直觉模糊支付合作对策的核仁解

本文主要研究支付值为直觉模糊集的合作对策问题及其模糊核仁解.首先定义了直觉模糊集的得分函数和精确函数,并给出其排序方法,得到基于直觉模糊集的合作对策模型和适合这种模型的相应定义,同时提出了直觉模糊核仁解的概念;其次运用新的排序方法将求核仁解的问题转化为求解双目标非线性规划问题;最后通过实例分析验证了该方法的可行性和有效性。     

n人可信策略博弈

本文研究模糊支付n人策略博弈,由于支付信息的不完全性,模糊支付可视为模糊变量。基于可信性理论,在不同的决策环境中引入模糊排序方法表征支付者行为。因此,本文定义四种可信均衡,等价于纳什均衡。其次证明了可信均衡存在性定理。除此之外,在现实策略博弈中用算例说明四种可信均衡的现实意义。最后讨论四种可信均衡之间可能存在的关系。     

基于个人超出值的模糊联盟合作博弈最小二乘预核仁

本文给出了基于个人超出值的无限模糊联盟合作博弈最小二乘预核仁的求解模型,得到该模型的显式解析解,并研究该解的若干重要性质。证明了:本文给出的无限模糊联盟合作博弈的最小二乘预核仁与基于个人超出值的相等解(The equalizer solution),基于个人超出值的字典序解三者相等。进一步证明了:基于Owen线性多维扩展的无限模糊联盟合作博弈的最小二乘预核仁与基于个人超出值的经典合作博弈最小二乘预核仁相等。最后,通过数值实例说明本文提出的无限模糊联盟合作博弈求解模型的实用性与有效性。     

直觉模糊支付合作对策的核心

主要研究支付值为直觉模糊数的模糊合作对策及其解的问题.首先在模糊合作对策和直觉模糊集相关理论的基础上建立了新的合作对策模型,给出适合这种模型的解的相应定义,重点提出了直觉模糊权重核心的概念;其次讨论了解之间的关系并给出了求解权重核心的方法;最后通过实例分析验证了该方法的可行性和有效性.     

三人模糊联盟合作博弈的最小核心解

研究了联盟是模糊的合作博弈.利用多维线性扩展的方法定义了模糊联盟最小核心解,并推导出三人模糊联盟合作博弈最小核心的计算公式.研究结果发现,多维线性扩展的模糊联盟合作博弈最小核心解是对清晰联盟合作博弈最小核心解的扩展.最后给出三人模糊联盟合作博弈的一个具体事例,证明了此方法的有效性和适用性.     

模糊环境下模糊联盟收益分配模型和算法研究

合理地度量与评价盟员在联盟中的贡献,制定公平的收益分配方案是联盟合作成功的关键。然而在现实生活中,某些情况下盟员并不是完全投入到某一联盟中,并且参与联盟的程度常常是模糊的。因此,在这种情况下引入合作博弈和模糊理论来研究模糊联盟收益分配问题是十分必要的。在模糊博弈环境下,引入模糊变量的可信性测度,建立了模糊联盟收益分配的模糊期望值规划模型,并设计了一个遗传算法来解决提出的模型问题,最后用算例进行了分析论证。     

灰色支付合作对策的核仁解

鉴于实际对策问题中,灰信息是普遍存在的,但经典合作对策中未能考虑对策过程中出现的灰色不确定性,使得对策模型缺乏柔性.基于合作对策理论和灰集相关理论的思想,文章建立了一种新的包含有区间灰数的合作对策模型一灰色合作对策,研究了其核仁解.首先定义了灰色集的核函数和灰度函数,在此基础上给出其排序方法,得到适合此模型的相应定义,同时提出了灰色核仁解的概念;其次运用新的排序方法,将求核仁解的问题转化为求解非线性规划问题;最后进一步探讨了灰色合作对策核仁的存在唯一性,以及核仁与其他解之间的关系.从而解决了灰色合作对策的解的结构问题.     

三元区间支付合作对策的核心解

基于三元区间数,提出三元区间支付合作对策理论,利用三元区间数的运算及序关系,建立了三元区间支付合作对策模型和具有偏好标准的三元区间支付合作对策模型,研究相应模型的几类核心解,如区间核心、区间优超核心及q-区间核心等,讨论了各相关核心解之间的关系,并加以证明.最后通过实例分析,验证了三元区间支付合作对策理论,具有一定的参考价值与现实意义,是对模糊支付合作对策理论的不断完善.     

二维模糊向量可信性分布的联合熵及其性质

基于可信性测度, 定义了二维离散型模糊向量和二维连续型模糊向量的联合熵, 并研究了它们的极小性、极大性、单调性, 以及二维简单模糊向量的扩展性和严格凹性.     

