Interval uncertainty non-cooperative games
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One of the effective tools for studying mathematical models with uncertain factors is interval analysis. In this paper, interval analysis is applied to non-cooperative games with hopeless payoff uncertainty. In other words, the model of the game assumes that the payoff of each participant can be any real number from some interval and there is no additional information about the distribution of payoffs within the interval. To determine equilibrium situations, partial ordering of intervals based on a numerical indicator is used. This allows us to reduce the original game to a new deterministic game and generalize the classical theory.
Abstract
One of the effective tools for studying mathematical models with uncertain factors is interval analysis. In this paper, interval analysis is applied to non-cooperative games with hopeless payoff uncertainty. In other words, the model of the game assumes that the payoff of each participant can be any real number from some interval and there is no additional information about the distribution of payoffs within the interval. To determine equilibrium situations, partial ordering of intervals based on a numerical indicator is used. This allows us to reduce the original game to a new deterministic game and generalize the classical theory.
참고문헌 (12)
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