded disturbances and uncertainties is considered. When players cannot measure these disturbances and uncertainties, the standard feedback Nash strategies are shown to yield to an ε-(or quasi) Nash equilibrium depending on an uncertainty upper bound that confirms the robustness property of such standard strategies. In the case of periodic disturbances, another concept, namely adaptive concept, is suggested. It is defined an “adaptation period” where all participants apply the standard feedback Nash strategies with the, so-called, “shifting signal” generated only by a known external exciting signal. Then, during the adaptation, the readjustment (or correction) of the control strategies is realized to estimate the effect of unknown periodic disturbances by the corresponding correction of the shifting vector. After that adaptation period, the complete standard strategies including the recalculated shifting signal are activated allowing the achievement of pure (ε?=?0) Nash equilibrium for the rest of the game. A numerical example dealing with a two participants game shows that the cost functional for each player achieves better values when the adaptive approach is applied.     

Properties of Nash solutions of a two-stage nonzero-sum game

This paper contains exact expressions for the complete class of uncountably many globally optimal affine Nasb equilibrium strategies for a two-stage two-person nonzero-sum game problem with quadratic objective functionals and with dynamic information for beth players. Existence conditions for each of these Nash equilibrium solutions are derived and it is shown that a recursive Nash solution is not necessarily globally optimal. Cost-uniqueness property of the derived Nash strategies is investigated and it is proven that the game problem under consideration admits a unique Nash cost pair if and only if it can be made equivalent to either a team problem or a zero-sum game. It is also shown that existence conditions of a globally optimal Nash solution will be independent of the parameters characterizing the nonuniques of the Nash strategies only if the game problem can be made equivalent to a team problem.     

Random Bimatrix Games Are Asymptotically Easy to Solve (A Simple Proof)

We focus on the problem of computing approximate Nash equilibria and well-supported approximate Nash equilibria in random bimatrix games, where each player’s payoffs are bounded and independent random variables, not necessarily identically distributed, but with almost common expectations. We show that the completely mixed uniform strategy profile, i.e., the combination of mixed strategies (one per player) where each player plays with equal probability each one of her available pure strategies, is with high probability a $\sqrt{\frac{\ln n}{n}}$ -Nash equilibrium and a $\sqrt{\frac{3\ln n}{n}}$ -well supported Nash equilibrium, where n is the number of pure strategies available to each player. This asserts that the completely mixed, uniform strategy profile is an almost Nash equilibrium for random bimatrix games, since it is, with high probability, an ?-well-supported Nash equilibrium where ? tends to zero as n tends to infinity.     

Selfish Grids: Game-Theoretic Modeling and NAS/PSA Benchmark Evaluation

Selfish behaviors of individual machines in a grid can potentially damage the performance of the system as a whole. However, scrutinizing the grid by taking into account the noncooperativeness of machines is a largely unexplored research problem. In this paper, we first present a new hierarchical game-theoretic model of the grid that matches well with the physical administrative structure in real-life situations. We then focus on the impact of selfishness in intrasite job execution mechanisms. Based on our novel utility functions, we analytically derive the Nash equilibrium and optimal strategies for the general case. To study the effects of different strategies, we have also performed extensive simulations by using a well-known practical scheduling algorithm over the NAS (numerical aerodynamic simulation) and the PSA (parameter sweep application) workloads. We have studied the overall job execution performance of the grid system under a wide range of parameters. Specifically, we find that the optimal selfish strategy significantly outperforms the Nash selfish strategy. Our performance evaluation results can serve as a valuable reference for designing appropriate strategies in a practical grid     

Uncoupling Isaacs equations in two-player nonzero-sum differential games. Parental conflict over care as an example

We consider a two-player nonzero-sum differential game in mixed strategies between two players who have, at each instant of time, two pure strategies to mix between. The search for a Nash equilibrium in state feedback leads to a pair of uncoupled first order PDEs. We give an example in Behavioral Ecology.     

