subject:(Stochastic Game Theory)

University of Helsinki

1. Hämäläinen, Jani. FORECASTING SHIFTS IN SOCIAL NORMS USING EVOLUTIONARY GAME THEORY MODEL.

Degree: Department of Political and Economic Studies; Helsingfors universitet, Statsvetenskapliga fakulteten, Institutionen för politik och ekonomi, 2018, University of Helsinki

URL: http://hdl.handle.net/10138/236897

► Evolutionary game theory models attempt to explain social norms, which defy rational behaviour, have emerged. This thesis researches if evolutionary game theory model using replicator… (more)

▼ Evolutionary game theory models attempt to explain social norms, which defy rational behaviour, have emerged. This thesis researches if evolutionary game theory model using replicator dynamics can forecast shifts in social norms. Viability of two models from two peer reviewed articles are studied. In “An economist perspective on evolution of norms” by Kenneth Binmore and Larry Samuelson provide learning model using ultimatum game. In “Evolutionary stability and social norms” Rajiv Sethi examines how payoff maximizers fare against norm guided players in prisoner’s dilemma model. Both articles postulate that equilibrium strategies of the models are prevailing social norms of the respective systems. Key concepts of evolutionary game theory are presented. John Maynard Smith and George Price were first to introduce evolutionary stable strategy. If all members of population adept a strategy and no mutant strategy can invade the popula-tion, the original strategy is evolutionarily stable. Stability concept is extended to multi-population systems where repli-cator equations govern dynamics of the systems. Concept of evolutionary stable set is presented. In first of the two models, Binmore and Samuelson describe learning model based on ultimatum game with noise com-ponent. Discrete replicator equations describe dynamics of the model. Binmore and Samuelson find equilibria of the ultimatum game model using several sets of simulations with differing conditions. In the second model Sethi creates two stage prisoner’s dilemma model with eight norms based on pure strategies and payoff maximizers. Continuous replica-tor equations describe dynamics of the model. Sethi finds equilibria of the model analytically. Equilibria of the two models are presented. Study of the equilibria is limited to one simulation in ultimatum game model. In prisoner’s dilemma model study is limited to case where payoff maximizer can identify other strategies. Equilibria of these models is compared to features of social norms. Ultimatum game model removed from further study due lack of multiple equilibria. Long run state of the prisoner’s dilemma model is deterministic. Shifts between social norms do not occur. Stochastic effects are introduced. Stochastic process is added to the prisoner’s dilemma model. Stochastic prisoner’s dilemma model is found to be unsuitable for forecasting. Neither of the presented models can be used for forecasting. Models with best reply dynamics are offered as topic of further research.

Subjects/Keywords: Social norms; Evolutionary game theory; Replicator equations; Stochastic effects; Taloustiede; Economics; Ekonomi; Social norms; Evolutionary game theory; Replicator equations; Stochastic effects

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Hämäläinen, J. (2018). FORECASTING SHIFTS IN SOCIAL NORMS USING EVOLUTIONARY GAME THEORY MODEL. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/236897

Chicago Manual of Style (16^th Edition):

Hämäläinen, Jani. “FORECASTING SHIFTS IN SOCIAL NORMS USING EVOLUTIONARY GAME THEORY MODEL.” 2018. Masters Thesis, University of Helsinki. Accessed April 14, 2021. http://hdl.handle.net/10138/236897.

MLA Handbook (7^th Edition):

Hämäläinen, Jani. “FORECASTING SHIFTS IN SOCIAL NORMS USING EVOLUTIONARY GAME THEORY MODEL.” 2018. Web. 14 Apr 2021.

Vancouver:

Hämäläinen J. FORECASTING SHIFTS IN SOCIAL NORMS USING EVOLUTIONARY GAME THEORY MODEL. [Internet] [Masters thesis]. University of Helsinki; 2018. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/10138/236897.

Council of Science Editors:

Hämäläinen J. FORECASTING SHIFTS IN SOCIAL NORMS USING EVOLUTIONARY GAME THEORY MODEL. [Masters Thesis]. University of Helsinki; 2018. Available from: http://hdl.handle.net/10138/236897

University of Illinois – Chicago

2. David, Amy. Use of Game Theory and Stochastic Programming for Supply Chain Optimization.

Degree: 2014, University of Illinois – Chicago

URL: http://hdl.handle.net/10027/19138

► This thesis investigates managerial decisions related to the design of a supply chain with the goal of maximizing profits. The work is divided into two… (more)

▼ This thesis investigates managerial decisions related to the design of a supply chain with the goal of maximizing profits. The work is divided into two parts, the first focusing on the use of game theory and the second focusing on the use of stochastic programming. In the first part, we study competition and coordination in a supply chain in which a supplier both operates a direct channel and sells its product through independent retailers. We find that the supplier generally prefers to have as many retailers as possible in the market, even if the retailers' equilibrium retail price is lower than that of the supplier, or if, at equilibrium, there are no sales through the direct channel. We also find that contracts known to coordinate a traditional supply chain do not coordinate the two-channel supply chain; thus we propose a linear quantity discount contract and demonstrate its ability to perfectly coordinate the two-channel supply chain with symmetric retailers. We study numerically the supply chain with asymmetric retailers and find that our key qualitative results are unaffected by retailer asymmetry. We then extend our investigation of the two-channel supply chain to that in which the supplier has limited capacity, subject to probabilistic constraints. We develop conditions under which the supplier should sell through the indirect channel, in spite of the risk that direct channel demand will go unfulfilled. In the second part, we present a case study of a large-scale stochastic optimization problem for USG, a building supplies manufacturer with plants and customers throughout North America. USG seeks to minimize total delivered cost, subject to capacity constraints and cost uncertainty. We first demonstrate that demand uncertainty, rather than production cost uncertainty, is the main cause of month-to-month variations in total cost. We then use the chance constraint method to optimize the network for the 50th percentile of demand, and reduce theoretical costs by approximately 4.8% (1.6% as implemented), as compared to the base case using a single month's demand and cost data. Advisors/Committee Members: Li, Lin (advisor), Goodman, Elodie (advisor), Diwekar, Urmila (committee member), Goodman, Elodie (committee member), Darabi, Houshang (committee member), Jiang, Bin (committee member), He, David (committee member).

Subjects/Keywords: Supply Chain Optimization; Game Theory; Stochastic Programming; Contracting and Incentives

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

David, A. (2014). Use of Game Theory and Stochastic Programming for Supply Chain Optimization. (Thesis). University of Illinois – Chicago. Retrieved from http://hdl.handle.net/10027/19138

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

David, Amy. “Use of Game Theory and Stochastic Programming for Supply Chain Optimization.” 2014. Thesis, University of Illinois – Chicago. Accessed April 14, 2021. http://hdl.handle.net/10027/19138.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

David, Amy. “Use of Game Theory and Stochastic Programming for Supply Chain Optimization.” 2014. Web. 14 Apr 2021.

Vancouver:

David A. Use of Game Theory and Stochastic Programming for Supply Chain Optimization. [Internet] [Thesis]. University of Illinois – Chicago; 2014. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/10027/19138.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

David A. Use of Game Theory and Stochastic Programming for Supply Chain Optimization. [Thesis]. University of Illinois – Chicago; 2014. Available from: http://hdl.handle.net/10027/19138

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Florida Atlantic University

3. Dweck, Andrew Jason. Modeling and simulating interest rates via time-dependent mean reversion.

Degree: MS, 2014, Florida Atlantic University

URL: http://purl.flvc.org/fau/fd/FA00004103 ; (URL) http://purl.flvc.org/fau/fd/FA00004103

►

Summary: The purpose of this thesis is to compare the effectiveness of several interest rate models in fitting the true value of interest rates. Up… (more)

Subjects/Keywords: Game theory; Investment analysis; Options (Finance); Recursive functions; Stochastic differential equations

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Dweck, A. J. (2014). Modeling and simulating interest rates via time-dependent mean reversion. (Masters Thesis). Florida Atlantic University. Retrieved from http://purl.flvc.org/fau/fd/FA00004103 ; (URL) http://purl.flvc.org/fau/fd/FA00004103

Chicago Manual of Style (16^th Edition):

Dweck, Andrew Jason. “Modeling and simulating interest rates via time-dependent mean reversion.” 2014. Masters Thesis, Florida Atlantic University. Accessed April 14, 2021. http://purl.flvc.org/fau/fd/FA00004103 ; (URL) http://purl.flvc.org/fau/fd/FA00004103.

MLA Handbook (7^th Edition):

Dweck, Andrew Jason. “Modeling and simulating interest rates via time-dependent mean reversion.” 2014. Web. 14 Apr 2021.

Vancouver:

Dweck AJ. Modeling and simulating interest rates via time-dependent mean reversion. [Internet] [Masters thesis]. Florida Atlantic University; 2014. [cited 2021 Apr 14]. Available from: http://purl.flvc.org/fau/fd/FA00004103 ; (URL) http://purl.flvc.org/fau/fd/FA00004103.

Council of Science Editors:

Dweck AJ. Modeling and simulating interest rates via time-dependent mean reversion. [Masters Thesis]. Florida Atlantic University; 2014. Available from: http://purl.flvc.org/fau/fd/FA00004103 ; (URL) http://purl.flvc.org/fau/fd/FA00004103

Queens University

4. Webb, Ryan G. Towards a Neural Measure of Value and the Modelling of Choice in Strategic Games .

Degree: Economics, 2011, Queens University

URL: http://hdl.handle.net/1974/6565

► Neuroeconomic models take economic theory literally, interpreting hypothesized quantities as observables in the brain in order to provide insight into choice behaviour. This thesis develops… (more)

Subjects/Keywords: neuroecnomics ; game theory ; value ; decision making ; choice ; superior colliculus ; stochastic choice

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Webb, R. G. (2011). Towards a Neural Measure of Value and the Modelling of Choice in Strategic Games . (Thesis). Queens University. Retrieved from http://hdl.handle.net/1974/6565

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Webb, Ryan G. “Towards a Neural Measure of Value and the Modelling of Choice in Strategic Games .” 2011. Thesis, Queens University. Accessed April 14, 2021. http://hdl.handle.net/1974/6565.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Webb, Ryan G. “Towards a Neural Measure of Value and the Modelling of Choice in Strategic Games .” 2011. Web. 14 Apr 2021.

Vancouver:

Webb RG. Towards a Neural Measure of Value and the Modelling of Choice in Strategic Games . [Internet] [Thesis]. Queens University; 2011. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/1974/6565.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Webb RG. Towards a Neural Measure of Value and the Modelling of Choice in Strategic Games . [Thesis]. Queens University; 2011. Available from: http://hdl.handle.net/1974/6565

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Southern California

5. Honnappa, Harsha. Strategic and transitory models of queueing systems.

Degree: PhD, Electrical Engineering, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6081

► Stochastic network theory, and queueing theory in particular, is the bedrock for the analysis and control of resource constrained systems. Such systems are manifest in… (more)

Subjects/Keywords: queueing theory; applied probability; game theory; stochastic process limits; empirical process theory

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Honnappa, H. (2014). Strategic and transitory models of queueing systems. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6081

Chicago Manual of Style (16^th Edition):

Honnappa, Harsha. “Strategic and transitory models of queueing systems.” 2014. Doctoral Dissertation, University of Southern California. Accessed April 14, 2021. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6081.

MLA Handbook (7^th Edition):

Honnappa, Harsha. “Strategic and transitory models of queueing systems.” 2014. Web. 14 Apr 2021.

Vancouver:

Honnappa H. Strategic and transitory models of queueing systems. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2021 Apr 14]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6081.

