Mathematical Programming And Game Theory For Decision Making

Author : S. K. Neogy
Publisher : World Scientific
Page : 498 pages
File Size : 40,5 Mb
Release : 2008
Category : Mathematics
ISBN : 9789812813220

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Mathematical Programming and Game Theory for Decision Making by S. K. Neogy Pdf

This edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications. Sample Chapter(s). Foreword (45 KB). Chapter 1: Mathematical Programming and its Applications in Finance (177 KB). Contents: Mathematical Programming and Its Applications in Finance (L C Thomas); Anti-Stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix (S N Kabadi & A P Punnen); A New Practically Efficient Interior Point Method for Convex Quadratic Programming (K G Murty); A General Framework for the Analysis of Sets of Constraints (R Caron & T Traynor), Tolerance-Based Algorithms for the Traveling Salesman Problem (D Ghosh et al.); On the Membership Problem of the Pedigree Polytope (T S Arthanari); Exact Algorithms for a One-Defective Vertex Colouring Problem (N Achuthan et al.); Complementarity Problem Involving a Vertical Block Matrix and Its Solution Using Neural Network Model (S K Neogy et al.); Fuzzy Twin Support Vector Machines for Pattern Classification (R Khemchandani et al.); An Overview of the Minimum Sum of Absolute Errors Regression (S C Narula & J F Wellington); Hedging Against the Market with No Short Selling (S A Clark & C Srinivasan); Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra Through Network Analysis (H Narayanan); Dynamic Optimal Control Policy in Price and Quality for High Technology Product (A K Bardhan & U Chanda); Forecasting for Supply Chain and Portfolio Management (K G Murty); Variational Analysis in Bilevel Programming (S Dempe et al.); Game Engineering (R J Aumann); Games of Connectivity (P Dubey & R Garg); A Robust Feedback Nash Equilibrium in a Climate Change Policy Game (M Hennlock); De Facto Delegation and Proposer Rules (H Imai & K Yonezaki); The Bargaining Set in Effectivity Function (D Razafimahatolotra); Dynamic Oligopoly as a Mixed Large Game OCo Toy Market (A Wiszniewska-Matyszkiel); On Some Classes of Balanced Games (R B Bapat); Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games (S Lahiri); Continuity, Manifolds, and Arrow''s Social Choice Problem (K Saukkonen); On a Mixture Class of Stochastic Games with Ordered Field Property (S K Neogy). Readership: Researchers, professionals and advanced students in mathematical programming, game theory, management sciences and computational mathematics.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 54,7 Mb
Release : 2024-05-20
Category : Electronic
ISBN : 9789814471244

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Mathematical Programming and Game Theory for Decision Making by Anonim Pdf

Author : Amnon Rapoport
Publisher : Springer Science & Business Media
Page : 442 pages
File Size : 44,7 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9789400919921

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Experimental Studies of Interactive Decisions by Amnon Rapoport Pdf

This book is about the interplay of theory and experimentation on group decision making in economics. The theories that the book subjects to experimental testing mostly come from the theory of games. The decisions investigated in the book mostly concern economic interaction like strict competition. two-person bargaining. and coalition formation. The underlying philosophy of the articles collected in this book is consistent with the opinion of a growing number of economists and psychologists that economic issues cannot be understood fully just by thinking about them. Rather. the interplay between theory and experimentation is critical for the development of economics as an observational science (Smith. 1989). Reports of laboratory experiments in decision making and economics date back more than thirty years (e.g .• Allais. 1953; Davidson. Suppes. and Siegel. 1957; Flood. 1958; Friedman. 1%3; Kalisch. Milnor. Nash. and Nering. 1954; Lieberman. 1%0; Mosteller and Nogee. 1951; Rapoport. Chammah. Dwyer. and Gyr. I %2; Siegel and Fouraker. I %0; Stone. 1958). However. only in the last ten or fifteen years has laboratory experimentation in economics started its steady transformation from an occasional curiosity into a regular means for investigating various economic phenomena and examining the role of economic institutions. Groups of researchers in the USA and abroad have used experimental methods with increasing sophistication to attack economic problems that arise in individual decision making under risk. two-person bargaining.

