Fuzzy extensions of bargaining sets and their existence in cooperative fuzzy games

Recently, the concept of classical bargaining set given by Aumann and Maschler in 1964 has been extended to fuzzy bargaining set. In this paper, we give a modification to correct some weakness of this extension. We also extend the concept of the Mas-Colell's bargaining set (the other major type of bargaining sets) to its corresponding fuzzy bargaining set. Our main effort is to prove existence theorems for these two types of fuzzy bargaining sets. We will also give necessary and sufficient conditions for these bargaining sets to coincide with the Aubin Core in a continuous superadditive cooperative fuzzy game which has a crisp maximal coalition of maximum excess at each payoff vector. We show that both Aumann-Maschler and Mas-Colell fuzzy bargaining sets of a continuous convex cooperative fuzzy game coincide with its Aubin core.     

3D differential game guidance

Three-dimensional guidance in the neighborhood of collision course, based on a terminal differential game, renders ellipsoidal control sets. As a result, a saddle-point contains singularities. This paper (a) generalizes previous results on linear dynamics with terminal cost and ellipsoidal control sets and (b) applies the results to the above guidance problem to include general missile and target transfer functions. We further demonstrate the construction of the isocost surfaces (tubes).     

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.     

Polytope Games

Starting from the definition of a bimatrix game, we restrict the pair of strategy sets jointly, not independently. Thus, we have a set , which is the set of all feasible strategy pairs. We pose the question of whether a Nash equilibrium exists, in that no player can obtain a higher payoff by deviating. We answer this question affirmatively for a very general case, imposing a minimum of conditions on the restricted sets and the payoff. Next, we concentrate on a special class of restricted games, the polytope bimatrix game, where the restrictions are linear and the payoff functions are bilinear. Further, we show how the polytope bimatrix game is a generalization of the bimatrix game. We give an algorithm for solving such a polytope bimatrix game; finally, we discuss refinements to the equilibrium point concept where we generalize results from the theory of bimatrix games.     

Recall in extensive form games

This paper considers characterizations of perfect recall in extensive form games. It is shown that perfect recall can be expressed in terms of choices without any reference to infomation sets. When information sets are taken into account, it is decomposable into an ordering of information sets and that players do not forget what they knew nor what they did. Thus, if information sets are partially ordered, then perfect recall is implied by the player's inability to refine her information from the memory. Received: August 1997/final version: September 1998     

Existence of minmax points in discontinuous strategic games

In this note we prove the existence of minmax points for strategic form games where the sets of strategies are topological spaces and the payoff functions satisfy conditions weaker than continuity. The employed tools are the class of transfer weakly upper continuous functions and the class of weakly lower pseudocontinuous functions. An example shows that our result is of minimal character.     

Two-target game model of an air combat with fire-and-forget all-aspect missiles

An air combat duel between similar aggressive fighter aircraft, both equipped with the same type of guided missiles, is formulated as a two-target differential game using the dynamic model of the game of two identical cars. Each of the identical target sets represents the effective firing envelope of an all-aspect fire-and-forget air-to-air missile. The firing range limits depend on the target aspect angle and are approximated by analytical functions. The maximum range, computed by taking into account the optimal missile avoidance maneuver of the target, determines the no-escape firing envelope. The solution consists of the decomposition of the game space into four regions: the respective winning zones of the two opponents, the draw zone, and the region where the game terminates by a mutual kill. The solution provides a new insight for future air combat analysis.This paper is based on the first author's D.Sc. Thesis. The research was supported by NASA Cooperative Agreement NCCW-4.     

Open-Loop Viable Control Under Uncertain Initial State Information

We consider the problem of open-loop viable control of a nonlinear system in Rⁿ in the case of a nonexactly known initial state. We characterize the family of those initial sets for which the problem is solvable. The characterization employs the notion of a contingent field to a given collection of sets introduced in the paper. It also involves an appropriate set-dynamic equation that describes the evolution of the state estimation within a prescribed collection of sets. An extension of the classical concept of viability kernel with respect to this set-dynamic equation is the key tool. We present an approximation scheme for the viability kernel which is numerically realizable in the case of low dimension and simple collections of sets chosen for state estimation (balls, ellipsoids, polyhedrons, etc.). As an application, we consider a viability differential game, where the uncertainty may enter also in the dynamics of the system as an input which is not known in advance. The control is then sought as a nonanticipative strategy depending on the uncertain input.     

Robust Equilibria in Indefinite Linear-Quadratic Differential Games

Equilibria in dynamic games are formulated often under the assumption that the players have full knowledge of the dynamics to which they are subject. Here, we formulate equilibria in which players are looking for robustness and take model uncertainty explicitly into account in their decisions. Specifically, we consider feedback Nash equilibria in indefinite linear-quadratic differential games on an infinite time horizon. Model uncertainty is represented by a malevolent input which is subject to a cost penalty or to a direct bound. We derive conditions for the existence of robust equilibria in terms of solutions of sets of algebraic Riccati equations.     

Sufficient conditions for Nash equilibria inN-person games over reflexive Banach spaces

Sufficient conditions are obtained for the existence of Nash equilibrium points inN-person games when the strategy sets are closed, convex subsets of reflexive Banach spaces. These conditions require that each player's cost functional is convex in that player's strategy, weakly continuous in the strategies of the other players, weakly lower semicontinuous in all strategies, and furthermore satisfies a coercivity condition if any of the strategy sets is unbounded. The result is applied to a class of linear-quadratic differential games with no information, to prove that equilibrium points exist when the duration of these games is sufficiently small.This work was supported by a Commonwealth of Australia, Postgraduate Research Award.     