Council of Science Editors:

Honnappa H. Strategic and transitory models of queueing systems. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6081

Columbia University

6. Friedman, Evan Kyle. Stochasticity in Games: Theory and Experiment.

Degree: 2020, Columbia University

URL: https://doi.org/10.7916/d8-mx1k-qh39

► A large literature has documented a pattern of stochastic, or random, choice in individual decision making. In games, in which payoffs depend on beliefs over… (more)

▼ A large literature has documented a pattern of stochastic, or random, choice in individual decision making. In games, in which payoffs depend on beliefs over opponents’ behavior, another potentially important source of stochasticity is in the beliefs themselves. Hence, there may be both “noisy actions” and “noisy beliefs”. This dissertation explores the equilibrium implications of both types of noise in normal form games. Theory is developed to understand the effects of noisy beliefs, and the model is compared to the canonical model of noisy actions. Predictions—and assumptions—are tested using existing and novel experimental data. Chapter 1 introduces noisy belief equilibrium (NBE) for normal form games, a model that injects “noisy beliefs” into an otherwise standard equilibrium framework. Axioms restrict the belief distributions to be unbiased with respect to and responsive to changes in the opponents’ behavior. We compare NBE to an axiomatic form of quantal response equilibrium (QRE) in which players have correct beliefs over their opponents’ behavior, but take “noisy actions”. We show that NBE generates similar predictions as QRE such as the “own-payoff effect”, and yet is more consistent with the empirically documented effects of changes in payoff magnitude. Unlike QRE, NBE is a refinement of rationalizability and invariant to affine transformations of payoffs. Chapter 2, joint with Jeremy Ward, studies an equilibrium model in which there is both “noisy actions” and “noisy beliefs”. The model primitives are an action-map, which determines a distribution of actions given beliefs, and a belief-map, which determines a distribution of beliefs given opponents’ behavior. These are restricted to satisfy the axioms of QRE and NBE, respectively, which are simply stochastic generalizations of “best response” and “correct beliefs”. In our laboratory experiment, we collect actions data and elicit beliefs for each game within a family of asymmetric 2-player games. These games have systematically varied payoffs, allowing us to “trace out” both the action- and belief-maps. We find that, while both sources of noise are important in explaining observed behaviors, there are systematic violations of the axioms. In particular, although all subjects observe and play the same games, subjects in different roles have qualitatively different belief biases. To explain this, we argue that the player role itself induces a higher degree of strategic sophistication in the player who faces more asymmetric payoffs. This is confirmed by structural estimates. Chapter 3 considers logit QRE (LQRE), the common parametric form of QRE; and we endogenize its precision parameter "lambda", which controls the degree of “noisy actions”. In the first stage of an endogenous quantal response equilibrium (EQRE), each player chooses her precision optimally subject to costs, taking as given other players’ (second-stage) behavior. In the second stage, the distribution of players’ actions is a heterogenous LQRE given the profile of…

Subjects/Keywords: Economics; Decision making – Research; Game theory – Economic aspects; Random noise theory; Stochastic processes

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Friedman, E. K. (2020). Stochasticity in Games: Theory and Experiment. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-mx1k-qh39

Chicago Manual of Style (16^th Edition):

Friedman, Evan Kyle. “Stochasticity in Games: Theory and Experiment.” 2020. Doctoral Dissertation, Columbia University. Accessed April 14, 2021. https://doi.org/10.7916/d8-mx1k-qh39.

MLA Handbook (7^th Edition):

Friedman, Evan Kyle. “Stochasticity in Games: Theory and Experiment.” 2020. Web. 14 Apr 2021.

Vancouver:

Friedman EK. Stochasticity in Games: Theory and Experiment. [Internet] [Doctoral dissertation]. Columbia University; 2020. [cited 2021 Apr 14]. Available from: https://doi.org/10.7916/d8-mx1k-qh39.

Council of Science Editors:

Friedman EK. Stochasticity in Games: Theory and Experiment. [Doctoral Dissertation]. Columbia University; 2020. Available from: https://doi.org/10.7916/d8-mx1k-qh39

University of Hong Kong

7. Choi, Sin-man. Game theory and stochastic queueing networks with applications to service systems.

Degree: 2010, University of Hong Kong

URL: http://hdl.handle.net/10722/130764

Subjects/Keywords: Stochastic modeling.; Stochastic processes.; Queuing theory.; Game theory.

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Choi, S. (2010). Game theory and stochastic queueing networks with applications to service systems. (Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/130764

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Choi, Sin-man. “Game theory and stochastic queueing networks with applications to service systems.” 2010. Thesis, University of Hong Kong. Accessed April 14, 2021. http://hdl.handle.net/10722/130764.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Choi, Sin-man. “Game theory and stochastic queueing networks with applications to service systems.” 2010. Web. 14 Apr 2021.

Vancouver:

Choi S. Game theory and stochastic queueing networks with applications to service systems. [Internet] [Thesis]. University of Hong Kong; 2010. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/10722/130764.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Choi S. Game theory and stochastic queueing networks with applications to service systems. [Thesis]. University of Hong Kong; 2010. Available from: http://hdl.handle.net/10722/130764

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Temple University

8. Aduba, Chukwuemeka Nnabuife. N-Player Statistical Nash Game Control: M-th Cost Cumulant Optimization.

Degree: PhD, 2014, Temple University

URL: http://digital.library.temple.edu/u?/p245801coll10,298838

►

Electrical Engineering

Game theory is the study of tactical interactions involving conflicts and cooperations among multiple decision makers called players with applications in diverse disciplines… (more)

Subjects/Keywords: Electrical engineering; Applied mathematics; Statistics;

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Aduba, C. N. (2014). N-Player Statistical Nash Game Control: M-th Cost Cumulant Optimization. (Doctoral Dissertation). Temple University. Retrieved from http://digital.library.temple.edu/u?/p245801coll10,298838

Chicago Manual of Style (16^th Edition):

Aduba, Chukwuemeka Nnabuife. “N-Player Statistical Nash Game Control: M-th Cost Cumulant Optimization.” 2014. Doctoral Dissertation, Temple University. Accessed April 14, 2021. http://digital.library.temple.edu/u?/p245801coll10,298838.

MLA Handbook (7^th Edition):

Aduba, Chukwuemeka Nnabuife. “N-Player Statistical Nash Game Control: M-th Cost Cumulant Optimization.” 2014. Web. 14 Apr 2021.

Vancouver:

Aduba CN. N-Player Statistical Nash Game Control: M-th Cost Cumulant Optimization. [Internet] [Doctoral dissertation]. Temple University; 2014. [cited 2021 Apr 14]. Available from: http://digital.library.temple.edu/u?/p245801coll10,298838.

Council of Science Editors:

Aduba CN. N-Player Statistical Nash Game Control: M-th Cost Cumulant Optimization. [Doctoral Dissertation]. Temple University; 2014. Available from: http://digital.library.temple.edu/u?/p245801coll10,298838

University of Michigan

9. Holler, John. Learning Dynamics and Reinforcement in Stochastic Games.

Degree: PhD, Mathematics, 2020, University of Michigan

URL: http://hdl.handle.net/2027.42/155158

► The theory of Reinforcement Learning provides learning algorithms that are guaranteed to converge to optimal behavior in single-agent learning environments. While these algorithms often do… (more)

Subjects/Keywords: game theory; reinforcement learning; deep learning; learning in games; stochastic games; Mathematics; Science

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Holler, J. (2020). Learning Dynamics and Reinforcement in Stochastic Games. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/155158

Chicago Manual of Style (16^th Edition):

Holler, John. “Learning Dynamics and Reinforcement in Stochastic Games.” 2020. Doctoral Dissertation, University of Michigan. Accessed April 14, 2021. http://hdl.handle.net/2027.42/155158.

MLA Handbook (7^th Edition):

Holler, John. “Learning Dynamics and Reinforcement in Stochastic Games.” 2020. Web. 14 Apr 2021.

Vancouver:

Holler J. Learning Dynamics and Reinforcement in Stochastic Games. [Internet] [Doctoral dissertation]. University of Michigan; 2020. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/2027.42/155158.

Council of Science Editors:

Holler J. Learning Dynamics and Reinforcement in Stochastic Games. [Doctoral Dissertation]. University of Michigan; 2020. Available from: http://hdl.handle.net/2027.42/155158

10. Melissa de Carvalho. Three Door Game Show Problem and a Variant of the Secretary Problem via Game Theory.

Degree: 2007, UNIVERSIDADE FEDERAL DE LAVRAS

URL: http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=583

►

Three door game show problem is a very commonly used example since it illustrates the concept of the conditional probability. In this work that problem… (more)

Subjects/Keywords: game theory; probabilidade; probability; ESTATISTICA; stochastic optimization; teoria dos jogos; otimizaÃÃo estocÃstica

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Carvalho, M. d. (2007). Three Door Game Show Problem and a Variant of the Secretary Problem via Game Theory. (Thesis). UNIVERSIDADE FEDERAL DE LAVRAS. Retrieved from http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=583

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Carvalho, Melissa de. “Three Door Game Show Problem and a Variant of the Secretary Problem via Game Theory.” 2007. Thesis, UNIVERSIDADE FEDERAL DE LAVRAS. Accessed April 14, 2021. http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=583.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Carvalho, Melissa de. “Three Door Game Show Problem and a Variant of the Secretary Problem via Game Theory.” 2007. Web. 14 Apr 2021.

Vancouver:

Carvalho Md. Three Door Game Show Problem and a Variant of the Secretary Problem via Game Theory. [Internet] [Thesis]. UNIVERSIDADE FEDERAL DE LAVRAS; 2007. [cited 2021 Apr 14]. Available from: http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=583.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Carvalho Md. Three Door Game Show Problem and a Variant of the Secretary Problem via Game Theory. [Thesis]. UNIVERSIDADE FEDERAL DE LAVRAS; 2007. Available from: http://bibtede.ufla.br/tede//tde_busca/arquivo.php?codArquivo=583

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Sari, Lamia. Gestion des stocks dans un réseau de distribution approvisionnement et échanges : Inventory management in a distribution network supply and exchanges.

Degree: Docteur es, Informatique, 2015, Aix-Marseille; Université Abou Bekr Belkaid (Tlemcen, Algérie)

URL: http://www.theses.fr/2015AIXM4370

►

Un problème auquel sont confrontés de nombreux réseaux de distribution, en particulier dans la vente de détail, est celui du choix entre une installation locale… (more)

▼

Un problème auquel sont confrontés de nombreux réseaux de distribution, en particulier dans la vente de détail, est celui du choix entre une installation locale de stockage de produits ou une installation commune pour tous les centres du réseau. Le stockage commun permet des économies d’échelle. En revanche, il peut occasionner des coûts de transport importants. Quant au stockage local, il est coûteux du point de vue de l’investissement mais bon marché en utilisation. Pour profiter des avantages des deux techniques tout en limitant leurs inconvénients, on envisage l’installation de stocks locaux pouvant aussi être utilisés par les autres entreprises. Dans ce cas, le problème qui se pose alors est double. Il s’agit d’une part pour chaque entreprise, de déterminer sa propre quantité à commander, en fonction de la demande estimée à chaque point de vente. Il s’agit d’autre part d’organiser les échanges de produits entre les entreprises en fonction des demandes locales réelles. Les travaux de recherche présentés dans ce mémoire de thèse proposent des mécanismes de coordination qui agissent d’une façon collective et non plus d’une façon individuelle, pour améliorer à la fois le rendement au niveau de chaque centre de distribution et la satisfaction des clients.. Notre principal défi dans cette thèse est de proposer une approche analytique innovante issue de la théorie des jeux pour traiter des problèmes de gestion de stock visant à réduire globalement les stocks dans les réseaux de distribution toute en garantissant un bon niveau de service.

A problem facing many distribution networks, especially in retail, is the choice between a local product storage facility or a shared installation for all network centers. The common storage enables economies of scale. However, may cause significant transport costs. As for local storage, it is costly in terms of investment but cheap in use. To enjoy the benefits of both techniques while minimizing their drawbacks, it is envisaged the installation of local stocks can also be used by other companies. In this case, the problem that then arises is twofold. This is one for each company to determine its own order quantity, depending on the demand estimated at each point of sale. It is secondly to organize the exchange of products between companies based on actual local demands. The research presented in this thesis propose coordination mechanisms that act in a collective manner and not in an individual manner, to improve both the yield at each distribution center and customer satisfaction .. Our main challenge in this thesis is to propose an innovative analytical approach end of game theory to address inventory management problems to reduce overall inventory in the distribution networks throughout ensuring a good level of service.

Advisors/Committee Members: Hennet, Jean-Claude (thesis director), Sari, Zaki (thesis director).

Subjects/Keywords: Gestion de stocks; Théorie des Jeux; Programmation stochastique; Inventory Management; Game Theory; Stochastic programming

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Sari, L. (2015). Gestion des stocks dans un réseau de distribution approvisionnement et échanges : Inventory management in a distribution network supply and exchanges. (Doctoral Dissertation). Aix-Marseille; Université Abou Bekr Belkaid (Tlemcen, Algérie). Retrieved from http://www.theses.fr/2015AIXM4370

Chicago Manual of Style (16^th Edition):

Sari, Lamia. “Gestion des stocks dans un réseau de distribution approvisionnement et échanges : Inventory management in a distribution network supply and exchanges.” 2015. Doctoral Dissertation, Aix-Marseille; Université Abou Bekr Belkaid (Tlemcen, Algérie). Accessed April 14, 2021. http://www.theses.fr/2015AIXM4370.

MLA Handbook (7^th Edition):

Sari, Lamia. “Gestion des stocks dans un réseau de distribution approvisionnement et échanges : Inventory management in a distribution network supply and exchanges.” 2015. Web. 14 Apr 2021.