Author : S.K. Neogy,Ravindra B. Bapat,Dipti Dubey
Publisher : Springer
Page : 226 pages
File Size : 49,5 Mb
Release : 2018-11-28
Category : Mathematics
ISBN : 9789811330599

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Mathematical Programming and Game Theory by S.K. Neogy,Ravindra B. Bapat,Dipti Dubey Pdf

This book discusses recent developments in mathematical programming and game theory, and the application of several mathematical models to problems in finance, games, economics and graph theory. All contributing authors are eminent researchers in their respective fields, from across the world. This book contains a collection of selected papers presented at the 2017 Symposium on Mathematical Programming and Game Theory at New Delhi during 9–11 January 2017. Researchers, professionals and graduate students will find the book an essential resource for current work in mathematical programming, game theory and their applications in finance, economics and graph theory. The symposium provides a forum for new developments and applications of mathematical programming and game theory as well as an excellent opportunity to disseminate the latest major achievements and to explore new directions and perspectives.

Author : Guillermo Owen
Publisher : Springer Science & Business Media
Page : 362 pages
File Size : 45,5 Mb
Release : 1999-11-30
Category : Business & Economics
ISBN : 079238511X

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Discrete Mathematics and Game Theory by Guillermo Owen Pdf

This book describes highly applicable mathematics without using calculus or limits in general. The study agrees with the opinion that the traditional calculus/analysis is not necessarily the only proper grounding for academics who wish to apply mathematics. The choice of topics is based on a desire to present those facets of mathematics which will be useful to economists and social/behavioral scientists. The volume is divided into seven chapters. Chapter I presents a brief review of the solution of systems of linear equations by the use of matrices. Chapter III introduces the theory of probability. The rest of the book deals with new developments in mathematics such as linear and dynamic programming, the theory of networks and the theory of games. These developments are generally recognized as the most important field in the `new mathematics' and they also have specific applications in the management sciences.

Author : Adrian Van Deemen,Agnieszka Rusinowska
Publisher : Springer Science & Business Media
Page : 266 pages
File Size : 42,6 Mb
Release : 2010-06-03
Category : Business & Economics
ISBN : 9783642028656

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Collective Decision Making by Adrian Van Deemen,Agnieszka Rusinowska Pdf

Harrie de Swart is a Dutch logician and mathematician with a great and open int- est in applications of logic. After being confronted with Arrow’s Theorem, Harrie became very interested in social choice theory. In 1986 he took the initiative to start up a group of Dutch scientists for the study of social choice theory. This initiative grew out to a research group and a series of colloquia, which were held approximately every month at the University of Tilburg in The Netherlands. The organization of the colloquia was in the hands of Harrie and under his guidance they became more and more internationally known. Many international scholars liked visiting the social choice colloquia in Tilburg and enjoyed giving one or more presentations about their work. They liked Harrie’s kindness and hospitality, and the openness of the group for anything and everything in the eld of social choice. The Social Choice Theory Group started up by Harrie consisted, and still c- sists, of scholars from several disciplines; mostly economics, mathematics, and (mathematical) psychology. It was set up for the study of and discussion about anything that had to do with social choice theory including, and not in the least, the supervision of PhD students in the theory. Members of the group were, among o- ers, Thom Bezembinder (psychologist), Hans Peters (mathematician), Pieter Ruys (economist), Stef Tijs (mathematician and game theorist) and, of course, Harrie de Swart (logician and mathematician).

Author : Michel Grabisch
Publisher : Springer
Page : 473 pages
File Size : 55,8 Mb
Release : 2016-06-15
Category : Mathematics
ISBN : 9783319306902

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Set Functions, Games and Capacities in Decision Making by Michel Grabisch Pdf

The book provides a thorough treatment of set functions, games and capacities as well as integrals with respect to capacities and games, in a mathematical rigorous presentation and in view of application to decision making. After a short chapter introducing some required basic knowledge (linear programming, polyhedra, ordered sets) and notation, the first part of the book consists of three long chapters developing the mathematical aspects. This part is not related to a particular application field and, by its neutral mathematical style, is useful to the widest audience. It gathers many results and notions which are scattered in the literature of various domains (game theory, decision, combinatorial optimization and operations research). The second part consists of three chapters, applying the previous notions in decision making and modelling: decision under uncertainty, decision with multiple criteria, possibility theory and Dempster-Shafer theory.