Perturbation theory for games in normal form and stochastic games

In this paper, the effect on values and optimal strategies of perturbations of game parameters (payoff function, transition probability function, and discount factor) is studied for the class of zero-sum games in normal form and for the class of stationary, discounted, two-person, zero-sum stochastic games.A main result is that, under certain conditions, the value depends on these parameters in a pointwise Lipschitz continuous way and that the sets of -optimal strategies for both players are upper semicontinuous multifunctions of the game parameters.Extensions to general-sum games and nonstationary stochastic games are also indicated.     

On the Tikhonov Well-Posedness of Concave Games and Cournot Oligopoly Games

The purpose of this paper is to investigate whether theorems known to guarantee the existence and uniqueness of Nash equilibria, provide also sufficient conditions for the Tikhonov well-posedness (T-wp). We consider several hypotheses that ensure the existence and uniqueness of a Nash equilibrium (NE), such as strong positivity of the Jacobian of the utility function derivatives (Ref. 1), pseudoconcavity, and strict diagonal dominance of the Jacobian of the best reply functions in implicit form (Ref. 2). The aforesaid assumptions imply the existence and uniqueness of NE. We show that the hypotheses in Ref. 2 guarantee also the T-wp property of the Nash equilibrium.As far as the hypotheses in Ref. 1 are concerned, the result is true for quadratic games and zero-sum games. A standard way to prove the T-wp property is to show that the sets of -equilibria are compact. This last approach is used to demonstrate directly the T-wp property for the Cournot oligopoly model given in Ref. 3. The compactness of -equilibria is related also to the condition that the best reply surfaces do not approach each other near infinity.     

Cumbersome coordination in repeated games

This paper examines the role communication between players might serve in enabling them to reach an agreement on the future play of a repeated game. The property of the communication process that we focus on is the amount of time it takes to complete. We characterize the effects of such communication processes indirectly by determining the set of agreements they may yield. A weak and a strong criterion are introduced to describe sets of agreements that are “stable” in the sense that players would follow the current agreement and not seek to reach a new agreement. We show that as players become extremely patient, strongly stable sets converge to Pareto efficient singletons. We apply the stability criteria to Prisoner’s Dilemmas and show how the unique strongly stable set reflects asymmetries in the players’ stage-game payoffs. Finally, we model the communication process as a Rubinstein alternating-offer bargaining game and demonstrate that the resulting agreements help characterize the strongly stable set for a general class of communication mechanisms. Received January 1998/final version June 1999     

On minimax and Pareto optimal security payoffs in multicriteria games

In this paper, we characterize minimax and Pareto-optimal security payoff vectors for general multicriteria zero-sum matrix games, using properties similar to the ones that have been used in the single criterion case. Our results show that these two solution concepts are rather similar, since they can be characterized with nearly the same sets of properties. Their main difference is the form of consistency that each solution concept satisfies. We also prove that both solution concepts can transform into each other, in their corresponding domains.     

New minimax inequality with applications to existence theorems of equilibrium points

A new minimax inequality is proved on a set which is the union of an increasing sequence of compact convex sets in a topological vector space. As applications, several existence theorems of equilibrium points for different games are obtained.The authors would like to thank the referees for their helpful suggestions.     

EQUILIBIA OF NONCOMPACT GENERALIZED GAMES WITH CORRESPONDENCES WITHOUT OPEN LOWER SECTIONS

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On the existence of almost-pure-strategy Nash equilibrium in <Emphasis Type="Italic">n</Emphasis>-person finite games

This paper gives wide characterization of n-person non-coalitional games with finite players’ strategy spaces and payoff functions having some concavity or convexity properties. The characterization is done in terms of the existence of two-point-strategy Nash equilibria, that is equilibria consisting only of mixed strategies with supports being one or two-point sets of players’ pure strategy spaces. The structure of such simple equilibria is discussed in different cases. The results obtained in the paper can be seen as a discrete counterpart of Glicksberg’s theorem and other known results about the existence of pure (or “almost pure”) Nash equilibria in continuous concave (convex) games with compact convex spaces of players’ pure strategies.     

A test of the core solution in finite strategy non-sidepayment games

This paper reports a test of the core solution in cooperative non-sidepayment games where players have finite strategy sets. Two laboratory experiments were conducted with three-person and four-person games; in both experiments, the core solution was tested competitively against the von Neumann-Morgenstern stable set and the imputation set. Predictions from these solution concepts were computed under parameters of α-effectiveness and strict preference. Results show that the frequency of outcomes falling in core is substantially higher than that observed in previous experiments (most of which involve sidepayment games). In addition, goodness-of-fit tests show that the core solution predicts the observed outcomes more accurately than do the stable set or the imputation set.     

Infinite Hierarchical Potential Games

Hierarchical potential games with infinite strategy sets are considered. For these games, pessimistic Stackelberg equilibria are characterized as minimum points of the potential function; properties are studied and illustrated with examples.     

Existence of value in differential games with fixed time duration

A differential game of prescribed duration with general-type phase constraints is investigated. The existence of a value in the Varaiya-Lin sense and an optimal strategy for one of the players is obtained under assumptions ensuring that the sets of all admissible trajectories for the two players are compact in the Banach space of all continuous functions. These results are next widened on more general games, examined earlier by Varaiya.The author wishes to express his thanks to an anonymous reviewer for his many valuable comments.