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以往对演化博弈的研究都假设个体从博弈中获得的支付是确定的并以精确的数来表示。然而由于受环境中各种不确定因素的影响,个体博弈时所获得的支付并不是一个精确的数值,而需要用一个模糊数来表示。本文研究模糊支付下2×2的对称博弈, 利用模糊数的运算, 分析具有模糊支付的有限种群Moran过程演化动态。在弱选择下以梯形模糊数和三角模糊数表示博弈支付,计算策略的模糊扎根概率,分析自然选择有利于策略扎根及策略成为模糊演化稳定策略的条件。将经典博弈推广到模糊环境中丰富了演化博弈理论,更具有现实意义。 相似文献
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一种n人静态博弈纯策略纳什均衡存在性判别法 总被引:6,自引:0,他引:6
本首先给出了n人静态博弈纯策略纳什均衡存在的充要条件。然后给出n人静态博弈纯策略纳什均衡存在性的一种判别方法。最后在判别纯策略纳什均衡存在的条件下,给出判定该静态博弈存在多少纯策略纳什均衡以及哪些纯策略组合是纯策略纳什均衡(解)的方法。 相似文献
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假定博弈参与人策略选择影响着博弈参与人的情绪,从而影响到参与人的支付函数.在这样的假定下,引入一类新的广义博弈问题,并且给出相应均衡的定义.进一步,在一定条件下,证明了这些均衡的存在性,并给出这些均衡之间的关系.最后给出一个简单算例,验证了其可行性. 相似文献
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《运筹与管理》2016,(5)
鉴于第三方支付平台交易的参与者在策略选择时存在着不可分辨现象和博弈,而目前粗糙博弈论的研究仍缺少系统化的理论成果。本文首先对照经典博弈论的概念,给出了粗糙博弈论的定义,然后创立了求解n人非合作完全信息静态粗糙博弈论的混合策略均衡解的算法,最后建立了第三方支付平台交易的粗糙博弈模型,并给出模型的均衡解。应用实例表明模型和算法是有效可行的,比较符合当前第三方支付平台交易的实际状况和参与人的关系现状,模型的求解结果能够指导博弈各方更好地确定自己的策略。粗糙博弈论及非合作完全信息静态粗糙博弈论的混合策略均衡解的算法研究,给第三方支付平台交易的管理者提供了科学有益的借鉴。 相似文献
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本文首先建立了基于再保险人分担理赔费用的夸大风险损失的索赔欺诈博弈模型,然后分析了保险双方的博弈策略选择及其可能达到的均衡。研究表明,博弈模型存在某种形式的精炼贝叶斯纳什均衡,但如实告知一般不是保单持有人的精炼贝叶斯纳什均衡策略。而且,博弈模型不存在分离均衡,当费用自负率在一定范围内变化时,局中人将交替选用分离策略与合并策略。 相似文献
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在无标底招标项目中,招投标各方之间存在诸多博弈现象.本文根据项目管理和博弈的方法,对投标方的投标策略和支付函数进行了深入的分析.同时,利用价值效益评价决策的方法建立了招标方的评标计分模型和中标评价模型,并根据招标方的评标偏好性,提出了招标方的评标策略集和中标策略集.最后,对招投标双方的多种博弈现象进行了讨论,提出了双方的纳什均衡策略和不同条件下的双方最优中标策略和最优投标策略. 相似文献
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A survey of credibility theory 总被引:26,自引:0,他引:26
Baoding Liu 《Fuzzy Optimization and Decision Making》2006,5(4):387-408
This paper provides a survey of credibility theory that is a new branch of mathematics for studying the behavior of fuzzy
phenomena. Some basic concepts and fundamental theorems are introduced, including credibility measure, fuzzy variable, membership
function, credibility distribution, expected value, variance, critical value, entropy, distance, credibility subadditivity
theorem, credibility extension theorem, credibility semicontinuity law, product credibility theorem, and credibility inversion
theorem. Recent developments and applications of credibility theory are summarized. A new idea on chance space and hybrid
variable is also documented. 相似文献
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Fuzzy measure and credibility measure are two dissimilar concepts, and fuzzy integral based on fuzzy measure has been researched.