Author : T. Parthasarathy,B. Dutta,J.A.M. Potters,T.E.S. Raghaven,D. Ray,A. Sen
Publisher : Springer Science & Business Media
Page : 332 pages
File Size : 52,6 Mb
Release : 1997-08-31
Category : Business & Economics
ISBN : 0792347129

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Game Theoretical Applications to Economics and Operations Research by T. Parthasarathy,B. Dutta,J.A.M. Potters,T.E.S. Raghaven,D. Ray,A. Sen Pdf

Game Theoretical Applications to Economics and Operations Research deals with various aspects of game theory and their applications to Economics and OR related problems. It brings together the contributions of a wide spectrum of disciplines such as Statistics, Mathematics, Mathematical Economics and OR. The contributions include decision theory, stochastic games, cooperative and noncooperative games. The papers in the volume are classified under five different sections. The first four sections are devoted to the theory of two-person games, linear complimentarity problems and game theory, cooperative and noncooperative games. The fifth section contains diverse applications of these various theories. Taken together they exhibit a rich versatility of these theories and lively interaction between the mathematical theory of games and significant economic problems.

Author : Masatoshi Sakawa,Ichiro Nishizaki
Publisher : Springer
Page : 250 pages
File Size : 47,7 Mb
Release : 2009-07-01
Category : Business & Economics
ISBN : 1441906754

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Cooperative and Noncooperative Multi-Level Programming by Masatoshi Sakawa,Ichiro Nishizaki Pdf

To derive rational and convincible solutions to practical decision making problems in complex and hierarchical human organizations, the decision making problems are formulated as relevant mathematical programming problems which are solved by developing optimization techniques so as to exploit characteristics or structural features of the formulated problems. In particular, for resolving con?ict in decision making in hierarchical managerial or public organizations, the multi level formula tion of the mathematical programming problems has been often employed together with the solution concept of Stackelberg equilibrium. However,weconceivethatapairoftheconventionalformulationandthesolution concept is not always suf?cient to cope with a large variety of decision making situations in actual hierarchical organizations. The following issues should be taken into consideration in expression and formulation of decision making problems. Informulationofmathematicalprogrammingproblems,itistacitlysupposedthat decisions are made by a single person while game theory deals with economic be havior of multiple decision makers with fully rational judgment. Because two level mathematical programming problems are interpreted as static Stackelberg games, multi level mathematical programming is relevant to noncooperative game theory; in conventional multi level mathematical programming models employing the so lution concept of Stackelberg equilibrium, it is assumed that there is no communi cation among decision makers, or they do not make any binding agreement even if there exists such communication. However, for decision making problems in such as decentralized large ?rms with divisional independence, it is quite natural to sup pose that there exists communication and some cooperative relationship among the decision makers.

Author : Paul R. Thie,Gerard E. Keough
Publisher : John Wiley & Sons
Page : 476 pages
File Size : 55,8 Mb
Release : 2011-09-15
Category : Mathematics
ISBN : 9781118165454

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An Introduction to Linear Programming and Game Theory by Paul R. Thie,Gerard E. Keough Pdf

Praise for the Second Edition: "This is quite a well-done book: very tightly organized, better-than-average exposition, and numerous examples, illustrations, and applications." —Mathematical Reviews of the American Mathematical Society An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems. This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications. Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models Revised proofs and a discussion on the relevance and solution of the dual problem A section on developing an example in Data Envelopment Analysis An outline of the proof of John Nash's theorem on the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.

Author : Imma Curiel
Publisher : Springer Science & Business Media
Page : 198 pages
File Size : 54,6 Mb
Release : 2013-03-14
Category : Business & Economics
ISBN : 9781475748710

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Cooperative Game Theory and Applications by Imma Curiel Pdf

In this book applications of cooperative game theory that arise from combinatorial optimization problems are described. It is well known that the mathematical modeling of various real-world decision-making situations gives rise to combinatorial optimization problems. For situations where more than one decision-maker is involved classical combinatorial optimization theory does not suffice and it is here that cooperative game theory can make an important contribution. If a group of decision-makers decide to undertake a project together in order to increase the total revenue or decrease the total costs, they face two problems. The first one is how to execute the project in an optimal way so as to increase revenue. The second one is how to divide the revenue attained among the participants. It is with this second problem that cooperative game theory can help. The solution concepts from cooperative game theory can be applied to arrive at revenue allocation schemes. In this book the type of problems described above are examined. Although the choice of topics is application-driven, it also discusses theoretical questions that arise from the situations that are studied. For all the games described attention will be paid to the appropriateness of several game-theoretic solution concepts in the particular contexts that are considered. The computation complexity of the game-theoretic solution concepts in the situation at hand will also be considered.