Vancouver:

Sari L. Gestion des stocks dans un réseau de distribution approvisionnement et échanges : Inventory management in a distribution network supply and exchanges. [Internet] [Doctoral dissertation]. Aix-Marseille; Université Abou Bekr Belkaid (Tlemcen, Algérie); 2015. [cited 2021 Apr 14]. Available from: http://www.theses.fr/2015AIXM4370.

Council of Science Editors:

Sari L. Gestion des stocks dans un réseau de distribution approvisionnement et échanges : Inventory management in a distribution network supply and exchanges. [Doctoral Dissertation]. Aix-Marseille; Université Abou Bekr Belkaid (Tlemcen, Algérie); 2015. Available from: http://www.theses.fr/2015AIXM4370

University of Houston

12. Saedi, Samira 1984-. Stochastic Optimization and Game Theoretic Approaches for Healthcare Supply Chain Analytics.

Degree: PhD, Industrial Engineering, 2013, University of Houston

URL: http://hdl.handle.net/10657/987

► Reduction in the availability of healthcare due to limited financial resources from one end and an aging U.S. population from the other end necessitate effective… (more)

▼ Reduction in the availability of healthcare due to limited financial resources from one end and an aging U.S. population from the other end necessitate effective use of resources in the health sector. This dissertation, addresses two applications of maximizing the quality of health service, namely, (i) diabetic foot ulcer prevention, and (ii) mitigating the impact of national pharmaceutical shortages. The first study deals with assessing the effectiveness of education and timely treatment to prevent diabetic foot ulcers and consequences. Considering the increasing population of diabetic patients, the lower quality of life in patients with foot ulcers, and higher treatment costs for diabetic patients with foot ulcers requires effective prevention strategies and timely treatment. In this study, a decision support system is proposed to evaluate cost-effectiveness for prevention strategies and receiving timely treatment. The anticipated outcome from this study is not only finding the effect of prevention strategies and timely treatment for different types of patients, but also an optimal threshold for expenditures on prevention strategies and treatments. In the second study, two different analytical approaches to solve the drug shortage problem are investigated. Despite the importance and value of the pharmaceutical market, a significant portion of public procurement spending is known to be lost due to poor practices such as inefficient management of orders and inventory. Together with the inevitable national drug shortages, inefficient inventory management causes lack of medicine leading to patients suffering and has direct life or death consequences. In this research, two different approaches are proposed to reduce critical shortages of healthcare providers. In the first approach, the optimal inventory policy for a healthcare facility is studied that minimizes the effect of drug shortages in the presence of uncertain supply disruptions and uncertain demand. Computational studies show significant cost savings for the proposed solution compared to the current inventory policy for a local healthcare facility. Second, an inventory sharing scheme is proposed, where hospital decisions are to be studied in a game theory setting. This study is expected to mitigate the impact of shortages for sets of facilities that can collaborate in an inventory sharing scheme without logistics issues. Advisors/Committee Members: Kundakcioglu, Erhun (advisor), Khator, Suresh K. (committee member), Lim, Gino J. (committee member), Bregman, Robert L. (committee member), Jordan, Victoria (committee member).

Subjects/Keywords: Stochastic Optimization; Game theory; Diabetic Foot Ulcer (DFU); Inventory management; Inventories; Inventory Sharing; Industrial engineering

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Saedi, S. 1. (2013). Stochastic Optimization and Game Theoretic Approaches for Healthcare Supply Chain Analytics. (Doctoral Dissertation). University of Houston. Retrieved from http://hdl.handle.net/10657/987

Chicago Manual of Style (16^th Edition):

Saedi, Samira 1984-. “Stochastic Optimization and Game Theoretic Approaches for Healthcare Supply Chain Analytics.” 2013. Doctoral Dissertation, University of Houston. Accessed April 14, 2021. http://hdl.handle.net/10657/987.

MLA Handbook (7^th Edition):

Saedi, Samira 1984-. “Stochastic Optimization and Game Theoretic Approaches for Healthcare Supply Chain Analytics.” 2013. Web. 14 Apr 2021.

Vancouver:

Saedi S1. Stochastic Optimization and Game Theoretic Approaches for Healthcare Supply Chain Analytics. [Internet] [Doctoral dissertation]. University of Houston; 2013. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/10657/987.

Council of Science Editors:

Saedi S1. Stochastic Optimization and Game Theoretic Approaches for Healthcare Supply Chain Analytics. [Doctoral Dissertation]. University of Houston; 2013. Available from: http://hdl.handle.net/10657/987

University of Toronto

13. Huang, Xuancheng. Mean-Field Games and Ambiguity Aversion.

Degree: PhD, 2017, University of Toronto

URL: http://hdl.handle.net/1807/80975

► This thesis focuses on incorporating the idea of ambiguity aversion into mean-field games. Intuitively, mean-field games describes the dynamics of a system with an infinite… (more)

▼ This thesis focuses on incorporating the idea of ambiguity aversion into mean-field games. Intuitively, mean-field games describes the dynamics of a system with an infinite population. It is useful in approximating systems with a large population, for which an exact result is computationally intractable. By adding in ambiguity aversion, the mean-field game reflects how players in the population should act if they wish to protect themselves from model misspecification. Two applications of mean-field games are considered through two distinct approaches. The broker execution problem is investigated in a multi-agent framework containing (i) a major agent who is liquidating a large number of shares, (ii) a number of minor agents (high-frequency traders (HFTs)) who search for statistical arbitrage strategies, and (iii) noise traders who buy and sell for exogenous reasons. All optimizing agents (the broker and HFTs) trade against noise traders as well as one another. We use a mean-field game approach to solve the problem and obtain a set of decentralized feedback trading strategies for the major and minor agents. Furthermore, the mean-field game strategies have an ε_N-Nash equilibrium property where ε_N\to0 as N → ∞. The second application focuses on interbank borrowing and lending, which may induce systemic risk into financial markets. A simple model of this is to assume that log-monetary reserves are coupled, and that banks can also borrow/lend from/to a central bank. When all banks optimize their cost of borrowing and lending, this leads to a stochastic game. We account for model uncertainty by recasting the problem as a robust stochastic game and succeed in providing a strategy which leads to a Nash equilibria for both the finite game and the mean-field game limit. We prove that an ε-Nash equilibrium exists and show that when firms are ambiguity-averse, default probabilities can be reduced relative to their ambiguity-neutral counterparts. Finally, this thesis develops a modified stochastic maximum principle for min-max problems, and derives new existence and uniqueness results for a mean-field game with ambiguity averse players. An ε-Nash equilibrium is shown to exist for this class of mean-field games, and the mean-field game equations are explicitly derived in the linear-quadratic framework. Advisors/Committee Members: Jaimungal, Sebastian, Statistics.

Subjects/Keywords: ambiguity aversion; game theory; high frequency trading; mathematical finance; mean-field games; stochastic games; 0463

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Huang, X. (2017). Mean-Field Games and Ambiguity Aversion. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/80975

Chicago Manual of Style (16^th Edition):

Huang, Xuancheng. “Mean-Field Games and Ambiguity Aversion.” 2017. Doctoral Dissertation, University of Toronto. Accessed April 14, 2021. http://hdl.handle.net/1807/80975.

MLA Handbook (7^th Edition):

Huang, Xuancheng. “Mean-Field Games and Ambiguity Aversion.” 2017. Web. 14 Apr 2021.

Vancouver:

Huang X. Mean-Field Games and Ambiguity Aversion. [Internet] [Doctoral dissertation]. University of Toronto; 2017. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/1807/80975.

Council of Science Editors:

Huang X. Mean-Field Games and Ambiguity Aversion. [Doctoral Dissertation]. University of Toronto; 2017. Available from: http://hdl.handle.net/1807/80975

University of Toronto

14. Casgrain, Philippe. Algorithmic Trading with Latent Models and Mean-Field Games.

Degree: PhD, 2019, University of Toronto

URL: http://hdl.handle.net/1807/95757

► This thesis explores how agents should optimally trade in electronic markets when they account for latent factors and the optimal actions of other traders. It… (more)

▼ This thesis explores how agents should optimally trade in electronic markets when they account for latent factors and the optimal actions of other traders. It investigates the problem from the perspective of large-scale stochastic games with incomplete information and populations composed of heterogeneous agents, to which it provides closed form and model-agnostic solutions. The thesis contains two main parts. In the first part, we study the single agent optimal control problem when an agent has incomplete market information. Using the dynamic programming principle and filtration projection techniques we obtain closed-form formulae for the optimal trading strategy for a wide class of latent Markov models. We generalize this problem to an economy where the agent simultaneously trades multiple assets and tracks a stochastic benchmark. Using a novel method based on infinite-dimensional convex analysis we solve the agent’s optimization problem by representing it as the solution to a system of forward-backward stochastic differential equations. This allows both the extension to very general models for asset prices and implicitly provides the existence and uniqueness of solutions to the optimal control problem. In addition, we consider the practical implementation of these latent models and provide algorithms for the estimation of model parameters using expectation-maximization algorithm. In the second part, we consider the case of large populations of heterogeneous agents competing amongst one another on an exchange. We model these as stochastic games with partial and asymmetric information driven by latent semi-martingale price processes. By taking the limit as the population size tends to infinity, we obtain a mean-field game for which we can solve the Nash equilibrium in closed form by generalizing the convex analysis methods developed earlier. We further extend these models to incorporate disagreement amongst agents, represented by their beliefs on the probability measure driving asset prices. Although solutions to the extended model cannot be computed explicitly, we provide a least-square Monte-Carlo based algorithm to approximate the Nash equilibrium. In both cases, we show that the optimal solutions we obtain satisfy an ε-Nash equilibrium property in finite population games. Advisors/Committee Members: Jaimungal, Sebastian, Mathematical Finance.

Subjects/Keywords: Algorithmic Trading; Game Theory; Mathematical Finance; Mean-Field Games; Probability; Stochastic Control; 0364

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Casgrain, P. (2019). Algorithmic Trading with Latent Models and Mean-Field Games. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/95757

Chicago Manual of Style (16^th Edition):

Casgrain, Philippe. “Algorithmic Trading with Latent Models and Mean-Field Games.” 2019. Doctoral Dissertation, University of Toronto. Accessed April 14, 2021. http://hdl.handle.net/1807/95757.

MLA Handbook (7^th Edition):

Casgrain, Philippe. “Algorithmic Trading with Latent Models and Mean-Field Games.” 2019. Web. 14 Apr 2021.

Vancouver:

Casgrain P. Algorithmic Trading with Latent Models and Mean-Field Games. [Internet] [Doctoral dissertation]. University of Toronto; 2019. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/1807/95757.

Council of Science Editors:

Casgrain P. Algorithmic Trading with Latent Models and Mean-Field Games. [Doctoral Dissertation]. University of Toronto; 2019. Available from: http://hdl.handle.net/1807/95757

University of New Mexico

15. Li, Ding. Machine Learning Aided Decision Making and Adaptive Stochastic Control in a Hierarchical Interactive Smart Grid.

Degree: Electrical and Computer Engineering, 2015, University of New Mexico

URL: http://hdl.handle.net/1928/25796

► In this dissertation, a hierarchical interactive architecture for the future smart grid is proposed. This hierarchical architecture consists of different layers ranging from the households,… (more)

▼ In this dissertation, a hierarchical interactive architecture for the future smart grid is proposed. This hierarchical architecture consists of different layers ranging from the households, microgrid controller level, feeder level and substation level. The proposed smart grid architecture is scalable while allowing for sufficient resource pooling, because in each layer the power generation and consumption sides interact in a similar manner. Therefore, we develop an abstract Grid model with distributed energy resources (DER) and storage facilities. A comprehensive real time interactive scheme is proposed for the abstract Grid model, which addresses several important topics: (1) load prediction and uncertainty modeling, (2) demand response (DR), (3) stochastic tracking control of the conventional generation in the presence of DER's (both renewable energy and plug-in hybrid electric vehicle (PHEV)) and (4) machine learning aided decision making for smart-homes. In the first part, a series of linear prediction models are presented for the load prediction purposes, including standard autoregressive (AR) process and time varying autoregressive (TVAR) process, according to different assumptions on the stationarity of customer load profile: piecewise stationarity, local stationarity and cyclo-stationarity. Two important issues in AR/TVAR models are addressed: determining the order of AR/TVAR models and calculating the AR/TVAR coefficients. The partial autocorrelation function (PACF) is analyzed to determine the model order and the minimum mean squared error (MMSE) estimator is adopted to derive the AR/TVAR coefficients, which leads to the Yule-Walker type of equations. In the second part, a DR scheduling scheme based on the Utility cost minimization with different customer clustering sizes. A convex optimization problem is formulated and the optimal demand response profile is in the form of a two-dimensional water-filling solution either with flat water levels or different water levels for different customers. A trade-off strategy which attempts to balance the competing objectives (centralized and distributed) is also provided based on the Price of Anarchy (PoA) analysis. In the third part, two stochastic tracking schemes are proposed to balance the power generation and consumption: (1) reference dynamics-based tracking and (2) reference statistics-based tracking. The proposed optimal tracking control schemes are further generalized by considering the realistic scenario with asynchronous net load demand signals from different customers. Based on the separation principle in reference prediction and tracking design, we propose both centralized and distributed reference prediction schemes based on Kalman filtering technique. In the forth part, with the hierarchical architecture well developed, the smart-home decision making problem is addressed by combining solutions to two subproblems: (1) a hidden mode Markov decision process (HM-MDP) model based centralized sequential decision making at the microgrid controller to… Advisors/Committee Members: Jayaweera, Sudharman, Abdallah, Chaouki, Graham, Edward, Sorrentino, Francesco.

