On the stability of evolutionary dynamics in games with incomplete information

In an interaction it is possible that one agent has features it is aware of but the opponent is not. These features (e.g. cost, valuation or fighting ability) are referred to as the agent’s type. The paper compares two models of evolution in symmetric situations of this kind. In one model the type of an agent is fixed and evolution works on strategies of types. In the other model every agent adopts with fixed probabilities both types, and type-contingent strategies are exposed to evolution. It is shown that the dynamic stability properties of equilibria may differ even when there are only two types and two strategies. However, in this case the dynamic stability properties are generically the same when the payoff of a player does not depend directly on the type of the opponent. Examples illustrating these results are provided.     

Strategies in competing subset selection

We address an optimization problem in which two agents, each with a set of weighted items, compete in order to minimize the total weight of their solution sets. The latter are built according to a sequential procedure consisting in a fixed number of rounds. In every round each agent submits one item that may be included in its solution set. We study two natural rules to decide which item between the two will be included. We address the problem from a strategic point of view, that is finding the best moves for one agent against the opponent, in two distinct scenarios. We consider preventive or minimax strategies, optimizing the objective of the agent in the worst case, and best-response strategies, where the items submitted by the opponent are known in advance in each round.     

Dynamic Evasion-Interrogation Games with Uncertainty in the Context of Electromagetics

We consider two player electromagnetic evasion-pursuit games where each player must incorporate significant uncertainty into their design strategies to disguise their intension and confuse their opponent.In this paper,the evader is allowed to make dynamic changes to his strategies in response to the dynamic input with uncertainty from the interrogator.The problem is formulated in two different ways; one is based on the evolution of the probability density function of the intensity of reflected signal and leads to a controlled forward Kolmogorov or Fokker-Planck equation.The other formulation is based on the evolution of expected value of the intensity of reflected signal and leads to controlled backward Kolmogorov equations.In addition,a number of numerical results are presented to illustrate the usefulness of the proposed approach in exploring problems of control in a general dynamic game setting.     

Optimal synthesis in a two-dimensional problem with asymmetric constraints on the control

A two-dimensional optimal control problem is considered on the assumption that the terminal time of the process is not fixed and the integral objective functional depends on a parameter. Asymmetric constraints are imposed on the control parameter. Two cases are considered: constraints of the same sign and constraints of different signs. In the case of constraints of different signs, if the parameters of the problem satisfy certain relations, one obtains chattering control, alternating with a control with two switchings and a first-order singular are when these relations are violated. In the case of sign-definite control the controllability domain is part of the plane bounded by two semiparabolas. Three types of control law are then possible, in two of which the system will hit the boundary of the controllability domain and move along it, while the third features a first-order singular are. As the parameter of the problem is varied, the phase portrait undergoes evolution and one of these three types is interchanged with another. The optimality of these control laws is rigorously established using a dynamic programming method.     

A basic searchlight game

A searchlight game is a two-person zero-sum dynamic game of the pursuit-evasion type in which at least one of the two players has a searchlight. A searchlight can be flashed a given number of times within a fixed time period and the objective is to catch the opponent in the region illuminated by the flash. Olsder and Papavassilopoulos instituted the study of these games and, in this paper, we supplement their results, obtaining a closed formula for the value and optimal strategies for the players in their basic game.     

Dynamic Evasion-Interrogation Games with Uncertainty in the Context of Electromagnetics

We consider two player electromagnetic evasion-pursuit games where each player must incorporate significant uncertainty into their design strategies to disguise their intension and confuse their opponent. In this paper, the evader is allowed to make dynamic changes to his strategies in response to the dynamic input with uncertainty from the interrogator. The problem is formulated in two different ways. One is based on the evolution of the probability density function of the intensity of reflected signal and leads to a controlled forward Kolmogorov or Fokker-Planck equation. The other formulation is based on the evolution of expected value of the intensity of reflected signal and leads to controlled backward Kolmogorov equations. In addition, a number of numerical results are presented to illustrate the usefulness of the proposed approach in exploring problems of control in a general dynamic game setting.     

Robust strategies for natural gas procurement

In order to serve their customers, natural gas local distribution companies (LDCs) can select from a variety of financial and non-financial contracts. The present paper is concerned with the choice of an appropriate portfolio of natural gas purchases that would allow a LDC to satisfy its demand with a minimum tradeoff between cost and risk, while taking into account risk associated with modeling error. We propose two types of strategies for natural gas procurement. Dynamic strategies model the procurement problem as a mean-risk stochastic program with various risk measures. Naive strategies hedge a fixed fraction of winter demand. The hedge is allocated equally between storage, futures and options. We propose a simulation framework to evaluate the proposed strategies and show that: (i) when the appropriate model for spot prices and its derivatives is used, dynamic strategies provide cheaper gas with low risk compared to naive strategies. (ii) In the presence of a modeling error, dynamic strategies are unable to control the variance of the procurement cost though they provide cheaper cost on average. Based on these results, we define robust strategies as convex combinations of dynamic and naive strategies. The weight of each strategy represents the fraction of demand to be satisfied following this strategy. A mean–variance problem is then solved to obtain optimal weights and construct an efficient frontier of robust strategies that take advantage of the diversification effect.     