This paper focuses on introduction of fuzzy integral on credibility measure and discusses its properties, since it has been
not studied yet so far. 相似文献
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This paper develops a fuzzy multi-period production planning and sourcing problem with credibility objective, in which a manufacturer has a number of plants or subcontractors. According to the credibility service levels set by customers in advance, the manufacturer has to satisfy different product demands. In the proposed production problem, production cost, inventory cost and product demands are uncertain and characterized by fuzzy variables. The problem is to determine when and how many products are manufactured so as to maximize the credibility of the fuzzy costs not exceeding a given allowable invested capital, and this credibility can be regarded as the investment risk criteria in fuzzy decision systems. In the case when the fuzzy parameters are mutually independent gamma distributions, we can turn the service level constraints into their equivalent deterministic forms. However, in this situation the exact analytical expression for the credibility objective is unavailable, thus conventional optimization algorithms cannot be used to solve our production planning problems. To overcome this obstacle, we adopt an approximation scheme to compute the credibility objective, and deal with the convergence about the computational method. Furthermore, we develop two heuristic solution methods. The first is a combination of the approximation method and a particle swarm optimization (PSO) algorithm, and the second is a hybrid algorithm by integrating the approximation method, a neural network (NN), and the PSO algorithm. Finally, we consider one 6-product source, 6-period production planning problem, and compare the effectiveness of two algorithms via numerical experiments. 相似文献
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Baoding Liu 《Fuzzy Optimization and Decision Making》2003,2(2):87-100
It is well-known that Markov inequality, Chebyshev inequality, Hölder's inequality, and Minkowski inequality are important and useful results in probability theory. This paper presents the analogous inequalities in fuzzy set theory and rough set theory. In addition, sequence convergence plays an extremely important role in the fundamental theory of mathematics. This paper presents four types of convergence concept of fuzzy/rough sequence: convergence almost surely, convergence in credibility/trust, convergence in mean, and convergence in distribution. Some mathematical properties of those new convergence concepts are also given. 相似文献
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研究了模糊环境下的动态投资组合模型,将证券的收益率描述为模糊变量,提出了基于可信性测度的安全准则,可信性安全准则反映了投资者对灾难事件的容忍水平.建立了基于可信性安全准则的模糊动态投资组合模型,对建立的模型设计了基于模糊模拟的混合智能算法进行求解,并在Visual C++环境下,用C语言实现了对实例的求解,证明了混合智能算法的有效性和合理性. 相似文献
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This paper analyses the role of transfer payments and strategic contracting within two-person strategic form games with monetary
payoffs. First, it introduces the notion of transfer equilibrium as a strategy combination for which individual stability
can be supported by allowing the possibility of transfers of the induced payoffs. Clearly, Nash equilibria are transfer equilibria,
but under common regularity conditions the reverse is also true. This result typically does not hold for finite games without
the possibility of randomisation, and transfer equilibria for this particular class are studied in some detail. 相似文献
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基于模糊层次分析法的可信度评估方法 总被引:16,自引:0,他引:16
李红燕 《数学的实践与认识》2004,34(5):137-141
对可信度的评估方法进行了探讨 ,并结合模糊层次分析法与模糊综合评判方法提出一整套可信度评估流程 ,最后进行了评估实践 相似文献
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Methods of critical value reduction for type-2 fuzzy variables and their applications 总被引:1,自引:0,他引:1
A type-2 fuzzy variable is a map from a fuzzy possibility space to the real number space; it is an appropriate tool for describing type-2 fuzziness. This paper first presents three kinds of critical values (CVs) for a regular fuzzy variable (RFV), and proposes three novel methods of reduction for a type-2 fuzzy variable. Secondly, this paper applies the reduction methods to data envelopment analysis (DEA) models with type-2 fuzzy inputs and outputs, and develops a new class of generalized credibility DEA models. According to the properties of generalized credibility, when the inputs and outputs are mutually independent type-2 triangular fuzzy variables, we can turn the proposed fuzzy DEA model into its equivalent parametric programming problem, in which the parameters can be used to characterize the degree of uncertainty about type-2 fuzziness. For any given parameters, the parametric programming model becomes a linear programming one that can be solved using standard optimization solvers. Finally, one numerical example is provided to illustrate the modeling idea and the efficiency of the proposed DEA model. 相似文献