Subjects/Keywords: Smart Grid; Machine Learning; Adaptive Tracking Control; Stochastic Signal Processing; Game Theory; Optimization

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Li, D. (2015). Machine Learning Aided Decision Making and Adaptive Stochastic Control in a Hierarchical Interactive Smart Grid. (Doctoral Dissertation). University of New Mexico. Retrieved from http://hdl.handle.net/1928/25796

Chicago Manual of Style (16^th Edition):

Li, Ding. “Machine Learning Aided Decision Making and Adaptive Stochastic Control in a Hierarchical Interactive Smart Grid.” 2015. Doctoral Dissertation, University of New Mexico. Accessed April 14, 2021. http://hdl.handle.net/1928/25796.

MLA Handbook (7^th Edition):

Li, Ding. “Machine Learning Aided Decision Making and Adaptive Stochastic Control in a Hierarchical Interactive Smart Grid.” 2015. Web. 14 Apr 2021.

Vancouver:

Li D. Machine Learning Aided Decision Making and Adaptive Stochastic Control in a Hierarchical Interactive Smart Grid. [Internet] [Doctoral dissertation]. University of New Mexico; 2015. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/1928/25796.

Council of Science Editors:

Li D. Machine Learning Aided Decision Making and Adaptive Stochastic Control in a Hierarchical Interactive Smart Grid. [Doctoral Dissertation]. University of New Mexico; 2015. Available from: http://hdl.handle.net/1928/25796

16. Yousefian, Seyed Farzad. Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization.

Degree: PhD, 0127, 2013, University of Illinois – Urbana-Champaign

URL: http://hdl.handle.net/2142/45385

► Stochastic approximation (SA) methods, first proposed by Robbins and Monro in 1951 for root- finding problems, have been widely used in the literature to solve… (more)

▼ Stochastic approximation (SA) methods, first proposed by Robbins and Monro in 1951 for root- finding problems, have been widely used in the literature to solve problems arising from stochastic convex optimization, stochastic Nash games and more recently stochastic variational inequalities. Several challenges arise in the development of SA schemes. First, little guidance is provided on the choice of the steplength sequence. Second, most variants of these schemes in optimization require differentiability of the objective function and Lipschitz continuity of the gradient. Finally, strong convexity of the objective function is another requirement that is a strong assumption to hold. Motivated by these challenges, this thesis focuses on studying research challenges related to the SA methods in three different areas: (i) steplengths, (ii) smoothing, and (iii) regularization. The first part of this thesis pertains to solving strongly convex differentiable stochastic optimization problems using SA methods. The performance of standard SA implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, we present two adaptive steplength schemes equipped with convergence theory that aim to overcome some of the reliance on user-specefi c parameters. Of these, the first scheme, referred to as a recursive steplength stochastic approximation (RSA) scheme, minimizes the error bounds to derive a rule that expresses the steplength at a given iteration as a simple function of the steplength at the previous iteration and certain problem parameters. The second scheme, termed as a cascading steplength stochastic approximation (CSA) scheme, maintains the steplength sequence as a piecewise-constant decreasing function with the reduction in the steplength occurring when a suitable error threshold is met. We then allow for nondiff erentiable objectives but with bounded subgradients over a certain domain. In such a regime, we propose a local smoothing technique, based on random local perturbations of the objective function that leads to a differentiable approximation of the function and a Lipschitzian property for the gradient of the approximation. This facilitates the development of an adaptive steplength stochastic approximation framework, which now requires sampling in the product space of the original measure and the artifi cally introduced distribution. Motivated by problems arising in decentralized control problems and non-cooperative Nash games, in the second part of this thesis, we consider a class of strongly monotone Cartesian variational inequality problems, where the mappings either contain expectations or their evaluations are corrupted by error. Such complications are captured under the umbrella of Cartesian stochastic variational inequality (CSVI) problems and we consider solving such problems via SA schemes. Spece fically, along similar directions to the RSA scheme, a stepsize rule is… Advisors/Committee Members: Nedich, Angelia (advisor), Shanbhag, Vinayak V. (advisor), Nedich, Angelia (Committee Chair), Shanbhag, Vinayak V. (committee member), Srikant, Rayadurgam (committee member), Zhou, Enlu (committee member).

Subjects/Keywords: Stochastic approximation methods; Stochastic optimization; Stochastic variational inequalities; Game theory

…stochastic utility problem . . . . . . . . . . . . . . 5.2 A bilinear matrix game problem… …HSA schemes . . . . . . . . . stochastic Nash-Cournot game – settings of parameters… …stochastic Nash-Cournot game – 90% CIs for MSR-DASA and MSR-HSA schemes . stochastic Nash-Cournot… …The stochastic Nash-Cournot game – comparison among all the schemes . . . . . . . . . . The… …stochastic Nash-Cournot game – setting S(5) – MSR-DASA vs. MSR-HSA schemes . The…

14 more images…

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Yousefian, S. F. (2013). Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/45385

Chicago Manual of Style (16^th Edition):

Yousefian, Seyed Farzad. “Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization.” 2013. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed April 14, 2021. http://hdl.handle.net/2142/45385.

MLA Handbook (7^th Edition):

Yousefian, Seyed Farzad. “Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization.” 2013. Web. 14 Apr 2021.

Vancouver:

Yousefian SF. Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2013. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/2142/45385.

Council of Science Editors:

Yousefian SF. Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2013. Available from: http://hdl.handle.net/2142/45385

University of Illinois – Urbana-Champaign

17. Yekkehkhany, Ali. Risk-averse multi-armed bandits and game theory.

Degree: PhD, Electrical & Computer Engr, 2020, University of Illinois – Urbana-Champaign

URL: http://hdl.handle.net/2142/108439

► The multi-armed bandit (MAB) and game theory literature is mainly focused on the expected cumulative reward and the expected payoffs in a game, respectively. In… (more)

▼ The multi-armed bandit (MAB) and game theory literature is mainly focused on the expected cumulative reward and the expected payoffs in a game, respectively. In contrast, the rewards and the payoffs are often random variables whose expected values only capture a vague idea of the overall distribution. The focus of this dissertation is to study the fundamental limits of the existing bandits and game theory problems in a risk-averse framework and propose new ideas that address the shortcomings. The author believes that human beings are mostly risk-averse, so studying multi-armed bandits and game theory from the point of view of risk aversion, rather than expected reward/payoff, better captures reality. In this manner, a specific class of multi-armed bandits, called explore-then-commit bandits, and stochastic games are studied in this dissertation, which are based on the notion of Risk-Averse Best Action Decision with Incomplete Information (R-ABADI, Abadi is the maiden name of the author's mother). The goal of the classical multi-armed bandits is to exploit the arm with the maximum score defined as the expected value of the arm reward. Instead, we propose a new definition of score that is derived from the joint distribution of all arm rewards and captures the reward of an arm relative to those of all other arms. We use a similar idea for games and propose a risk-averse R-ABADI equilibrium in game theory that is possibly different from the Nash equilibrium. The payoff distributions are taken into account to derive the risk-averse equilibrium, while the expected payoffs are used to find the Nash equilibrium. The fundamental properties of games, e.g. pure and mixed risk-averse R-ABADI equilibrium and strict dominance, are studied in the new framework and the results are expanded to finite-time games. Furthermore, the stochastic congestion games are studied from a risk-averse perspective and three classes of equilibria are proposed for such games. It is shown by examples that the risk-averse behavior of travelers in a stochastic congestion game can improve the price of anarchy in Pigou and Braess networks. Furthermore, the Braess paradox does not occur to the extent proposed originally when travelers are risk-averse. We also study an online affinity scheduling problem with no prior knowledge of the task arrival rates and processing rates of different task types on different servers. We propose the Blind GB-PANDAS algorithm that utilizes an exploration-exploitation scheme to load balance incoming tasks on servers in an online fashion. We prove that Blind GB-PANDAS is throughput optimal, i.e. it stabilizes the system as long as the task arrival rates are inside the capacity region. The Blind GB-PANDAS algorithm is compared to FCFS, Max-Weight, and c-mu-rule algorithms in terms of average task completion time through simulations, where the same exploration-exploitation approach as Blind GB-PANDAS is used for Max-Weight and c-μ-rule. The extensive simulations show that the Blind GB-PANDAS algorithm conspicuously… Advisors/Committee Members: Nagi, Rakesh (advisor), Nagi, Rakesh (Committee Chair), Hajek, Bruce (committee member), Shomorony, Ilan (committee member), Srikant, Rayadurgam (committee member).

Subjects/Keywords: Online Learning; Multi-Armed Bandits; Exploration-Exploitation; Explore-Then-Commit Bandits; Risk-Aversion; Game Theory; Stochastic Game Theory; Congestion Games; Affinity Scheduling; MapReduce; Data Center

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Yekkehkhany, A. (2020). Risk-averse multi-armed bandits and game theory. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/108439

Chicago Manual of Style (16^th Edition):

Yekkehkhany, Ali. “Risk-averse multi-armed bandits and game theory.” 2020. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed April 14, 2021. http://hdl.handle.net/2142/108439.

MLA Handbook (7^th Edition):

Yekkehkhany, Ali. “Risk-averse multi-armed bandits and game theory.” 2020. Web. 14 Apr 2021.

Vancouver:

Yekkehkhany A. Risk-averse multi-armed bandits and game theory. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2020. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/2142/108439.

Council of Science Editors:

Yekkehkhany A. Risk-averse multi-armed bandits and game theory. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2020. Available from: http://hdl.handle.net/2142/108439

University of Illinois – Urbana-Champaign

18. Wang, Zhenyu. Collective dynamics of evolving populations and their strategies with application to medicine.

Degree: PhD, 0240, 2013, University of Illinois – Urbana-Champaign

URL: http://hdl.handle.net/2142/45697

► This dissertation focuses ultimately on the topic of evolution, which is the foundation of modern biology. I hope to understand, in a general sense, evolution… (more)

▼ This dissertation focuses ultimately on the topic of evolution, which is the foundation of modern biology. I hope to understand, in a general sense, evolution on a population scale by investigating individual level interactions. In this dissertation, I present four projects in biophysics performed under the supervision of Professor Nigel Goldenfeld: Population dynamics of viruses and their hosts, game theory and the social life of micro-organisms, a novel mechanism enhancing cooperation in evolutionary game theory, and evolutionary robust strategies for delivery of antibiotics. In the first project, starting with stochastic rate equations for the fundamental interactions between microbes and their viruses, we derive a mean-field theory for the population dynamics of microbe-virus systems, including the effects of lysogeny. In the absence of lysogeny, our model is a generalization of that proposed phenomenologically by Weitz and Dushoff. In the presence of lysogeny, we analyze the possible states of the system, identifying a novel limit cycle, which we interpret physically. To test the robustness of our mean field calculations to demographic fluctuations, we have compared our results with stochastic simulations using the Gillespie algorithm. Finally, we estimate the range of parameters that delineate the various steady states of our model. In the second project, we present a mean field model for the phase diagram of a community of micro- organisms, interacting through their metabolism so that they are, in effect, engaging in a cooperative social game. We show that as a function of the concentration of the nutrients glucose and histidine, the community undergoes a phase transition separating a state in which one strain is dominant to a state which is characterized by coexisting populations. Our results are in good agreement with recent experimental results, correctly reproducing quantitative trends and predicting the phase diagram. In the third project, we propose a novel mechanism to enhance cooperation in evolutionary game theory. Explicitly incorporating stochasticity in the phenotypic decision making process, and the interaction between evolution and ecology in the dynamic landscape, we demonstrate that for a wide variety of cooperative games of the prisoner’s dilemma type, cooperation eventually becomes the dominant strategy as long as the rules are permitted to evolve in response to the changing environment. Therefore, the ubiquitously observed cooperation in nature may come from stochastic phenotype and evolutionary landscape rather than the detailed type of competition. Altruism becomes an advantageous strategy, because it avoids being exploited by selfish agents. In the last project, we treat antibiotic resistance, which is a major concern in public health. Compared with conventional antibiotics, we show that the emergence of antibiotic resistance can be significantly delayed by using narrow and ultra-narrow spectrum antibiotics to target pathogens, rather than the entire microbiome. We also develop a new… Advisors/Committee Members: Goldenfeld, Nigel D. (advisor), Dahmen, Karin A. (Committee Chair), Goldenfeld, Nigel D. (committee member), Oono, Yoshitsugu (committee member), Chemla, Yann R. (committee member).