Equilibrium joining strategies in the single server queues with negative customers

We consider an M/M/1 queue with negative customers. An arriving negative customer will break the server down and the positive customer being served (if any) is forced to leave the system. Once a breakdown occurs, the server is sent immediately for repair while positive customers are not allowed to join the system during the repair process. When the server is available, positive arrivals decide whether to join or balk the system based on a common reward-cost structure. We consider an observable case that the positive arrivals are informed about the number of customers in the system and an unobservable case without any information. The corresponding Nash equilibrium strategies and the socially optimal joining strategies are explored. We get a socially optimal threshold in the observable case and a mixed joining strategy in the unobservable case. The profit maximization issue is studied, and we derive optimal strategies in two information cases. Finally, numerical examples are provided to show the influence of different parameters on the strategies and social benefit.     

On the Complexity of Pareto-Optimal Nash and Strong Equilibria

We consider the computational complexity of coalitional solution concepts in scenarios related to load balancing such as anonymous and congestion games. In congestion games, Pareto-optimal Nash and strong equilibria, which are resilient to coalitional deviations, have recently been shown to yield significantly smaller inefficiency. Unfortunately, we show that several problems regarding existence, recognition, and computation of these concepts are hard, even in seemingly special classes of games. In anonymous games with constant number of strategies, we can efficiently recognize a state as Pareto-optimal Nash or strong equilibrium, but deciding existence for a game remains hard. In the case of player-specific singleton congestion games, we show that recognition and computation of both concepts can be done efficiently. In addition, in these games there are always short sequences of coalitional improvement moves to Pareto-optimal Nash and strong equilibria that can be computed efficiently.     

A Pure Nash Equilibrium-Based Game Theoretical Method for Data Replication across Multiple Servers

This paper proposes a non-cooperative game based technique to replicate data objects across a distributed system of multiple servers in order to reduce user perceived Web access delays. In the proposed technique computational agents represent servers and compete with each other to optimize the performance of their servers. The optimality of a non-cooperative game is typically described by Nash equilibrium, which is based on spontaneous and non-deterministic strategies. However, Nash equilibrium may or may not guarantee system-wide performance. Furthermore, there can be multiple Nash equilibria, making it difficult to decide which one is the best. In contrast, the proposed technique uses the notion of pure Nash equilibrium, which if achieved, guarantees stable optimal performance. In the proposed technique, agents use deterministic strategies that work in conjunction with their self-interested nature but ensure system-wide performance enhancement. In general, the existence of a pure Nash equilibrium is hard to achieve, but we prove the existence of such equilibrium in the proposed technique. The proposed technique is also experimentally compared against some well-known conventional replica allocation methods, such as branch and bound, greedy, and genetic algorithms.     

Dynamic fictitious play, dynamic gradient play, and distributed convergence to Nash equilibria

We consider a continuous-time form of repeated matrix games in which player strategies evolve in reaction to opponent actions. Players observe each other's actions, but do not have access to other player utilities. Strategy evolution may be of the best response sort, as in fictitious play, or a gradient update. Such mechanisms are known to not necessarily converge. We introduce a form of "dynamic" fictitious and gradient play strategy update mechanisms. These mechanisms use derivative action in processing opponent actions and, in some cases, can lead to behavior converging to Nash equilibria in previously nonconvergent situations. We analyze convergence in the case of exact and approximate derivative measurements of the dynamic update mechanisms. In the ideal case of exact derivative measurements, we show that convergence to Nash equilibrium can always be achieved. In the case of approximate derivative measurements, we derive a characterization of local convergence that shows how the dynamic update mechanisms can converge if the traditional static counterparts do not. We primarily discuss two player games, but also outline extensions to multiplayer games. We illustrate these methods with convergent simulations of the well known Shapley and Jordan counterexamples.     

Evolutionary asymmetric games for modeling systems of partially cooperative agents

Based on the tenet of Darwinism, we propose a general mechanism that guides agents (which can be partially cooperative) in selecting appropriate strategies in situations of complex interactions, in which agents do not have complete information about other agents. In the mechanism, each participating agent generates many instances of itself to help it find an appropriate strategy. The generated instances adopt alternative strategies from the agent's strategy set. While all instances generated by different agents meet randomly to complete a task, every instance adapts its strategy according to the difference between the average utilities of its current strategy and all its strategies. We give a complete analysis of the mechanism for the case with two agents when each agent has two strategies, and show that by the tenet of Darwinism, agents can find their appropriate strategies through evolution and adaptation: 1) if dominant strategies exist, then the proposed mechanism is guaranteed to find them; 2) if there are two or more strict Nash equilibrium strategies, the proposed mechanism is guaranteed to find them by using different initial strategy distributions; and 3) if there is no dominant strategy and no strict Nash equilibrium, then agents will oscillate periodically. Nevertheless, the mechanism allows agent designers to derive the appropriate strategies from the oscillation by integration. For cases with two agents when each agent has two or more strategies, it is shown that agents can reach a steady state where social welfare is optimum.     

