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Wyszukujesz frazę "Game Theory" wg kryterium: Temat


Wyświetlanie 1-11 z 11
Tytuł:
The Minority Game and Quantum Game Theory
Gra Mniejszościowa I Kwantowa Teoria Gier
Autorzy:
Bolonek, Katarzyna
Powiązania:
https://bibliotekanauki.pl/articles/906291.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
minority game
quantum game theory
Nash equilibrium
Opis:
Artykuł zawiera propozycje procedur kwantowania gier dobrze znanych w klasycznej teorii gier. Przedstawiono proste modele gier kwantowych. Jako pierwszy został omówiony dylemat więźnia zarówno w wersji klasycznej jak i kwantowej, który ma wiele praktycznych zastosowań w ekonomii, jednym z przykładów są oszustwa w porozumieniach kartelowych. Kolejnym modelem gry kwantowej jest kwantowa gra rynkowa opisana za pomocą kwantowego oscylatora harmonicznego. Jako ostatni został omówiony model kwantowej gry mniejszościowej.
This paper builds up on proposed convincing procedures telling how to quantize well-known games from the classical game theory. The thesis introduces some simple models of quantum games. At first, the prisoners’ dilemma in classical and quantum version is described. This simple model has many practical applications in economics, one example being frauds in cartel agreements. The next model of quantum game is the quantum market game, described with the help of the quantum harmonic oscillator. It is known that quantum algorithms may be thought of as the games between classical and quantum agents; therefore, as the last example the quantum minority game is introduced.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2009, 228
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Strategic option pricing
Autorzy:
Bieta, Volker
Broll, Udo
Siebe, Wilfried
Powiązania:
https://bibliotekanauki.pl/articles/1837957.pdf
Data publikacji:
2020-09-30
Wydawca:
Uniwersytet Ekonomiczny w Poznaniu
Tematy:
option pricing
game theory
Nash equilibrium
Opis:
In this paper an extension of the well-known binomial approach to option pricing is presented. The classical question is: What is the price of an option on the risky asset? The traditional answer is obtained with the help of a replicating portfolio by ruling out arbitrage. Instead a two-person game from the Nash equilibrium of which the option price can be derived is formulated. Consequently both the underlying asset’s price at expiration and the price of the option on this asset are endogenously determined. The option price derived this way turns out, however, to be identical to the classical no-arbitrage option price of the binomial model if the expiration-date prices of the underlying asset and the corresponding risk-neutral probability are properly adjusted according to the Nash equilibrium data of the game.
Źródło:
Economics and Business Review; 2020, 6, 3; 118-129
2392-1641
Pojawia się w:
Economics and Business Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Po co matematykom Jan Jakub Rousseau?
Why do mathematicians need Jean-Jacques Rousseau?
Autorzy:
Kalinowska, Alina
Stański, Adam
Powiązania:
https://bibliotekanauki.pl/articles/1388538.pdf
Data publikacji:
2015-09-30
Wydawca:
Uniwersytet Gdański. Wydawnictwo Uniwersytetu Gdańskiego
Tematy:
Game Theory
Competitive game
Cooperative games
Nash equilibrium
Pareto efficiency
Opis:
One day, Jean-Jacques Rousseau, who was known mainly as a philosopher and a pedagogue, told a deer hunting story. In doing so, he managed to play a small role in the development of the branch of maths called ‘game theory’. Later his story was converted into a game. Initially game theory was used to explain exchange in the field of economics. Over time, the mathematical modeling was found to be useful in the social sciences. A game theory describes diverse and cognizant participants forced to make decisions. In regards to the game based on cooperation, a choice is at the same time a dilemma. It can be viewed as a moral or philosophical predicament and in addition it gives as an inside into the human psyche and behaviour. Game theory has the potential to offer an attractive mathematical model, useful in analyzing social interactions. Though currently unappreciated by pedagogy, it has the potential to be successfully used in pedagogical studies analyzing conflict of interest of all participants in an educational process.