Subjects/Keywords: evolution; antibiotics; antibiotic resistance; quorum sensing; cooperation; game theory; evolutionary game theory; altruism; micro-organism; stochastic rate equation; population dynamics; virus; lysogen

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Wang, Z. (2013). Collective dynamics of evolving populations and their strategies with application to medicine. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/45697

Chicago Manual of Style (16^th Edition):

Wang, Zhenyu. “Collective dynamics of evolving populations and their strategies with application to medicine.” 2013. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed April 14, 2021. http://hdl.handle.net/2142/45697.

MLA Handbook (7^th Edition):

Wang, Zhenyu. “Collective dynamics of evolving populations and their strategies with application to medicine.” 2013. Web. 14 Apr 2021.

Vancouver:

Wang Z. Collective dynamics of evolving populations and their strategies with application to medicine. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2013. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/2142/45697.

Council of Science Editors:

Wang Z. Collective dynamics of evolving populations and their strategies with application to medicine. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2013. Available from: http://hdl.handle.net/2142/45697

Georgia Tech

19. Bishop, Robert Reid. Developing trust and managing uncertainty in partially observable sequential decision-making environments.

Degree: PhD, Industrial and Systems Engineering, 2019, Georgia Tech

URL: http://hdl.handle.net/1853/62302

► This dissertation consists of three distinct, although conceptually related, papers that are unified in their focus on data-driven, stochastic sequential decision-making environments, but differentiated in… (more)

▼ This dissertation consists of three distinct, although conceptually related, papers that are unified in their focus on data-driven, stochastic sequential decision-making environments, but differentiated in their respective applications. In Chapter 2, we discuss a special class of partially observable Markov decision processes (POMDPs) in which the sources of uncertainty can be naturally separated into a hierarchy of effects — controllable, completely observable effects and exogenous, partially observable effects. For this class of POMDPs, we provide conditions under which value and policy function structural properties are inherited from an analogous class of MDPs, and discuss specialized solution procedures. In Chapter 3, we discuss an inventory control problem in which actions are time-lagged, and there are three explicit sources of demand uncertainty — the state of the macroeconomy, product-specific demand variability, and information quality. We prove that a base stock policy — defined with respect to pipeline inventory and a Bayesian belief distribution over states of the macroeconomy — is optimal, and demonstrate how to compute these base stock levels efficiently using support vector machines and Monte Carlo simulation. Further, we show how to use these results to determine how best to strategically allocate capital toward a better information infrastructure or a more agile supply chain. Finally, in Chapter 4, we consider how to generate trust in so-called development processes, such as supply chains, certain artificial intelligence systems, and maintenance processes, in which there can be adversarial manipulation and we must hedge against the risk of misapprehension of attacker objectives and resources. We show how to model dynamic agent interaction using a partially-observable Markov game (POMG) framework, and present a heuristic solution procedure, based on self-training concepts, for determining a robust defender policy. Advisors/Committee Members: White, Chelsea C. (advisor), Zhou, Enlu (committee member), Ayhan, Hayriye (committee member), Wang, He (committee member), Eames, Brandon (committee member), Outkin, Alexander (committee member).

Subjects/Keywords: Stochastic optimization; Dynamic programming; Supply chain design; Trust; Data-driven decision-making; Structure; Value of information; Robust optimization; Game theory; Simulation

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Bishop, R. R. (2019). Developing trust and managing uncertainty in partially observable sequential decision-making environments. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/62302

Chicago Manual of Style (16^th Edition):

Bishop, Robert Reid. “Developing trust and managing uncertainty in partially observable sequential decision-making environments.” 2019. Doctoral Dissertation, Georgia Tech. Accessed April 14, 2021. http://hdl.handle.net/1853/62302.

MLA Handbook (7^th Edition):

Bishop, Robert Reid. “Developing trust and managing uncertainty in partially observable sequential decision-making environments.” 2019. Web. 14 Apr 2021.

Vancouver:

Bishop RR. Developing trust and managing uncertainty in partially observable sequential decision-making environments. [Internet] [Doctoral dissertation]. Georgia Tech; 2019. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/1853/62302.

Council of Science Editors:

Bishop RR. Developing trust and managing uncertainty in partially observable sequential decision-making environments. [Doctoral Dissertation]. Georgia Tech; 2019. Available from: http://hdl.handle.net/1853/62302

20. Laan, Corine Maartje. Games for the Optimal Deployment of Security Forces.

Degree: 2019, University of Twente

URL: https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; c56e8ec1-e750-4861-9f92-fe0910cbef31 ; 10.3990/1.9789036547000 ; urn:isbn:978-90-365-4700-0 ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html

► In this thesis, we develop mathematical models for the optimal deployment of security forces addressing two main challenges: adaptive behavior of the adversary and uncertainty… (more)

▼ In this thesis, we develop mathematical models for the optimal deployment of security forces addressing two main challenges: adaptive behavior of the adversary and uncertainty in the model. We address several security applications and model them as agent-intruder games. The agent represents the security forces which can be the coast guard, airport control, or military assets, while the intruder represents the agent's adversary such as illegal fishermen, terrorists or enemy submarines. To determine the optimal agent's deployment strategy, we assume that we deal with an intelligent intruder. This means that the intruder is able to deduce the strategy of the agent. To take this into account, for example by using randomized strategies, we use game theoretical models which are developed to model situations in which two or more players interact. Additionally, uncertainty may arise at several aspects. For example, there might be uncertainty in sensor observations, risk levels of certain areas, or travel times. We address this uncertainty by combining game theoretical models with stochastic modeling, such as queueing theory, Bayesian beliefs, and stochastic game theory. This thesis consists of three parts. In the first part, we introduce two game theoretical models on a network of queues. First, we develop an interdiction game on a network of queues where the intruder enters the network as a regular customer and aims to route to a target node. The agent is modeled as a negative customer which can inspect the queues and remove intruders. By modeling this as a queueing network, stochastic arrivals and travel times can be taken into account. The second model considers a non-cooperative game on a queueing network where multiple players decide on a route that minimizes their sojourn time. We discuss existence of pure Nash equilibria for games with continuous and discrete strategy space and describe how such equilibria can be found. The second part of this thesis considers dynamic games in which information that becomes available during the game plays a role. First, we consider partially observable agent-intruder games (POAIGs). In these types of games, both the agent and the intruder do not have full information about the state space. However, they do partially observe the state space, for example by using sensors. We prove the existence of approximate Nash equilibria for POAIGs with an infinite time horizon and provide methods to find (approximate) solutions for both POAIGs with a finite time horizon and POAIGs with an infinite time horizon. Second, we consider anti-submarine warfare operations with time dependent strategies where parts of the agent's strategy becomes available to the intruder during the game. The intruder represents an enemy submarine which aims to attack a high value unit. The agent is trying to prevent this by the deployment of both frigates and helicopters. In the last part of this thesis we discuss games with restrictions on the agent's strategy. We consider a special case of security games dealing with the… Advisors/Committee Members: Boucherie, Richardus J., Stochastic Operations Research.

Subjects/Keywords: Game theory; Stochastic models; Security applications; Mathematics(all)

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Laan, C. M. (2019). Games for the Optimal Deployment of Security Forces. (Doctoral Dissertation). University of Twente. Retrieved from https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; c56e8ec1-e750-4861-9f92-fe0910cbef31 ; 10.3990/1.9789036547000 ; urn:isbn:978-90-365-4700-0 ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html

Chicago Manual of Style (16^th Edition):

Laan, Corine Maartje. “Games for the Optimal Deployment of Security Forces.” 2019. Doctoral Dissertation, University of Twente. Accessed April 14, 2021. https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; c56e8ec1-e750-4861-9f92-fe0910cbef31 ; 10.3990/1.9789036547000 ; urn:isbn:978-90-365-4700-0 ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html.

MLA Handbook (7^th Edition):

Laan, Corine Maartje. “Games for the Optimal Deployment of Security Forces.” 2019. Web. 14 Apr 2021.

Vancouver:

Laan CM. Games for the Optimal Deployment of Security Forces. [Internet] [Doctoral dissertation]. University of Twente; 2019. [cited 2021 Apr 14]. Available from: https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; c56e8ec1-e750-4861-9f92-fe0910cbef31 ; 10.3990/1.9789036547000 ; urn:isbn:978-90-365-4700-0 ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html.

Council of Science Editors:

Laan CM. Games for the Optimal Deployment of Security Forces. [Doctoral Dissertation]. University of Twente; 2019. Available from: https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; c56e8ec1-e750-4861-9f92-fe0910cbef31 ; 10.3990/1.9789036547000 ; urn:isbn:978-90-365-4700-0 ; urn:nbn:nl:ui:28-c56e8ec1-e750-4861-9f92-fe0910cbef31 ; https://research.utwente.nl/en/publications/games-for-the-optimal-deployment-of-security-forces(c56e8ec1-e750-4861-9f92-fe0910cbef31).html

21. Karelović, Bruno. Quantitative analysis of stochastic systems : priority games and populations of Markov chains : Analyse quantitative des systèmes stochastiques : jeux de priorité et population de chaînes de Markov.

Degree: Docteur es, Informatique. Théorie des jeux, 2017, Sorbonne Paris Cité

URL: http://www.theses.fr/2017USPCC165

►

Cette thèse examine certaines questions quantitatives dans le cadre de deux modèles stochastiques différents. Il est divisé en deux parties : la première partie examine… (more)

▼

Cette thèse examine certaines questions quantitatives dans le cadre de deux modèles stochastiques différents. Il est divisé en deux parties : la première partie examine une nouvelle classe de jeux stochastiques avec une fonction de paiement particulière que nous appelons « de priorité ». Cette classe de jeux contient comme sous-classes propre les jeux de parité, largement étudiés en informatique, et les jeux de limsup et liminf, étudiés dans la théorie des jeux. La deuxième partie de la thèse examine certaines questions naturelles mais complexes sur les distributions, étudiées dans le cadre plus simple des chaînes de Markov à espace d'états fini. Dans la première partie, nous examinons les jeux à somme nulle à deux joueurs en se centrant sur la fonction de paiement de priorité. Cette fonction de paiement génère le gain utilisé dans les jeux de parité. Nous considérons à la fois les jeux de priorité stochastiques à tour de rôle et les jeux de priorité simultanés. Notre approche des jeux de priorité est basée sur le concept du point fixe le plus proche (« nearest fixed point ») des applications monotones non expansives et étend l'approche mu-calcul aux jeux de priorité.La deuxième partie de la thèse concerne les questions de population. De manière simplifiée, nous examinons comment une distribution de probabilité sur les états évolue dans le temps. Plus précisément, nous sommes intéressés par des questions comme la suivante : à partir d'une distribution initiale, la population peut-elle atteindre à un moment donné une distribution avec une probabilité dépassant un seuil donné dans l'état visé? Il s'avère que ce type de questions est beaucoup plus difficile à gérer que les questions concernant les trajectoires individuelles : on ne connaît pas, pour le modèle des chaînes de Markov, si les questions de population soient décidables. Nous étudions les restrictions des chaînes de Markov assurant la décision des questions de population.

This thesis examines some quantitative questions in the framework of two different stochastic models. It is divided into two parts: the first part examines a new class of stochastic games with priority payoff. This class of games contains as proper subclasses the parity games extensively studied in computer science, and limsup and liminf games studied in game theory. The second part of the thesis examines some natural but involved questions about distributions, studied in the simple framework of finite state Markov chain.In the first part, we examine two-player zero-sum games focusing on a particular payoff function that we call the priority payoff. This payoff function generalizes the payoff used in parity games. We consider both turn-based stochastic priority games and concurrent priority games. Our approach to priority games is based on the concept of the nearest fixed point of monotone nonexpansive mappings and extends the mu-calculus approach to priority games.The second part of the thesis deals with population questions. Roughly speaking, we examine how a probability distribution…

Advisors/Committee Members: Zielonka, Wieslaw (thesis director), Genest, Blaise (thesis director).

Subjects/Keywords: Jeux de parité; Jeux de priorité; Markov chaines; Stochastic systems; Game theory; Parity games; Priority games

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Karelović, B. (2017). Quantitative analysis of stochastic systems : priority games and populations of Markov chains : Analyse quantitative des systèmes stochastiques : jeux de priorité et population de chaînes de Markov. (Doctoral Dissertation). Sorbonne Paris Cité. Retrieved from http://www.theses.fr/2017USPCC165

Chicago Manual of Style (16^th Edition):

Karelović, Bruno. “Quantitative analysis of stochastic systems : priority games and populations of Markov chains : Analyse quantitative des systèmes stochastiques : jeux de priorité et population de chaînes de Markov.” 2017. Doctoral Dissertation, Sorbonne Paris Cité. Accessed April 14, 2021. http://www.theses.fr/2017USPCC165.