An extended discrete Ricker population model with Allee effects

Based on the classical discrete Ricker population model, we incorporate Allee effects by assuming rectangular hyperbola, or Holling-II type functional form, for the birth or growth function and formulate an extended Ricker model. We explore the dynamics features of the extended Ricker model. We obtain domains of attraction for the trivial fixed point. We determine conditions for the existence and stability of positive fixed points and find regions where there exist no positive fixed points, two positive fixed points one of which is stable and two positive fixed points both of which are unstable. We demonstrate that the model exhibits period-doubling bifurcations and investigate the existence and stability of the cycles. We also confirm that Allee effects have stabilization effects, by different measures, through numerical simulations.     

Mathematical Analysis of SIR Epidemic Model with Piecewise Infection Rate and Control Strategies

The limitation of contact between susceptible and infected individuals plays an important role in decreasing the transmission of infectious diseases. Prevention and control strategies contribute to minimizing the transmission rate. In this paper, we propose SIR epidemic model with delayed control strategies, in which delay describes the response and effect time. We study the dynamic properties of the epidemic model from three aspects: steady states, stability and bifurcation. By eliminating the existence of limit cycles, we establish the global stability of the endemic equilibrium, when the delay is ignored. Further, we find that the delayed effect on the infection rate does not affect the stability of the disease-free equilibrium, but it can destabilize the endemic equilibrium and bring Hopf bifurcation. Theoretical results show that the prevention and control strategies can effectively reduce the final number of infected individuals in the population. Numerical results corroborate the theoretical ones.     

基于强互惠理论的企业合作创新行为演化研究

基于强互惠理论构建了企业合作创新行为演化模型,将企业分成投机、纯合作与强互惠三种类型,对基本的演化博弈模型进行了分析,利用复制动态方程求出基本模型的两个演化稳定均衡解,并通过仿真方法对放松约束后的演化模型做进一步分析,发现了新的系统均衡状态并给出解释。研究结果表明:强互惠行为可以通过演化生成,并抑制企业合作创新中的投机行为,与其他两种类型企业共同发展,并形成企业合作创新系统的演化稳定均衡。研究结果为企业合作创新组织的管理提供了决策依据,同时有助于推动企业合作创新理论的深入发展。     

基于图模型理论有序偏好下的冲突反问题研究

在冲突谈判中,能获知对手偏好是掌握谈判主动性的重要条件。本文基于冲突分析图模型理论构建了一种获取对手偏好的方法。该方法通过深入分析冲突分析图模型中Nash、GMR和SEQ三种稳定性定义,利用反向思维,建立求解对手偏好最少约束条件的数学模型。该方法能让决策者在预知冲突结局的前提下,得到对手的全部偏好信息。以“云南曲靖陆良县铬污染”冲突事件为例,通过对该事件引发的冲突进行建模和偏好分析,在已知冲突最终结局的前提下,运用数学模型,省环保厅可以得到陆良化工企业的所有偏好序,使其在冲突谈判中做到知己知彼,同时也验证了该方法的可行性和有效性。案例分析过程可以从战略层面为谈判中的一方提供参考。     

三步矩阵对策上的无中生有计及其实例

基于一个历史实例及假定:①三步矩阵对策中赢得矩阵都不变,②每步都是局中人1先行动,③对于每步对策,局中人2观测不到对手究竟使用了何策略;但局中人1可以观测到对手所用的策略,建立了三步矩阵对策上的无中生有计(《三十六计》中的第七计)的对策模型.研究了当局中人2中计,半识破和完全识破对手的无中生有计时的赢得和所用的策略的情况.并用上述实例对模型作了说明.     

随机DEA期望值模型的一些性质

为判别决策单元在随机DEA期望值模型下的随机有效性,首次提出了随机期望无效、随机期望弱有效、随机期望有效以及随机期望超有效的概念．并给出了三个命题用于判别不同显著性水平下随机期望效率与期望效率的关系．在此基础上,得到了两个重要的性质：（1）当期望效率保持不变时,随机期望效率为显著性水平的增函数;（2）当显著性水平保持不变时,随机期望效率为期望效率的增函数．最后,利用随机模拟和一个算例对上述结论进行了验证．     

Stability on Time-Dependent Domains

We explore the key differences in the stability picture between extended systems on time-fixed and time-dependent spatial domains. As a paradigm, we take the complex Swift–Hohenberg equation, which is the simplest nonlinear model with a finite critical wavenumber, and use it to study dynamic pattern formation and evolution on time-dependent spatial domains in translationally invariant systems, i.e., when dilution effects are absent. In particular, we discuss the effects of a time-dependent domain on the stability of spatially homogeneous and spatially periodic base states, and explore its effects on the Eckhaus instability of periodic states. New equations describing the nonlinear evolution of the pattern wavenumber on time-dependent domains are derived, and the results compared with those on fixed domains. Pattern coarsening on time-dependent domains is contrasted with that on fixed domains with the help of the Cahn–Hilliard equation extended here to time-dependent domains. Parallel results for the evolution of the Benjamin–Feir instability on time-dependent domains are also given.     