Censorship game in optimal choice problem

The authors consider a game of the optimal choice where one of the players seeks to decrease the probability of selection of the best object by the other player by imposing some prohibitions and restrictions on browsing of certain elements. Optimal players’ strategies that form the Nash equilibrium are found. The asymptotic behavior of the strategies in case where the number of objects tends to infinity is studied.     

A Game-Theoretic Analysis of Grid Job Scheduling

Computational Grid is a well-established platform that gives an assurance to provide a vast range of heterogeneous resources for high performance computing. Efficient and effective resource management and Grid job scheduling are key requirements in order to optimize the use of the resources and to take full advantage from Grid systems. In this paper, we study the job scheduling problem in Computational Grid by using a game-theoretic approach. Grid resources are usually owned by different organizations which may have different and possibly conflicting concerns. Thus it is a crucial objective to analyze potential scenarios where selfish or cooperative behaviors of organizations impact heavily on global Grid efficiency. To this purpose, we formulate a repeated non-cooperative job scheduling game, whose players are Grid sites and whose strategies are scheduling algorithms. We exploit the concept of Nash equilibrium to express a situation in which no player can gain any profit by unilaterally changing its strategy. We extend and complement our previous work by showing whether, under certain circumstances, each investigated strategy is a Nash equilibrium or not. In the negative case we give a counter-example, in the positive case we either give a formal proof or motivate our conjecture by experimental results supported by simulations and exhaustive search.     

Existence of Berge equilibrium in conflicts under uncertainty

The main tool for conflict resolution (equilibration) is the equilibrium strategy. Among the torrent of publications in this field, including the seven Nobel prize winners of 1994–2012, the Nash equilibrium is the fundamental one. Such equilibrium. however, does not necessarily exist. In this case, it is only natural to introduce a new notion of equilibrium, that of Berge. It was discussed in the paper which established existence of the Berge equilibrium in the mixed strategies and proposed sufficient conditions reducible to determination of the saddle point of a special Germeier convolution of the gain functions.     

Nash equilibria: Complexity,symmetries, and approximation

We survey recent joint work with Christos Papadimitriou and Paul Goldberg on the computational complexity of Nash equilibria. We show that finding a Nash equilibrium in normal form games is computationally intractable, but in an unusual way. It does belong to the class NP; but Nash’s theorem, showing that a Nash equilibrium always exists, makes the possibility that it is also NP-complete rather unlikely. We show instead that the problem is as hard computationally as finding Brouwer fixed points, in a precise technical sense, giving rise to a new complexity class called PPAD. The existence of the Nash equilibrium was established via Brouwer’s fixed-point theorem; hence, we provide a computational converse to Nash’s theorem.To alleviate the negative implications of this result for the predictive power of the Nash equilibrium, it seems natural to study the complexity of approximate equilibria: an efficient approximation scheme would imply that players could in principle come arbitrarily close to a Nash equilibrium given enough time. We review recent work on computing approximate equilibria and conclude by studying how symmetries may affect the structure and approximation of Nash equilibria. Nash showed that every symmetric game has a symmetric equilibrium. We complement this theorem with a rich set of structural results for a broader, and more interesting class of games with symmetries, called anonymous games.     

基于多灾点非合作博弈的资源调度建模与仿真

当突发事件发生后,在应急资源有限的情况下,对多个灾点进行合理的资源调度是一个非常现实而复杂的问题。从多灾点所需应急资源的角度出发,提出了基于非合作博弈的应急资源调度模型和算法。在该调度模型中,各个灾点被映射为博弈模型的局中人,可能的资源调度方案映射为策略集,资源调度成本的倒数映射为效用函数,将应急资源的调度问题转化为对非合作博弈调度模型的Nash均衡点求解问题,接着介绍了一种求解Nash均衡点的迭代算法。最后对模型的仿真测试验证了该模型的有效性和可行性。