MLA Handbook (7^th Edition):

Karelović, Bruno. “Quantitative analysis of stochastic systems : priority games and populations of Markov chains : Analyse quantitative des systèmes stochastiques : jeux de priorité et population de chaînes de Markov.” 2017. Web. 14 Apr 2021.

Vancouver:

Karelović B. Quantitative analysis of stochastic systems : priority games and populations of Markov chains : Analyse quantitative des systèmes stochastiques : jeux de priorité et population de chaînes de Markov. [Internet] [Doctoral dissertation]. Sorbonne Paris Cité; 2017. [cited 2021 Apr 14]. Available from: http://www.theses.fr/2017USPCC165.

Council of Science Editors:

Karelović B. Quantitative analysis of stochastic systems : priority games and populations of Markov chains : Analyse quantitative des systèmes stochastiques : jeux de priorité et population de chaînes de Markov. [Doctoral Dissertation]. Sorbonne Paris Cité; 2017. Available from: http://www.theses.fr/2017USPCC165

University of Miami

22. Vijayvargiya, Abhishek. Multiobjective Optimization of Uncertain Mechanical Systems.

Degree: MS, Mechanical Engineering (Engineering), 2009, University of Miami

URL: https://scholarlyrepository.miami.edu/oa_theses/224

► This thesis is aimed at the optimum design of uncertain mechanical components and systems involving multiple objectives and constraints. There are various mechanical and… (more)

▼ This thesis is aimed at the optimum design of uncertain mechanical components and systems involving multiple objectives and constraints. There are various mechanical and design problems that are encountered every now and then which require the output that equalize several conflicting objectives. In recent years several methods have been developed to find a solution to multiobjective problems. The most efficient method for obtaining a compromise solution is the game theory method, which is based on the Pareto minimum or optimum solution. A thorough methodology is developed, and subsequently applied to three examples problems. The first problem is to design four helical springs which are further used to support a milling machine. The objective is to minimize the weight of the spring, also to minimize the deflection, and to maximize the natural frequency thus making the problem as a multiobjective problem. Further the subjected constraint is the shear stress constraint. After finding the optimized solution of the deterministic problem, the problem is again solved using Stochastic Nonlinear Programming, and after that it is solved using Interval Analysis. Game theory is used individually in all the three cases. The second problem is to design a gear box where the objectives are defined as the weight of the gear box, stress developed in the shaft 1, and the stress developed in shaft 2. It is subjected to nine constraints which are bending stress in teeth, contact stress of teeth, transverse displacement of shafts 1 and 2, and constraints related to the torque. The third problem is to design a power screw and the objective is to minimize the volume of the screw, and to maximize the critical buckling load and thus making it a multiobjective problem. It is subjected to constraints of being screw to be self locking, then the shear stress in screw thread, and the bearing stress in threads. The results of all the three problems that are achieved using Deterministic, Stochastic Nonlinear Programming, and Interval Analysis Method are tabulated, and the value of each objective achieved using these three methods for each problem at a time are compared to find out the most optimized solution. Advisors/Committee Members: Singiresu S. Rao, Burt Rosenberg, Jizhou Song.

Subjects/Keywords: Interval Analysis; Stochastic Nonlinear Programming; Optimization; Game Theory

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Vijayvargiya, A. (2009). Multiobjective Optimization of Uncertain Mechanical Systems. (Thesis). University of Miami. Retrieved from https://scholarlyrepository.miami.edu/oa_theses/224

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Vijayvargiya, Abhishek. “Multiobjective Optimization of Uncertain Mechanical Systems.” 2009. Thesis, University of Miami. Accessed April 14, 2021. https://scholarlyrepository.miami.edu/oa_theses/224.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Vijayvargiya, Abhishek. “Multiobjective Optimization of Uncertain Mechanical Systems.” 2009. Web. 14 Apr 2021.

Vancouver:

Vijayvargiya A. Multiobjective Optimization of Uncertain Mechanical Systems. [Internet] [Thesis]. University of Miami; 2009. [cited 2021 Apr 14]. Available from: https://scholarlyrepository.miami.edu/oa_theses/224.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vijayvargiya A. Multiobjective Optimization of Uncertain Mechanical Systems. [Thesis]. University of Miami; 2009. Available from: https://scholarlyrepository.miami.edu/oa_theses/224

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Duke University

23. Guan, Peng. Topics in Online Markov Decision Processes .

Degree: 2015, Duke University

URL: http://hdl.handle.net/10161/11312

► This dissertation describes sequential decision making problems in non-stationary environments. Online learning algorithms deal with non-stationary environments, but generally there is no notion of… (more)

▼ This dissertation describes sequential decision making problems in non-stationary environments. Online learning algorithms deal with non-stationary environments, but generally there is no notion of a dynamic state to model future impacts of past actions. State-based models are common in stochastic control settings, but well-known frameworks such as Markov decision processes (MDPs) assume a known stationary environment. In recent years, there has been a growing interest in fusing the above two important learning frameworks and considering an MDP setting in which the cost function is allowed to change arbitrarily over time. A number of online MDP algorithms have been designed to work under various assumptions about the dynamics of state transitions so far and provide performance guarantees, i.e. bounds on the regret defined as the performance gap between the total cost incurred by the learner and the total cost of the best available stationary policy that could have been chosen in hindsight. However, most of the work in this area has been algorithmic: given a problem, one would develop an algorithm almost from scratch and prove the performance guarantees on a case-by-case basis. Moreover, the presence of the state and the assumption of an arbitrarily varying environment complicate both the theoretical analysis and the development of computationally efficient methods. Another potential issue is that, by removing distributional assumptions about the mechanism generating the cost sequences, the existing methods have to consider the worst-case scenario, which may render their solutions too conservative in situations where the environment exhibits some degree of predictability. This dissertation contributes several novel techniques to address the above challenges of the online MDP framework and opens up new research directions for online MDPs. Our proposed general framework for deriving algorithms in the online MDP setting leads to a unifying view of existing methods and provides a general procedure for constructing new ones. Several new algorithms are developed and analyzed using this framework. We develop convex-analytical algorithms that take advantage of possible regularity of observed sequences, yet maintain the worst case performance guarantees. To further study the convex-analytic methods we applied above, we take a step back to consider the traditional MDP problem and extend the LP approach to MDPs by adding a relative entropy regularization term. A computationally efficient algorithm for this class of MDPs is constructed under mild assumptions on the state transition models. Two-player zero-sum stochastic games are also investigated in this dissertation as an important extension of the online MDP setting. In short, this dissertation provides in-depth analysis of the online MDP problem and answers several important questions in this field. Advisors/Committee Members: Willett, Rebecca (advisor), Raginsky, Maxim (advisor).

Subjects/Keywords: Electrical engineering; Mathematics; Operations research; Game theory; Markov Decision Process; Online learning; Optimization; Reinforcement learning; Stochastic control

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Guan, P. (2015). Topics in Online Markov Decision Processes . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/11312

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Guan, Peng. “Topics in Online Markov Decision Processes .” 2015. Thesis, Duke University. Accessed April 14, 2021. http://hdl.handle.net/10161/11312.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Guan, Peng. “Topics in Online Markov Decision Processes .” 2015. Web. 14 Apr 2021.

Vancouver:

Guan P. Topics in Online Markov Decision Processes . [Internet] [Thesis]. Duke University; 2015. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/10161/11312.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Guan P. Topics in Online Markov Decision Processes . [Thesis]. Duke University; 2015. Available from: http://hdl.handle.net/10161/11312

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Lehigh University

24. Mishra, Abhishek. Tradeoffs between Anonymity and Quality of Services in Data Networking and Signaling Games.

Degree: PhD, Electrical Engineering, 2015, Lehigh University

URL: https://preserve.lehigh.edu/etd/1560

► Timing analysis has long been used to compromise users' anonymity in networks. Even when data is encrypted, an adversary can track flows from sources to… (more)

▼ Timing analysis has long been used to compromise users' anonymity in networks. Even when data is encrypted, an adversary can track flows from sources to the corresponding destinations by merely using the correlation between the inter-packet timing on incoming and outgoing streams at intermediate routers. Anonymous network systems, where users communicate without revealing their identities, rely on the idea of Chaum mixing to hide `networking information'. Chaum mixes are routers or proxy servers that randomly reorder the outgoing packets to prevent an eavesdropper from tracking the flow of packets. The effectiveness of such mixing strategies is, however, diminished under constraints on network Quality of Services (QoS)s such as memory, bandwidth, and fairness. In this work, two models for studying anonymity, packet based anonymity and flow based anonymity, are proposed to address these issues quantitatively and a trade-off between network constraints and achieved anonymity is studied. Packet based anonymity model is proposed to study the short burst traffic arrival models of users such as in web browsing. For packet based anonymity, an information theoretic investigation of mixes under memory constraint and fairness constraint is established. Specifically, for memory constrained mixes, the first single letter characterization of the maximum achievable anonymity for a mix serving two users with equal arrival rates is provided. Further, for two users with unequal arrival rates the anonymity is expressed as a solution to a series of finite recursive equations. In addition, for more than two users and arbitrary arrival rates, a lower bound on the convergence rate of anonymity is derived as buffer size increases and it is shown that under certain arrival configurations the lower bound is tight. The adverse effects of requirement of fairness in data networking on anonymous networking is also studied using the packet based anonymity model and a novel temporal fairness index is proposed to compare the tradeoff between fairness and achieved anonymity of three diverse and popular fairness paradigms: First Come First Serve, Fair Queuing and Proportional Method. It is shown that FCFS and Fair Queuing algorithms have little inherent anonymity. A significant improvement in anonymity is therefore achieved by relaxing the fairness paradigms. The analysis of the relaxed FCFS criterion, in particular, is accomplished by modeling the problem as a Markov Decision Process (MDP). The proportional method of scheduling, while avoided in networks today, is shown to significantly outperform the other fair scheduling algorithms in anonymity, and is proven to be asymptotically optimal as the buffer size of the scheduler is increased. Flow based anonymity model is proposed to study long streams traffic models of users such as in media streaming. A detection theoretic measure of anonymity is proposed to study the optimization of mixing strategies under network constraints for this flow based anonymity model. Specifically, using the detection time… Advisors/Committee Members: Venkitasubramaniam, Parv.

Subjects/Keywords: Anonymity; Chaum Mix; Game Theory; Quality of Serivces; Stochastic Modeling; Tradeoffs; Electrical and Computer Engineering; Engineering

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Mishra, A. (2015). Tradeoffs between Anonymity and Quality of Services in Data Networking and Signaling Games. (Doctoral Dissertation). Lehigh University. Retrieved from https://preserve.lehigh.edu/etd/1560

Chicago Manual of Style (16^th Edition):

Mishra, Abhishek. “Tradeoffs between Anonymity and Quality of Services in Data Networking and Signaling Games.” 2015. Doctoral Dissertation, Lehigh University. Accessed April 14, 2021. https://preserve.lehigh.edu/etd/1560.

MLA Handbook (7^th Edition):

Mishra, Abhishek. “Tradeoffs between Anonymity and Quality of Services in Data Networking and Signaling Games.” 2015. Web. 14 Apr 2021.

Vancouver:

Mishra A. Tradeoffs between Anonymity and Quality of Services in Data Networking and Signaling Games. [Internet] [Doctoral dissertation]. Lehigh University; 2015. [cited 2021 Apr 14]. Available from: https://preserve.lehigh.edu/etd/1560.

