A saddle-point theorem for a class of infinite games

In this paper, the existence of a saddle point for two-person zero-sum infinite games of a special type is proved. The games have continuous bilinear payoff functions and strategy sets which are convex, noncompact subsets of an infinite-dimensional vector space. The closures of the strategy sets are, however, compact. The payoff functions satisfy conditions which allow the use of dominance arguments to show that points in the closure of a strategy set are dominated by or are strategically equivalent to points in the strategy set itself. Combining the dominance arguments with a well-known existence theorem produces the main result of the paper. The class of games treated is an extension of a class studied by J. D. Matheson, who obtained explicit solutions for the saddle points by using necessary conditions.     

On a class of nash-solvable bimatrix games and some related nash subsets

This work is concerned with a particular class of bimatrix games, the set of equilibrium points of which games possess many of the properties of solutions to zero-sum games, including susceptibility to solution by linear programming. Results in a more general setting are also included. Some of the results are believed to constitute interesting potential additions to elementary courses in game theory.     

Analytic solution for the nucleolus of a three‐player cooperative game

The nucleolus solution for cooperative games in characteristic function form is usually computed numerically by solving a sequence of linear programing (LP) problems, or by solving a single, but very large‐scale, LP problem. This article proposes an algebraic method to compute the nucleolus solution analytically (i.e., in closed‐form) for a three‐player cooperative game in characteristic function form. We first consider cooperative games with empty core and derive a formula to compute the nucleolus solution. Next, we examine cooperative games with nonempty core and calculate the nucleolus solution analytically for five possible cases arising from the relationship among the value functions of different coalitions. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Some games of search on a lattice

In this article we shall deal with some two-person games on a lattice. These are games of search and ambush where the set of strategies of one of the players is determined by functions on the lattice. We give a general method to obtain a solution of these games and we apply it to three particular games. © 1993 John Wiley & Sons, Inc.     

Maximal nash subsets for bimatrix games

In this work maximal Nash subsets are studied in order to show that the set of equilibrium points of a bimatrix game is the finite union of all such subsets. In addition, the extreme points of maximal Nash subsets are characterized in terms of square submatrices of the payoff matrices and dimension relations are derived.     

Optimal betting strategies for favorable games

We examine the problem of a gambler interested in maximizing the expected value of a convex utility function of his fortune after n plays of a game. We allow any probability distribution to rule the outcome of each play, and this distribution may change from play to play according to a Markov process. We present results regarding the existence of an optimal policy and its structural dependence on the gambler's fortune. The well-known results of Bellman and Kalaba for exponential and logarithmic utility functions and coin-tossing games are generalized. We also examine the situation of general stale spaces and show that the same structural results hold.     

On a ruckle problem in discrete games of ambush

The following zero-sum game is considered. Red chooses in integer interval [1, n] two integer intervals consisting of k and m points where k + m < n, and Blue chooses an integer point in [1, n]. The payoff to Red equals 1 if the point chosen by Blue is at least in one of the intervals chosen by Red, and 0 otherwise. This work complements the results obtained by Ruckle, Baston and Bostock, and Lee. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 353–364, 1997     

An algorithm for a class of loading problems

The loading problem we consinder is to assign a set of discrete objects, each having a weight, to a set of boxes, each of which has a capacity limit, in such a way that every object is assigned to a box and the number of boxes used is minimized. A characterization of the assignments is offered and used to develop a set of rules for generating nonredundant assignments. The rules are incorporated into an implicit enumeration algorithm. The algorithm is tested against a very good heuristic. Computational experience shows that the algorithm is highly efficient, solving problems of up to 3600 0-1 variables in a CPU second.     

One-person games of economic survival

This paper discusses the one-person economic survival game model with a discrete probability distribution for the contribution to surplus variable. The general game model and strategies in these games are examined, and necessary conditions which an undominated, stationary strategy must satisfy are obtained. For a special class of these games a mathematical formulation of the value of the game is given, and examples and theorems which relate to undominated strategies in this class are presented. This paper, in some sense, is a sequel to a portion of a paper by Shubik and Thompson [7] which appeared in this journal.     