Experimentation and Learning in Repeated Cooperation

We study an agency model, in which the principal has only incomplete information about the agent's preferences, in a dynamic setting. Through repeated interaction with the agent, the principal learns about the agent's preferences and can thus adjust the inventive system. In a dynamic computational model, we compare different learning strategies of the principal when facing different types of agents. The results indicate that better learning of preferences can improve the situation of both parties, but the learning process is rather sensitive to random disturbances.     

Stability of a thin liquid layer,spreading on a quasi–rotating disk

In many industrial processes solids are coated to obtain specific surface properties, as e.g. corrosion resistance, mechanical (wear) resistance, optical, or electrical properties. Even today many coating processes are not fully understood and the choice of parameters is largely based on experience. Hence, a prediction of the complete hydrodynamic process and the appearance of instabilities in its dependency on the parameters appears highly desirable. This would serve to optimize the quality of the coating. A common coating technique is the so-called spin coating. The coating agent is dissolved or suspended in a liquid, brought onto the solid, spread by rotation, and the carrier liquid is finally removed by evaporation or by chemical reactions. In this article an evolution equation is derived from lubrication theory, valid for thin liquid layers. The model involves a dynamic contact angle, centrifugal, capillary, and gravitational forces. The evolution equation can be solved analytically, provided the capillary number is small. Then a coupled linear stability analysis of the contact line and the free interface is performed. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Effects of prey refuge on a ratio-dependent predator–prey model with stage-structure of prey population

In this paper, a stage-structured predator–prey model is proposed and analyzed to study how the type of refuges used by prey population influences the dynamic behavior of the model. Two types of refuges: those that protect a fixed number of prey and those that protect a constant proportion of prey are considered. Mathematical analyses with regard to positivity, boundedness, equilibria and their stabilities, and bifurcation are carried out. Persistence condition which brings out the useful relationship between prey refuge parameter and maturation time delay is established. Comparing the conclusions obtained from analyzing properties of two types of refuges using by prey, we observe that value of maturation time at which the prey population and hence predator population go extinct is greater in case of refuges which protect a constant proportion of prey.     

Suboptimality of M-step back strategies in Bayesian games

We consider the Bayes optimal strategy for repeated two player games where moves are made simultaneously. In these games we look at models where one player assumes that the other player is employing a strategy depending only on the previousm-move pairs (as discussed in Wilson, 1986). We show that, under very unrestrictive conditions, such an assumption is not consistent with the assumption of rationality of one's opponent. Indeed, we show that by employing such a model a player is implicitly assuming that his opponent is not playing rationally,with probability one. We argue that, in the context of experimental games, thesem-step back models must be inferior to models which are consistent with the assumption that an opponent can be rational.     

The Dynamic Interaction of Speculation and Diversification

A discrete time model of a financial market is developed, in which heterogeneous interacting groups of agents allocate their wealth between two risky assets and a riskless asset. In each period each group formulates its demand for the risky assets and the risk‐free asset according to myopic mean‐variance maximizazion. The market consists of two types of agents: fundamentalists, who hold an estimate of the fundamental values of the risky assets and whose demand for each asset is a function of the deviation of the current price from the fundamental, and chartists, a group basing their trading decisions on an analysis of past returns. The time evolution of the prices is modelled by assuming the existence of a market maker, who sets excess demand of each asset to zero at the end of each trading period by taking an offsetting long or short position, and who announces the next period prices as functions of the excess demand for each asset and with a view to long‐run market stability. The model is reduced to a seven‐dimensional nonlinear discrete‐time dynamical system, that describes the time evolution of prices and agents' beliefs about expected returns, variances and correlation. The unique steady state of the model is determined and the local asymptotic stability of the equilibrium is analysed, as a function of the key parameters that characterize agents' behaviour. In particular it is shown that when chartists update their expectations sufficiently fast, then the stability of the equilibrium is lost through a supercritical Neimark–Hopf bifurcation, and self‐sustained price fluctuations along an attracting limit cycle appear in one or both markets. Global analysis is also performed, by using numerical techniques, in order to understand the role played by the chartists' behaviour in the transition to a regime characterized by irregular oscillatory motion and coexistence of attractors. It is also shown how changes occurring in one market may affect the price dynamics of the alternative risky asset, as a consequence of the dynamic updating of agents' portfolios.     

Dominance solvability and cournot stability

In normal form games with single-valued best reply functions it is shown that dominance-solvability (resulting from successive elimination of dominated strategies) implies the global stability of the Cournot tatonnement process. When only two players are present, and the strategy spaces are one dimensional, these two notions actually coincide. A computational characterization of the two properties is given in a local sense as well as a sufficient condition for global dominance-solvability: an application to the Cournot-oligopoly model is proposed.