Źródło:
Problemy Wczesnej Edukacji; 2015, 30, 3; 121-125
1734-1582
2451-2230
Pojawia się w:
Problemy Wczesnej Edukacji
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
USEFUL GOVERNMENT EXPENDITURE INFLUENCE ON THE SHADOW ECONOMY
Autorzy:
Malaczewska, Paulina
Powiązania:
https://bibliotekanauki.pl/articles/452927.pdf
Data publikacji:
2013
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
shadow economy
useful government expenditure
game theory
Nash equilibrium
Opis:
This paper contains the attempt to describe the phenomenon of shadow economy as a zero-sum non-cooperative, normal form game between households and the government. In the model government spending can be treated as a government consumption or as an expenses that contribute to increased social welfare and for the provision of public goods and services. We conduct sensitivity analysis of Nash equilibrium in models with two different types of government expenditure and examine whether proposed models indicate a various mechanisms and determinants of the undeclared economic activity.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2013, 14, 2; 61-69
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
How Quantum Prisoner’s Dilemma Can Support Negotiations
Autorzy:
Szopa, Marek
Powiązania:
https://bibliotekanauki.pl/articles/430038.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet w Białymstoku. Wydawnictwo Uniwersytetu w Białymstoku
Tematy:
game theory
quantum game
prisoner’s dilemma
Nash equilibrium
Pareto optimal solutions
Opis:
Decision-making by the two negotiating parties is simulated by a prisoner’s dilemma game. The game is formulated in a quantum manner, where players strategies are unitary transformations of qubits built over the basis of opposite decision options. Quantum strategies are correlated through the mechanism of quantum entanglement and the result of the game is obtained by the collapse of the resulting transformed state. The range of strategies allowed for quantum players is richer than in case of a classical game and therefore the result of the game can be better optimized. On the other hand, the quantum game is save against eavesdropping and the players can be assured that this type of quantum arbitration is fair. We show that quantum prisoner’s dilemma has more favorable Nash equilibria than its classical analog and they are close to the Pareto optimal solutions. Some economical examples of utilizing quantum game Nash equilibria are proposed.
Źródło:
Optimum. Economic Studies; 2014, 5(71)
1506-7637
Pojawia się w:
Optimum. Economic Studies
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of Ineffectiveness Arising in “Investor-government” Relations
Autorzy:
Sokolovskyi, Dmytro B.
Sokolovska, Olena V.
Powiązania:
https://bibliotekanauki.pl/articles/417302.pdf
Data publikacji:
2015-09-15
Wydawca:
Akademia Leona Koźmińskiego w Warszawie
Tematy:
investors
Pareto-optimality
modeling
Game Theory
Nash equilibrium
Government
economic behavior
Opis:
Purpose: This article deals with the problem of forming Pareto non-optimal norms of mutual behavior of investors and government in the process of decision-making related to financing designed to reduce risks in investment activity. Methodology: Considering the interdependent type (nature) of interactions between related parties, game theory tools were used to model such interactions. Much attention was directed to search for� parameters of interaction leading to certain Nash equilibriums in pure strategies. The formal results obtained with the model were verified by statistical analysis. Findings: Analysis showed that the rational behavior of related parties can lead to unexpected results. Powerful investors will aim to work in socially-oriented economies, whereas primarily small investors will operate in most liberal economies with a�minimum tax burden but with a�higher level of risk. As for governments’ behaviors, the images are the same: small economies tend to liberalize their tax systems and to secure investment faster than powerful ones. Empirical verification based on statistical data of groups of countries generally confirmed the conclusions. These formal and logical conclusions were from statistical analysis of 124 countries divided into 5 groups: OECD countries, post-socialist countries, Latin American countries, APAC countries and ACP countries. Provided that the more powerful ones are covered economies, there was stronger interdependence between the size of economies and tax burden and also between total investment and tax burden, where this dependence is positive. Originality: The results obtained used Nash equilibriums in pure strategies as models of behavioral norms to define behaviors of related parties and also to explain assumptions concerning the behaviors of investors and government.
Źródło:
Management and Business Administration. Central Europe; 2015, 3; 47-70
2084-3356
Pojawia się w:
Management and Business Administration. Central Europe
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessment of the historical policy mixes for Poland using the game approach
Autorzy:
Kruś, L.
Woroniecka-Leciejewicz, I.
Powiązania:
https://bibliotekanauki.pl/articles/205620.pdf
Data publikacji:
2018
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
game theory
economic modeling
policy-mix
decision analysis
Nash equilibrium
Pareto optimality
Opis:
The study here presented pertains to the analysis of mutual interactions of the monetary and fiscal policies in the case of Poland. The historical policies carried out during different periods of time and their economic effects are compared with the possible strategies, obtained from the analysis of the proposed monetaryfiscal game. In the study, the methods of non-cooperative game theory are combined with macroeconomic modeling. The respective game is formulated for monetary and fiscal authorities as players. Strategies of these players refer to the respective instruments of their policies: the real interest rate and the budget deficit in relation to GDP. Payoffs include inflation and GDP growth, respectively. The payoffs are calculated using a recursive macroeconomic model estimated for the Polish economy. The model describes influences of the instruments of the monetary and fiscal policies on the state of the economy. The best response strategies, the Nash equilibria and Pareto optimality are analyzed. Changes of the policies towards the more restrictive or more expansive ones and their effects in comparison to the historically applied are discussed. This is performed for two different time periods – the time of recovery after 2004 and the time of the global financial crisis after 2008.