广义对称对策的核仁

Schmeidler于1969年提出了核仁的概念,并把它作为合作对策的一种解,同时证明了核仁对每个对策存在唯一,且连续地依赖于对策的特征函数.1977年,Justman运用点到集映射讨论了一般n人合作对策的核仁求解问题.1981年,Dragan从平衡集入手,在理论上给出了通过解一系列线性规划而求出n人合作对策的核仁的一种算法.但是,实际上有效而可行的求解一般合作对策的核仁的算法还没有.然而,也有许多人对某类     

Some results on cooperative interval games

Uncertainty is a daily presence in the real world. It affects our decision-making and may have influence on cooperation. On many occasions, uncertainty is so severe that we can only predict some upper and lower bounds for the outcome of our actions, i.e. payoffs lie in some intervals. A suitable game theoretic model to support decision-making in collaborative situations with interval data is that of cooperative interval games. Solution concepts that associate with each cooperative interval game sets of interval allocations with appealing properties provide a natural way to capture the uncertainty of coalition values into the players’ payoffs. In this paper, the relations between some set-valued solution concepts using interval payoffs, namely the interval core, the interval dominance core, the square interval dominance core and the interval stable sets for cooperative interval games, are studied. It is shown that the interval core is the unique stable set on the class of convex interval games.     

Portfolio adjusting optimization with added assets and transaction costs based on credibility measures

In response to changeful financial markets and investor’s capital, we discuss a portfolio adjusting problem with additional risk assets and a riskless asset based on credibility theory. We propose two credibilistic mean–variance portfolio adjusting models with general fuzzy returns, which take lending, borrowing, transaction cost, additional risk assets and capital into consideration in portfolio adjusting process. We present crisp forms of the models when the returns of risk assets are some deterministic fuzzy variables such as trapezoidal, triangular and interval types. We also employ a quadratic programming solution algorithm for obtaining optimal adjusting strategy. The comparisons of numeral results from different models illustrate the efficiency of the proposed models and the algorithm.     

一个TU博弈的模糊延拓方法

对合作博弈给出了一类不同于传统多重线性延拓和cornet延拓的模糊延拓方法,得到了模糊延拓后的模糊核心和模糊Shap ley值及其特性,并举例进行了说明。     

Cooperative games under interval uncertainty: on the convexity of the interval undominated cores

Uncertainty is a daily presence in the real world. It affects our decision making and may have influence on cooperation. Often uncertainty is so severe that we can only predict some upper and lower bounds for the outcome of our actions, i.e., payoffs lie in some intervals. A suitable game theoretic model to support decision making in collaborative situations with interval data is that of cooperative interval games. Solution concepts that associate with each cooperative interval game sets of interval allocations with appealing properties provide a natural way to capture the uncertainty of coalition values into the players’ payoffs. This paper extends interval-type core solutions for cooperative interval games by discussing the set of undominated core solutions which consists of the interval nondominated core, the square interval dominance core, and the interval dominance core. The interval nondominated core is introduced and it is shown that it coincides with the interval core. A straightforward consequence of this result is the convexity of the interval nondominated core of any cooperative interval game. A necessary and sufficient condition for the convexity of the square interval dominance core of a cooperative interval game is also provided.     

The positive core of a cooperative game

The positive core is a nonempty extension of the core of transferable utility games. If the core is nonempty, then it coincides with the core. It shares many properties with the core. Six well-known axioms that are employed in some axiomatizations of the core, the prenucleolus, or the positive prekernel, and one new intuitive axiom, characterize the positive core for any infinite universe of players. This new axiom requires that the solution of a game, whenever it is nonempty, contains an element that is invariant under any symmetry of the game.     

基于模糊博弈视角的企业联盟“双循环”合作对策研究

企业合作在“双循环”新发展格局下呈现出更多的模糊特征,能否形成稳定的模糊合作格局及持续合作的收益再分配策略成为合作联盟的关注点。将广义模糊超量博弈和模糊凸博弈及其广义解集应用到“双循环”新发展格局下企业联盟合作与收益再分配中,提出最大广义模糊超量博弈模型及其广义模糊谈判集,并基于最大广义模糊超量博弈均衡性的视角,对模糊凸博弈下广义模糊谈判集与核心的等价性质进行论证。研究结果不仅满足了“双循环”新发展格局下合作企业以部分资源参与合作的意愿,及企业联盟模糊凸合作博弈下再分配方案等价性证明需求,而且实现了保留部分收益用于联盟再发展的策略。     

The modiclus and core stability

The modiclus, a relative of the prenucleolus, assigns a singleton to any cooperative TU game. We show that the modiclus selects a member of the core for any exact orthogonal game and for any assignment game that has a stable core. Moreover, by means of an example we show that there is an exact TU game with a stable core that does not contain the modiclus.     

Nonsymmetric variants of the prekernel and the prenucleolus

A solution on a class of TU games that satisfies the axioms of the pre-nucleolus or -kernel except the equal treatment property and is single valued for two-person games, is a nonsymmetric pre-nucleolus (NSPN) or -kernel (NSPK). We investigate the NSPKs and NSPNs and their relations to the positive prekernel and to the positive core. It turns out that any NSPK is a subsolution of the positive prekernel. Moreover, we show that an arbitrary NSPK, when applied to a TU game, intersects the set of preimputations whose dissatisfactions coincide with the dissatisfactions of an arbitrary element of any other NSPK applied to this game. This result also provides a new proof of sufficiency of the characterizing conditions for NSPKs introduced by Orshan (Non-symmetric prekernels, discussion paper 60. Center for Rationality, The Hebrew University of Jerusalem, 1994). Any NSPN belongs to ??its?? NSPK. Several classes of NSPNs are presented, all of them being subsolutions of the positive core. We show that any NSPN is a subsolution of the positive core provided that it satisfies the equal treatment property on an infinite subset of the universe of potential players. Moreover, we prove that, for any game whose prenucleolus is in its anticore, any NSPN coincides with the prenucleolus.