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Contributions to Game Theory and Management, 2019, Volume 12, Pages 37–48
(Mi cgtm334)
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Random search methods for the solution of a Stackelberg game of resource allocation
Grigory I. Belyavsky, Natalya V. Danilova I. I. Vorovich Institute of Mathematics, Mechanics and Computer Sciences of Southern Federal University, 8a, Milchakova, Rostov-on-Don, Russia
Abstract:
We consider a dynamic Stackelberg game on a finite
time interval. The game is reduced to a problem of
infinite-dimensional optimization with two additional constraints.
Two finite-dimensional approximations of the problem are defined.
They are solved by two numerical algorithms which do not require
calculation of the gradient of the payoff function. The first
algorithm is an algorithm of simulated annealing with a uniform
partition of the interval. The second algorithm uses a
piecewise-constant approximation of the solution with a choice of
the interval partition. Two illustrative examples connected with a
resource allocation problem are considered. The numerical results
are given and compared.
Citation:
Grigory I. Belyavsky, Natalya V. Danilova, “Random search methods for the solution of a Stackelberg game of resource allocation”, Contributions to Game Theory and Management, 12 (2019), 37–48
Linking options:
https://www.mathnet.ru/eng/cgtm334 https://www.mathnet.ru/eng/cgtm/v12/p37
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Statistics & downloads: |
Abstract page: | 158 | Full-text PDF : | 45 | References: | 15 |
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