Council of Science Editors:

Mishra A. Tradeoffs between Anonymity and Quality of Services in Data Networking and Signaling Games. [Doctoral Dissertation]. Lehigh University; 2015. Available from: https://preserve.lehigh.edu/etd/1560

Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ)

25. Konstantinidis, Georgios. Παιγνιοθεωρητικές πτυχές του παιγνίου - αστυνόμοι και ληστής - και παραλλαγών αυτού.

Degree: 2018, Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ)

URL: http://hdl.handle.net/10442/hedi/44824

►

In the present thesis we introduce some variants of the “Cops and robber” game (CR) and then we analyze game theoretically the original game and… (more)

▼

In the present thesis we introduce some variants of the “Cops and robber” game (CR) and then we analyze game theoretically the original game and these variants, within the framework of stochastic games. CR is a pursuit-evasion game in graphs, between a player controlling a number of cops and a robber. Given a graph, the central questions that arise are: (a) what is the minimum number of cops needed to guarantee capture, a quantity called “the cop number of the graph”, and (b) which are the optimal strategies of the players. The games we introduce are: (a) the “Concurrent CR game” (CCR) where contrary to the original game players move simultaneously (and not sequentially), (b) the game “Selfish cops and passive robber” (SCPR) where two players, the cops, pursue independently one from the other a passive robber, and (c) the game “Selfish cops and active robber” (SCAR) where a number of cops pursue, independently one from the other a robber trying to evade. We model CR, CCR and SCPR as stochastic (2-player) zero sum games and we show the existence of value and optimal positional strategies in all cases and we present algorithms computing these. In CCR we also define “the concurrent cop number of a graph”, analogously to the classical definition and then we show it is always equal to the original cop number. SCAR we model as a stochastic N-player game between Ν-1 cops and a robber and we show it always has both positional and non-positional Nash equilibria. We also show a number of results relating cop number to capturability and, having first defined “the selfish cop number of a graph”, we then show it is always equal to the classical cop number.

Στην παρούσα διατριβή εισάγουμε ορισμένες παραλλαγές του παιγνίου «Αστυνόμοι και Ληστής» (CR) και κατόπιν αναλύουμε παιγνιοθεωρητικά, τόσο το πρωτότυπο παίγνιο, όσο και αυτές τις παραλλαγές, στο πλαίσιο των στοχαστικών παιγνίων. Το CR είναι ένα παίγνιο καταδίωξης σε γράφημα, μεταξύ ενός παίκτη που ελέγχει ένα αριθμό αστυνόμων και ενός ληστή. Δεδομένου γραφήματος τα κεντρικά ερωτήματα τότε είναι: (α) ποιος είναι ο ελάχιστος αριθμός αστυνόμων που εγγυάται σύλληψη, ποσότητα που ονομάζουμε «αστυνομικό αριθμό του γραφήματος» και (β) ποιες είναι οι βέλτιστες στρατηγικές των παικτών. Τα παίγνια που εισάγουμε είναι: (α) το «Σύγχρονο Παίγνιο» (CCR) όπου σε αντίθεση με το πρωτότυπο οι παίκτες κινούνται ταυτοχρόνως (και όχι εναλλάξ), (β) το παίγνιο «Ιδιοτελείς Αστυνόμοι και Παθητικός Ληστής» (SCPR) όπου δύο παίκτες, οι αστυνόμοι, καταδιώκουν ανεξάρτητα ο ένας από τον άλλο ένα παθητικό Ληστή, και (γ) το παίγνιο «Ιδιοτελείς Αστυνόμοι και Ενεργητικός Ληστής» (SCAR) όπου ένας αριθμός αστυνόμων καταδιώκουν, ανεξάρτητα ο ένας από τον άλλο, ένα ληστή που επιχειρεί να διαφύγει. Τα CR, CCR και SCPR τα μορφοποιούμε ως στοχαστικά (2-παικτών) παίγνια μηδενικού αθροίσματος και δείχνουμε σε κάθε περίπτωση την ύπαρξη αξίας και βέλτιστων θεσιακών στρατηγικών, ενώ παρουσιάζουμε και αλγόριθμους υπολογισμού αυτών. Στο CCR ορίζουμε επιπλέον τον «σύγχρονο αστυνομικό αριθμό γραφήματος», αναλόγως με τον…

Subjects/Keywords: Θεωρία παιγνίων; Καταδίωξη σε γράφημα; Αστυνόμοι και ληστής; Στοχαστικά παίγνια; Game theory; Pursuit - evasion in graphs; Cops and robber; Stochastic games

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Konstantinidis, G. (2018). Παιγνιοθεωρητικές πτυχές του παιγνίου - αστυνόμοι και ληστής - και παραλλαγών αυτού. (Thesis). Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ). Retrieved from http://hdl.handle.net/10442/hedi/44824

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Konstantinidis, Georgios. “Παιγνιοθεωρητικές πτυχές του παιγνίου - αστυνόμοι και ληστής - και παραλλαγών αυτού.” 2018. Thesis, Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ). Accessed April 14, 2021. http://hdl.handle.net/10442/hedi/44824.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Konstantinidis, Georgios. “Παιγνιοθεωρητικές πτυχές του παιγνίου - αστυνόμοι και ληστής - και παραλλαγών αυτού.” 2018. Web. 14 Apr 2021.

Vancouver:

Konstantinidis G. Παιγνιοθεωρητικές πτυχές του παιγνίου - αστυνόμοι και ληστής - και παραλλαγών αυτού. [Internet] [Thesis]. Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ); 2018. [cited 2021 Apr 14]. Available from: http://hdl.handle.net/10442/hedi/44824.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Konstantinidis G. Παιγνιοθεωρητικές πτυχές του παιγνίου - αστυνόμοι και ληστής - και παραλλαγών αυτού. [Thesis]. Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ); 2018. Available from: http://hdl.handle.net/10442/hedi/44824

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of South Carolina

26. Torkjazi, Mohammad. New Models for Truck Appointment Problem and Extensions.

Degree: PhD, Civil and Environmental Engineering, 2020, University of South Carolina

URL: https://scholarcommons.sc.edu/etd/6014

► The problematic issues surrounding gate congestion at marine container terminals have been well documented. Random truck arrivals at maritime container terminals are one of… (more)

▼ The problematic issues surrounding gate congestion at marine container terminals have been well documented. Random truck arrivals at maritime container terminals are one of the primary reasons for gate congestion. Gate congestion negatively affects the terminal’s and drayage firms’ productivity and the surrounding communities in terms of air pollution and noise. To alleviate gate congestion, more and more terminals in the U.S. are utilizing a truck appointment system (TAS). The first study proposes a novel approach for designing a Truck Appointment System (TAS) intended to serve both the marine container terminal operator and drayage operators. The aim of the proposed TAS is to minimize the impact to both terminal and drayage operations. In regard to terminal operations, the TAS seeks to distribute the truck arrivals evenly throughout the day to avoid gate and yard congestion. In regard to drayage operations, the TAS explicitly considers the drayage truck tours and seeks to provide appointment times such that trucks do not have to deviate greatly from their original schedule. The proposed TAS is formulated as a mixed integer nonlinear program (MINLP) and the model is solved using the Lingo commercial software. Experimental results indicate that the proposed TAS reduces the drayage operation cost by 11.5% compared to a TAS where its aim is only to minimize gate queuing time by making truck arrivals uniform throughout the day. The second study proposes a novel approach to modeling the TAS to better capture the multi-player game (i.e., interplay) between the terminal and drayage firms regarding appointments. A multi-player bi-level programming model is proposed with the terminal functions as the leader at the upper-level and the drayage firms function as followers at the lower-level. The objective of the leader (the terminal) is to minimize the gate waiting cost of trucks by spreading out the truck arrivals, and the objective of the followers (drayage firms) is to minimize their own drayage cost. To make the model tractable, the bi-level model is transformed to a single-level problem by replacing the lower-level problem with its equivalent Karush–Kuhn–Tucker (KKT) conditions. For comparison purposes, a single-player version of the TAS model is also developed. Experimental results indicate that the proposed multi-player model yields a lower gate waiting cost compared to the single-player model and that it yields higher cost savings for the drayage firms as the number of appointments per truck increases. Moreover, the solution of the of multi-player model is less sensitive to objective function coefficients across problem sizes compared to the single-player model. Lastly, the third study develops a truck appointment system (TAS) considering variability in turn time at the container terminals. The consideration of this operational characteristic is crucial for optimal drayage scheduling. The TAS is formulated as a stochastic model and solved using the Sample Average Approximation (SAA) algorithm.… Advisors/Committee Members: Nathan N. Huynh.

Subjects/Keywords: Civil and Environmental Engineering; Bi-level mathematical program; Drayage scheduling; Game theory; Maritime container terminal; Stochastic optimization; Truck appointment system

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Torkjazi, M. (2020). New Models for Truck Appointment Problem and Extensions. (Doctoral Dissertation). University of South Carolina. Retrieved from https://scholarcommons.sc.edu/etd/6014

Chicago Manual of Style (16^th Edition):

Torkjazi, Mohammad. “New Models for Truck Appointment Problem and Extensions.” 2020. Doctoral Dissertation, University of South Carolina. Accessed April 14, 2021. https://scholarcommons.sc.edu/etd/6014.

MLA Handbook (7^th Edition):

Torkjazi, Mohammad. “New Models for Truck Appointment Problem and Extensions.” 2020. Web. 14 Apr 2021.

Vancouver:

Torkjazi M. New Models for Truck Appointment Problem and Extensions. [Internet] [Doctoral dissertation]. University of South Carolina; 2020. [cited 2021 Apr 14]. Available from: https://scholarcommons.sc.edu/etd/6014.

Council of Science Editors:

Torkjazi M. New Models for Truck Appointment Problem and Extensions. [Doctoral Dissertation]. University of South Carolina; 2020. Available from: https://scholarcommons.sc.edu/etd/6014

27. Paulo Victor Camargo Rossi. Tópicos em dinâmica evolucionária: monomorfismo no jogo hawk-dove e seleção multinível.

Degree: 2013, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/43/43134/tde-19112014-103425/

►

Nesta dissertação aplicamos conceitos de Teoria de Jogos Evolucionária ao jogo Hawk-Dove introduzido originalmente por Maynard Smith como um modelo para lutas convencionais [37]. Estudamos… (more)

Subjects/Keywords: Evolução; Física estatística; Processos estocásticos; Teoria dos jogos; Branching process; Evolution; Game theory; Statistical physics; Stochastic process

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Rossi, P. V. C. (2013). Tópicos em dinâmica evolucionária: monomorfismo no jogo hawk-dove e seleção multinível. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/43/43134/tde-19112014-103425/

Chicago Manual of Style (16^th Edition):

Rossi, Paulo Victor Camargo. “Tópicos em dinâmica evolucionária: monomorfismo no jogo hawk-dove e seleção multinível.” 2013. Masters Thesis, University of São Paulo. Accessed April 14, 2021. http://www.teses.usp.br/teses/disponiveis/43/43134/tde-19112014-103425/.

MLA Handbook (7^th Edition):

Rossi, Paulo Victor Camargo. “Tópicos em dinâmica evolucionária: monomorfismo no jogo hawk-dove e seleção multinível.” 2013. Web. 14 Apr 2021.

Vancouver:

Rossi PVC. Tópicos em dinâmica evolucionária: monomorfismo no jogo hawk-dove e seleção multinível. [Internet] [Masters thesis]. University of São Paulo; 2013. [cited 2021 Apr 14]. Available from: http://www.teses.usp.br/teses/disponiveis/43/43134/tde-19112014-103425/.

Council of Science Editors:

Rossi PVC. Tópicos em dinâmica evolucionária: monomorfismo no jogo hawk-dove e seleção multinível. [Masters Thesis]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/43/43134/tde-19112014-103425/

28. Hanawal, Manjesh Kumar. Analyse des effets spatiaux et aspects économiques dans les réseaux de communications : Analysis of spatial and economical effects in communication networks.

Degree: Docteur es, Informatique, 2013, Avignon

URL: http://www.theses.fr/2013AVIG0199

► Dans cette thèse, nous analysons les performances des réseaux de communication à l'aide d’approches issues de la théorie des jeux. Cette thèse se présente en… (more)

▼ Dans cette thèse, nous analysons les performances des réseaux de communication à l'aide d’approches issues de la théorie des jeux. Cette thèse se présente en deux parties. La première partie étudie la performance des réseaux ad-hoc, cellulaires et de transport en tenant compte d’effets spatiaux. La deuxième partie adresse des problématiques économiques dans les réseaux de communications, liées à la réglementation de la «neutralité du réseau». Ici, nous étudions la concurrence des prix ainsi que des mécanismes de partage des revenus entre fournisseurs de services réseau.Dans la première partie, nous utilisons des modèles de jeu d’accès canal (MAC) et jeu de brouillage pour étudier les performances d'un réseau mobile ad hoc (MANET), et de jeux de routage afin d'étudier les performances d'un réseau de transport. Dans les réseaux cellulaires, nous étudions l'effet de la réduction de la densité spatiale des stations de base sur la quantité de rayonnement au corps humain (réseau vert).Les considérations géométriques jouent un rôle important dans les performances des réseaux sans fils. Par exemple, la position des nœuds affecte le niveau des interférences. Dans les MANETS, la mobilité des nœuds conduit à une observation différente du niveau d’interférences provenant de leurs voisins, et aussi due à la nature décentralisée du réseau, les utilisateurs peuvent adopter un comportement égoïste dans le partage des ressources. Afin de modéliser les propriétés géométriques du réseau ainsi que le comportement égoïste des utilisateurs, nous utilisons la géométrie stochastique et la théorie des jeux. Notre travail a développé un mécanisme de tarification et a montré qu’en définissant un prix approprié, tous les utilisateurs pouvaient être amenés à recevoir une part équitable des ressources conduisant à un optimal global des performances du réseau. Nous considérons aussi une configuration antagoniste où certain nœuds tendent à dégrader les performances du réseau en brouillant les communications des autres nœuds du réseau. Dans la deuxième partie de la thèse, nous étudions des aspects économiques dans les réseaux communication. Les représentants de plusieurs fournisseurs d'accès Internet (ISP) ont exprimé leur souhait de voir un changement important dans les politiques de tarification de l'Internet. En particulier, ils aimeraient voir les fournisseurs de contenu (CP) payer pour l'utilisation du réseau, compte tenu de la grande quantité de ressources qu'ils utilisent. Ce qui serait une violation flagrante du «principe de neutralité des réseaux» qui a caractérisé le développement de l'Internet filaire. La thèse a étudiée la possibilité de l’introduction d’un régulateur facilitant les interactions monétaires entre les ISP et les CP dans un régime non neutre. En utilisant des outils issus de la théorie des jeux et de la conception de mécanismes, nous avons développé deux mécanismes de négociation décidant des paiements entre les ISPs et CPs. Nous montrons que si les joueurs négocient avant de fixer les prix d’accès des utilisateurs finaux,… Advisors/Committee Members: Altman, Eitan (thesis director), El-Azouzi, Rachid (thesis director).

