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Contributions to Game Theory and Management, 2009, том 2, страницы 307–319
(Mi cgtm58)
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Competition of Large-scale Projects: Game-theoretical Approach
Oleg I. Nikonovab, Sergey A. Brykalovb a Ural State Technical University,
Mira str. 19, Yekatersburg, 620002, Russia
b Institute of Mathematics and Mechanics, Ural Branch of Russian Acad. Sci., S. Kovalevska str. 12, Yekatersburg, 620219, Russia
Аннотация:
The process of competition of large-scale projects is studied in a setting motivated by real-life problems of optimization of gas and oil transportation networks and optimization of the corresponding investment. The employed mathematical model is a noncooperative game of several players with choice of time moments and payoff functions that contain improper integrals. It is assumed that the investigated processes are described by exponential functions. This assumption is reasonable because of the economic sense of the problem. Also, this assumption simplifies the mathematical model and the implementation of the corresponding algorithms. The use of exponential functions makes it possible to create effective codes for computer modelling of these problems. The article contains detailed consideration of the involved mathematical assumptions, description of the algorithms for finding points of Nash equilibrium and the best responses of investors to actions of other investors, and description of the developed software. An illustrative numerical example is given also.
Ключевые слова:
N-player non-cooperative game, Nash equilibrium solutions, competition of large-scale projects.
Образец цитирования:
Oleg I. Nikonov, Sergey A. Brykalov, “Competition of Large-scale Projects: Game-theoretical Approach”, Contributions to Game Theory and Management, 2 (2009), 307–319
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/cgtm58 https://www.mathnet.ru/rus/cgtm/v2/p307
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Страница аннотации: | 167 | PDF полного текста: | 64 | Список литературы: | 46 |
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