Author : Anonim
Publisher : Unknown
Page : 266 pages
File Size : 42,7 Mb
Release : 2010
Category : Game theory
ISBN : 3642028667

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Collective Decision Making by Anonim Pdf

This book discusses collective decision making from the perspective of social choice and game theory. The chapters are written by well-known scholars in the field. The topics range from Arrow's Theorem to the Condorcet and Ostrogorski Paradoxes, from vote distributions in the European Council to influence processes and information sharing in collective decision making networks; from cardinal utility to restricted domains for social welfare functions; from rights and game forms to responsibility in committee decision making; and from dueling to bargaining. The book reflects the richness and diversity of the field of collective decision making and shows the usefulness and adequacy of social choice and game theory for the study of it. It starts with typical social choice themes like Arrow's Theorem and ends with typical game theoretical topics, like bargaining and interval games. In between there is a mixture of views on collective decision making in which both social choice and game theoretic aspects are brought in. The book is dedicated to Harrie de Swart, who organized the well-known Social Choice Colloquia at the University of Tilburg in the Netherlands.

Author : Robert P. Gilles
Publisher : Springer Science & Business Media
Page : 270 pages
File Size : 49,9 Mb
Release : 2010-04-02
Category : Mathematics
ISBN : 9783642052828

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The Cooperative Game Theory of Networks and Hierarchies by Robert P. Gilles Pdf

The book brings together an overview of standard concepts in cooperative game theory with applications to the analysis of social networks and hierarchical authority organizations. The standard concepts covered include the multi-linear extension, the Core, the Shapley value, and the cooperative potential. Also discussed are the Core for a restricted collection of formable coalitions, various Core covers, the Myerson value, value-based potentials, and share potentials. Within the context of social networks this book discusses the measurement of centrality and power as well as allocation rules such as the Myerson value and hierarchical allocation rules. For hierarchical organizations, two basic approaches to the exercise of authority are explored; for each approach the allocation of the generated output is developed. Each chapter is accompanied by a problem section, allowing this book to be used as a textbook for an advanced graduate course on game theory.

Author : Bezalel Peleg,Peter Sudhölter
Publisher : Springer Science & Business Media
Page : 328 pages
File Size : 48,7 Mb
Release : 2007-08-15
Category : Business & Economics
ISBN : 9783540729457

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Introduction to the Theory of Cooperative Games by Bezalel Peleg,Peter Sudhölter Pdf

This book systematically presents the main solutions of cooperative games: the core, bargaining set, kernel, nucleolus, and the Shapley value of TU games as well as the core, the Shapley value, and the ordinal bargaining set of NTU games. The authors devote a separate chapter to each solution, wherein they study its properties in full detail. In addition, important variants are defined or even intensively analyzed.

Author : Peter Borm,H.J. Peters
Publisher : Springer Science & Business Media
Page : 327 pages
File Size : 52,6 Mb
Release : 2006-04-11
Category : Business & Economics
ISBN : 9780306475269

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Chapters in Game Theory by Peter Borm,H.J. Peters Pdf

Chapters in Game Theory has been written on the occasion of the 65th birthday of Stef Tijs, who can be regarded as the godfather of game theory in the Netherlands. The contributors all are indebted to Stef Tijs, as former Ph.D. students or otherwise. The book contains fourteen chapters on a wide range of subjects. Some of these can be considered surveys while other chapters present new results: most contributions can be positioned somewhere in between these categories. The topics covered include: cooperative stochastic games; noncooperative stochastic games; sequencing games; games arising form linear (semi-) infinite programming problems; network formation, costs and potential games; potentials and consistency in transferable utility games; the nucleolus and equilibrium prices; population uncertainty and equilibrium selection; cost sharing; centrality in social networks; extreme points of the core; equilibrium sets of bimatrix games; game theory and the market; and transfer procedures for nontransferable utility games. Both editors did their Ph.D with Stef Tijs, while he was affiliated with the mathematics department of the University of Nijmegen.