New results on a Ruckle problem in discrete games of ambush

This article deals with a two‐person zero‐sum game in which player I chooses in integer interval [1, N] two integer intervals consisting of p and q points where p + q < N, and player II chooses an integer point in [1, N]. The payoff to player I equals 1 if the point chosen by player II is at least in one of the intervals chosen by player II and 0 otherwise. This paper complements the results obtained by Ruckle, Baston and Bostock, Lee, Garnaev, and Zoroa, Zoroa and Fernández‐Sáez. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 98–106, 2001     

A characterization of the value of zero-sum two-person games

For the family D, consisting of those zero-sum two-person games which have a value, the value-function on D is characterized by four properties called objectivity, monotony, symmetry and sufficiency.     

一类广义L-统计量的极限分布

假定(X1,Y1),(X2,Y2),…,(Xn,Yn)是取自二维随机向量(X,Y)的独立同分布样本.记X(1)≤X(2)≤…≤X(n)是X1,X2,…,Xn产生的次序统计量,Y[1],Y[2],…,Y[n]是诱导的次序统计量.讨论广义L-统计量Tn=n-1 n∑i=1 J(i/n+1)Y[i]的极限分布,式中J(x)是由实际问题的需要而选取的权函数.在较弱的条件下,证明了Tn的渐近正态性,同时给出了Tn的期望和方差的渐近公式.     

一类对固定目标的集群搜寻对策问题及求解

利用集群搜索对策的理论与方法 ,建立了集群对固定目标的一类搜索对策模型 ,给出了集群的ε -最优搜寻策略 ,并考虑了其在搜索过程中的应用     

Capacity games for partially complementary products under multivariate random demands

In this study, we consider n firms, each of which produces and sells a different product. The n firms face a common demand stream which requests all their products as a complete set. In addition to the common demand stream, each firm also faces a dedicated demand stream which requires only its own product. The common and dedicated demands are uncertain and follow a general, joint, continuous distribution. Before the demands are realized, each firm needs to determine its capacity or production quantity to maximize its own expected profit. We formulate the problem as a noncooperative game. The sales price per unit for the common demand could be higher or lower than the unit price for the dedicated demand, which affects the firm's inventory rationing policy. Hence, the outcome of the game varies. All of the prices are first assumed to be exogenous. We characterize Nash equilibrium(s) of the game. At the end of the article, we also provide some results for the endogenous pricing. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 59: 146–159, 2012     

On nash subsets of bimatrix games

This work considers a class of bimatrix games to which some well-known structure theorems of 0-sum matrix games can be made to generalize. It is additionally shown how to construct such games and how to generate the equilibrium points defining a given game as a member of that class.     

An easy solution for a special class of fixed charge problems

The fixed charge problem is a mixed integer mathematical programming problem which has proved difficult to solve in the past. In this paper we look at a special case of that problem and show that this case can be solved by formulating it as a set-covering problem. We then use a branch-and-bound integer programming code to solve test fixed charge problems using the setcovering formulation. Even without a special purpose set-covering algorithm, the results from this solution procedure are dramatically better than those obtained using other solution procedures.     

Improved convergence rate results for a class of exponential penalty functions

An improved theoretical rate of convergence is shown for a member of the class of exponential penalty function algorithms. We show that the algorithm has a superlinear convergence rate.     

Toward a study of bidding processes part IV - games with unknown costs

This paper represents a continuation of three previous papers [1-.3] in the study of competitive bidding processes. It treats the case where a bidder's knowledge of his competitor's cost i s given by a probability distribution over a certain interval. The results obtained extend the work of Vickrey [4] to the case where the cost intervals a r e not necessarily symmetric.     

一类模糊多目标双矩阵对策的粒子群优化算法

针对一类具有模糊目标的多目标双矩阵对策给出了基于粒子群优化的求解算法.讨论了当模糊目标的隶属函数是线性函数时纳什均衡解的判定定理;构造的粒子群优化算法,通过随机初始点以及迭代粒子的归一化,保证粒子群始终保持在时策的可行策略空间内,避免了在随机搜索中产生无效的粒子,提高了用粒子群优化算法求解纳什均衡解的计算性能.给出的一个数值算例验证了该算法的有效性.