Subjects/Keywords: Effets spatiaux; Géométrie stochastique; Théorie des jeux; Neutralité du réseau; Négociation; Spatial effects; Stochastic geometry; Game theory; Net neutrality; Bargaining; 004.6

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Hanawal, M. K. (2013). Analyse des effets spatiaux et aspects économiques dans les réseaux de communications : Analysis of spatial and economical effects in communication networks. (Doctoral Dissertation). Avignon. Retrieved from http://www.theses.fr/2013AVIG0199

Chicago Manual of Style (16^th Edition):

Hanawal, Manjesh Kumar. “Analyse des effets spatiaux et aspects économiques dans les réseaux de communications : Analysis of spatial and economical effects in communication networks.” 2013. Doctoral Dissertation, Avignon. Accessed April 14, 2021. http://www.theses.fr/2013AVIG0199.

MLA Handbook (7^th Edition):

Hanawal, Manjesh Kumar. “Analyse des effets spatiaux et aspects économiques dans les réseaux de communications : Analysis of spatial and economical effects in communication networks.” 2013. Web. 14 Apr 2021.

Vancouver:

Hanawal MK. Analyse des effets spatiaux et aspects économiques dans les réseaux de communications : Analysis of spatial and economical effects in communication networks. [Internet] [Doctoral dissertation]. Avignon; 2013. [cited 2021 Apr 14]. Available from: http://www.theses.fr/2013AVIG0199.

Council of Science Editors:

Hanawal MK. Analyse des effets spatiaux et aspects économiques dans les réseaux de communications : Analysis of spatial and economical effects in communication networks. [Doctoral Dissertation]. Avignon; 2013. Available from: http://www.theses.fr/2013AVIG0199

Indian Institute of Science

29. Krishnachaitanya, A. Distributed Algorithms for Power Allocation Games on Gaussian Interference Channels.

Degree: PhD, Faculty of Engineering, 2017, Indian Institute of Science

URL: http://etd.iisc.ac.in/handle/2005/2665

► We consider a wireless communication system in which there are N transmitter-receiver pairs and each transmitter wants to communicate with its corresponding receiver. This is… (more)

▼ We consider a wireless communication system in which there are N transmitter-receiver pairs and each transmitter wants to communicate with its corresponding receiver. This is modelled as an interference channel. We propose power allocation algorithms for increasing the sum rate of two and three user interference channels. The channels experience fast fading and there is an average power constraint on each transmitter. In this case receivers use successive decoding under strong interference, instead of treating interference as noise all the time. Next, we u se game theoretic approach for power allocation where each receiver treats interference as noise. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power constraint. We formulate a stochastic game for this system in three different scenarios. First, we assume that each user knows all direct and crosslink channel gains. Next, we assume that each user knows channel gains of only the links that are incident on its receiver. Finally, we assume that each use r knows only its own direct link channel gain. In all cases, we formulate the problem of finding the Nash equilibrium(NE) as a variational in equality problem. For the game with complete channel knowledge, we present an algorithm to solve the VI and we provide weaker sufficient conditions for uniqueness of the NE than the sufficient conditions available in the literature. Later, we present a novel heuristic for solving the VI under general channel conditions. We also provide a distributed algorithm to compute Pare to optimal solutions for the proposed games. We use Bayesian learning that guarantees convergence to an Ɛ-Nash equilibrium for the incomplete information game with direct link channel gain knowledge only, that does not require knowledge of the power policies of other users but requires feedback of the interference power values from a receiver to its corresponding transmitter. Later, we consider a more practical scenario in which each transmitter transmits data at a certain rate using a power that depends on the channel gain to its receiver. If a receiver can successfully receive the message, it sends an acknowledgement(ACK), else it sends a negative ACK(NACK). Each user aims to maximize its probability of successful transmission. We formulate this problem as a stochastic game and propose a fully distributed learning algorithm to find a correlated equilibrium(CE). In addition, we use a no regret algorithm to find a coarse correlated equilibrium(CCE) for our power allocation game. We also propose a fully distributed learning algorithm to find a Pareto optimal solution. In general Pareto points do not guarantee fairness among the users. Therefore we also propose an algorithm to compute a Nash bargaining solution which is Pareto optimal and provides fairness among the users. Finally, we extend these results when each transmitter sends data at multiple rates rather than at a fixed rate. Advisors/Committee Members: Sharma, Vinod (advisor), Mukherji, Utpal (advisor).

Subjects/Keywords: Gaussian Interference Channels; Stochastic Games; Game Theory; Power Allocation Games; Interference Channels; Nash Equilibrium; Information Games; Wireless Communication Systems; Distributed Algorithms; Learning Equilibria; Distributed Learning of Equilibria; Communication Engineering

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Krishnachaitanya, A. (2017). Distributed Algorithms for Power Allocation Games on Gaussian Interference Channels. (Doctoral Dissertation). Indian Institute of Science. Retrieved from http://etd.iisc.ac.in/handle/2005/2665

Chicago Manual of Style (16^th Edition):

Krishnachaitanya, A. “Distributed Algorithms for Power Allocation Games on Gaussian Interference Channels.” 2017. Doctoral Dissertation, Indian Institute of Science. Accessed April 14, 2021. http://etd.iisc.ac.in/handle/2005/2665.

MLA Handbook (7^th Edition):

Krishnachaitanya, A. “Distributed Algorithms for Power Allocation Games on Gaussian Interference Channels.” 2017. Web. 14 Apr 2021.

Vancouver:

Krishnachaitanya A. Distributed Algorithms for Power Allocation Games on Gaussian Interference Channels. [Internet] [Doctoral dissertation]. Indian Institute of Science; 2017. [cited 2021 Apr 14]. Available from: http://etd.iisc.ac.in/handle/2005/2665.

Council of Science Editors:

Krishnachaitanya A. Distributed Algorithms for Power Allocation Games on Gaussian Interference Channels. [Doctoral Dissertation]. Indian Institute of Science; 2017. Available from: http://etd.iisc.ac.in/handle/2005/2665

30. GONZáLEZ GóMEZ, Mauricio. Jeux stochastiques sur des graphes avec des applications à l’optimisation des smart-grids : Stochastic games on graphs with applications to smart-grids optimization.

Degree: Docteur es, Informatique, 2019, Université Paris-Saclay (ComUE)

URL: http://www.theses.fr/2019SACLN064

►

Au sein de la communauté scientifique, l’étude des réseaux d’énergie suscite un vif intérêt puisque ces infrastructures deviennent de plus en plus importantes dans notre… (more)

▼

Au sein de la communauté scientifique, l’étude des réseaux d’énergie suscite un vif intérêt puisque ces infrastructures deviennent de plus en plus importantes dans notre monde moderne. Des outils mathématiques avancés et complexes sont nécessaires afin de bien concevoir et mettre en œuvre ces réseaux. La précision et l’optimalité sont deux caractéristiques essentielles pour leur conception. Bien que ces deux aspects soient au cœur des méthodes formelles, leur application effective reste largement inexplorée aux réseaux d’énergie. Cela motive fortement le travail développé dans cette thèse. Un accent particulier est placé sur le problème général de planification de la consommation d'énergie. Il s'agit d'un scénario dans lequel les consommateurs ont besoin d’une certaine quantité d’énergie et souhaitent que cette demande soit satisfaite dans une période spécifique (e.g., un Véhicule Électrique (VE) doit être rechargé dans une fenêtre de temps définie par son propriétaire). Par conséquent, chaque consommateur doit choisir une puissance de consommation à chaque instant (par un système informatisé), afin que l'énergie finale accumulée atteigne un niveau souhaité. La manière dont les puissances sont choisies est obtenue par l’application d’une « stratégie » qui prend en compte à chaque instant les informations pertinentes d'un consommateur afin de choisir un niveau de consommation approprié (e.g., l’énergie accumulée pour recharge le VE). Les stratégies peuvent être conçues selon une approche centralisée (dans laquelle il n'y a qu'un seul décideur qui contrôle toutes les stratégies des consommateurs) ou décentralisée (dans laquelle il y a plusieurs contrôleurs, chacun représentant un consommateur). Nous analysons ces deux scénarios dans cette thèse en utilisant des méthodes formelles, la théorie des jeux et l’optimisation. Plus précisément, nous modélisons le problème de planification de la consommation d'énergie à l'aide des processus de décision de Markov et des jeux stochastiques. Par exemple, l’environnement du système électrique, à savoir : la partie non contrôlable de la consommation totale (e.g., la consommation hors VEs), peut être représentée par un modèle stochastique. La partie contrôlable de la consommation totale peut s’adapter aux contraintes du réseau de distribution (e.g., pour ne pas dépasser la température maximale d'arrêt du transformateur électrique) et à leurs objectifs (e.g., tous les VEs soient rechargés). Cela peut être vu comme un système stochastique avec des multi-objectifs sous contraintes. Par conséquent, cette thèse concerne également une contribution aux modèles avec des objectives multicritères, ce qui permet de poursuivre plusieurs objectifs à la fois et une conception des stratégies qui sont fonctionnellement correctes et robustes aux changements de l'environnement.

Within the research community, there is a great interest in exploring many applications of energy grids since these become more and more important in our modern world. To properly design and implement these networks,…

Advisors/Committee Members: Bouyer-Decitre, Patricia (thesis director), Markey, Nicolas (thesis director), Lasaulce, Samson (thesis director).

Subjects/Keywords: Méthodes formelles; Processus de décision de Markov; Analyse quantitative; Théorie des jeux; Optimisation stochastique; Smart grids; Formal methods; Markov decision processes; Quantitative analysis; Game theory; Stochastic optimization; Smart grids

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

GONZáLEZ GóMEZ, M. (2019). Jeux stochastiques sur des graphes avec des applications à l’optimisation des smart-grids : Stochastic games on graphs with applications to smart-grids optimization. (Doctoral Dissertation). Université Paris-Saclay (ComUE). Retrieved from http://www.theses.fr/2019SACLN064

Chicago Manual of Style (16^th Edition):

GONZáLEZ GóMEZ, Mauricio. “Jeux stochastiques sur des graphes avec des applications à l’optimisation des smart-grids : Stochastic games on graphs with applications to smart-grids optimization.” 2019. Doctoral Dissertation, Université Paris-Saclay (ComUE). Accessed April 14, 2021. http://www.theses.fr/2019SACLN064.

MLA Handbook (7^th Edition):

GONZáLEZ GóMEZ, Mauricio. “Jeux stochastiques sur des graphes avec des applications à l’optimisation des smart-grids : Stochastic games on graphs with applications to smart-grids optimization.” 2019. Web. 14 Apr 2021.

Vancouver:

GONZáLEZ GóMEZ M. Jeux stochastiques sur des graphes avec des applications à l’optimisation des smart-grids : Stochastic games on graphs with applications to smart-grids optimization. [Internet] [Doctoral dissertation]. Université Paris-Saclay (ComUE); 2019. [cited 2021 Apr 14]. Available from: http://www.theses.fr/2019SACLN064.

Council of Science Editors:

GONZáLEZ GóMEZ M. Jeux stochastiques sur des graphes avec des applications à l’optimisation des smart-grids : Stochastic games on graphs with applications to smart-grids optimization. [Doctoral Dissertation]. Université Paris-Saclay (ComUE); 2019. Available from: http://www.theses.fr/2019SACLN064

		in
And / Or
		in
And / Or
		in
And / Or
		in

Open Access Theses and Dissertations