Źródło:
Control and Cybernetics; 2018, 47, 3; 277-300
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stackelberg Security Games: Models, Applications and Computational Aspects
Autorzy:
Wilczyński, A.
Jakóbik, A.
Kołodziej, J.
Powiązania:
https://bibliotekanauki.pl/articles/309423.pdf
Data publikacji:
2016
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
Bayesian game
game theory
leadership
Nash equilibrium
normal form games
security games
Stackelberg equilibrium
Stackelberg games
Opis:
Stackelberg games are non-symmetric games where one player or specified group of players have the privilege position and make decision before the other players. Such games are used in telecommunication and computational systems for supporting administrative decisions. Recently Stackleberg games became useful also in the systems where security issues are the crucial decision criteria. In this paper authors briefly survey the most popular Stackelberg security game models and provide the analysis of the model properties illustrated in the realistic use cases.
Źródło:
Journal of Telecommunications and Information Technology; 2016, 3; 70-79
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Etyka biznesu a naganne powszechne praktyki
Business Ethics and Common Blameworthy Practices
Autorzy:
Kucharski, Jarosław
Powiązania:
https://bibliotekanauki.pl/articles/469070.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Instytut Filozofii i Socjologii PAN
Tematy:
blameworthy practices
business ethics,
orruption
game theory
Pareto’s optimum
Nash equilibrium
fairness
Opis:
The aim of this article is to examine how a businessman, who takes care about moral considerations should behave in some situations, in which some blameworthy common practices are present. There is a dilemma between efficiency (or even continuing existence) of business on one side and moral considerations on the other. The proposition formulated by R. M. Green is analyzed and criticized. The „everyone is doing it” argument is rejected., as well as the requirements coming from moral absolutism. In the end an argument based on writings of T. Carson, J. G. Dees and P. C. Crampton, which shows the proper way of moral behaviour where such dilemmas are met, is presented.
Źródło:
Prakseologia; 2009, 149; 241-252
0079-4872
Pojawia się w:
Prakseologia
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A communication network routing problem: Modeling and optimization using non-cooperative game theory
Autorzy:
Dubey, Sapana P.
Kedar, Ganesh D.
Ghate, Suresh H.
Powiązania:
https://bibliotekanauki.pl/articles/1838181.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
communication network
routing problem
game theory
focal points
Nash equilibrium
Pareto optimal solution
sieć komunikacyjna
teoria gier
punkt ogniskowy
równowaga Nasha
Opis:
We consider a communication network routing problem wherein a number of users need to efficiently transmit their throughput demand in the form of data packets (incurring less cost and less delay) through one or more links. Using the game theoretic perspective, we propose a dynamic model which ensures unhindered transmission of data even in the case where the capacity of the link is exceeded. The model incorporates a mechanism in which users are appropriately punished (with additional cost) when the total data to be transmitted exceeds the capacity of the link. The model has multiple Nash equilibrium points. To arrive at rational strategies, we introduce the concept of focal points and get what is termed focal Nash equilibrium (FNE) points for the model. We further introduce the concept of preferred focal Nash equilibrium (PFNE) points and find their relation with the Pareto optimal solution for the model.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2021, 31, 1; 155-164
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ustalona a preferowana kolejność ruchów w grze pojedynczej
Fixed and preferable order of moves in a single-game
Autorzy:
Laskowski, S.
Powiązania:
https://bibliotekanauki.pl/articles/317570.pdf
Data publikacji:
2007
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
teoria gier
gry rynkowe
kolejność ruchów w grze
równowaga Nasha
gry Stackelberga
gra pojedyncza
gra podwójna
game theory
market games
order of market player movement
Nash equilibrium
Stackelberg games
single game
double game
Opis:
Przeanalizowano dwuosobowe gry o sumie niezerowej pod kątem preferowanej dla graczy kolejności ruchów, ich związku z faktem istnienia lub nieistnienia równowagi Nasha, związku z modelami gry Stackelberga oraz konieczności wykonywania ruchów w określonej kolejności.
An analyses of two-person non-zero sum games in the context of preferable order of the players moves, and their relationship with the fact of existing or non existing Nash equilibrium, with the models of Stackelberg games and with the necessity of making a move in a given order was made.
Źródło:
Telekomunikacja i Techniki Informacyjne; 2007, 3-4; 10-29
1640-1549
1899-8933
Pojawia się w:
Telekomunikacja i Techniki Informacyjne
Dostawca treści:
Biblioteka Nauki
Artykuł
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