On the existence of values for arbitration games

Two-person games in normal form are considered, where the players may use correlated strategies and where the problem arises, which Pareto optimal point in the payoff region to choose. We suppose that the players solve this problem with the aid of an arbitration function, which is continuous and profitable, and for which the inverse image of each Pareto point is a convex set. Then the existence of values and defensive ε-optimal strategies is discussed. Existence theorems are derived, using families of suitable dummy zero-sum games. The derived existence theorems contain all known existence results as special cases.     

On differential games of evasion from many pursuers

This paper contains a survey of some results regarding differential games of evasion from many pursuers. This class of games presents special difficulties and usually cannot be treated by standard methods. The approach developed consists of constructing piecewise program strategies for the evader, based on certain maneuvers of evasion from one pursuer. These strategies satisfy one additional condition (state constraint): the evader's motion does not leave a given neighborhood of a prescribed nominal motion. An upper estimate for the number of program pieces of the evader's control and a lower estimate for the minimal distance between the evader and the pursuers are also obtained. These results are given for several types of equations of the game.Dedicated to G. Leitmann     

On stochastic games with additive reward and transition structure

In this paper, we introduce a new class of two-person stochastic games with nice properties. For games in this class, the payoffs as well as the transitions in each state consist of a part which depends only on the action of the first player and a part dependent only on the action of the second player.For the zero-sum games in this class, we prove that the orderfield property holds in the infinite-horizon case and that there exist optimal pure stationary strategies for the discounted as well as the undiscounted payoff criterion. For both criteria also, finite algorithms are given to solve the game. An example shows that, for nonzero sum games in this class, there are not necessarily pure stationary equilibria. But, if such a game possesses a stationary equilibrium point, then there also exists a stationary equilibrium point which uses in each state at most two pure actions for each player.     

Solution of 3 × 3 games using graphical method

While graphical solution of 2×n games is described in all OR text books, solution of games of size 3×3 and higher sizes is obtained using simplex method only. This paper describes a method of solving games of size 3×3 graphically. The basic principle is to consider the problem as a three-dimensional model, and to convert it into plan and elevation, and thereby obtaining the solution. Each strategy is represented by a plane, and the common point where these planes intersect, is the solution point. The location of the plan of the solution point in relation to the strategies decides the probabilities with which they are to be played, and the height of the solution point gives the value of the game. Extension of this method for solving games of size 3×n is also discussed.     

Quadratic integral games and causal synthesis

The game problem for an input-output system governed by a Volterra integral equation with respect to a quadratic performance functional is an untouched open problem. In this paper, it is studied by a new approach called projection causality. The main result is the causal synthesis which provides a causal feedback implementation of the optimal strategies in the saddle point sense. The linear feedback operator is determined by the solution of a Fredholm integral operator equation, which is independent of data functions and control functions. Two application examples are included. The first one is quadratic differential games of a linear system with arbitrary finite delays in the state variable and control variables. The second is the standard linear-quadratic differential games, for which it is proved that the causal synthesis can be reduced to a known result where the feedback operator is determined by the solution of a differential Riccati operator equation.

     

Existence of value in pursuit-evasion games with restricted phase coordinates

Almost all results referring to the problem of the existence of a value in differential games concern games without restricted phase coordinates. In this paper, we introduce a concept of value for differential games of pursuit and evasion and prove, under some general assumption, the existence of it. The players are required to satisfy some general phase constraints. The arguments employed in this paper are based on some extent on Krasovskii's method of extremal construction. We also show that the lower value in the Friedman sense is a generalization of our value. In a special linear case, the equivalence between pursuit differential games and time-optimal control problems is established.     

Cooperative games of choosing partners and forming coalitions in the marketplace

Two games of interacting between a coalition of players in a marketplace and the residual players acting there are discussed, along with two approaches to fair imputation of gains of coalitions in cooperative games that are based on the concepts of the Shapley vector and core of a cooperative game. In the first game, which is an antagonistic one, the residual players try to minimize the coalition's gain, whereas in the second game, which is a noncooperative one, they try to maximize their own gain as a coalition. A meaningful interpretation of possible relations between gains and Nash equilibrium strategies in both games considered as those played between a coalition of firms and its surrounding in a particular marketplace in the framework of two classes of n-person games is presented. A particular class of games of choosing partners and forming coalitions in which models of firms operating in the marketplace are those with linear constraints and utility functions being sums of linear and bilinear functions of two corresponding vector arguments is analyzed, and a set of maximin problems on polyhedral sets of connected strategies which the problem of choosing a coalition for a particular firm is reducible to are formulated based on the firm models of the considered kind.     

Cooperation and competition in multidisciplinary optimization

This article aims to contribute to numerical strategies for PDE-constrained multiobjective optimization, with a particular emphasis on CPU-demanding computational applications in which the different criteria to be minimized (or reduced) originate from different physical disciplines that share the same set of design variables. Merits and shortcuts of the most-commonly used algorithms to identify, or approximate, the Pareto set are reviewed, prior to focusing on the approach by Nash games. A strategy is proposed for the treatment of two-discipline optimization problems in which one discipline, the primary discipline, is preponderant, or fragile. Then, it is recommended to identify, in a first step, the optimum of this discipline alone using the whole set of design variables. Then, an orthogonal basis is constructed based on the evaluation at convergence of the Hessian matrix of the primary criterion and constraint gradients. This basis is used to split the working design space into two supplementary subspaces to be assigned, in a second step, to two virtual players in competition in an adapted Nash game, devised to reduce a secondary criterion while causing the least degradation to the first. The formulation is proved to potentially provide a set of Nash equilibrium solutions originating from the original single-discipline optimum point by smooth continuation, thus introducing competition gradually. This approach is demonstrated over a testcase of aero-structural aircraft wing shape optimization, in which the eigen-split-based optimization reveals clearly superior. Thereafter, a result of convex analysis is established for a general unconstrained multiobjective problem in which all the gradients are assumed to be known. This results provides a descent direction common to all criteria, and adapting the classical steepest-descent algorithm by using this direction, a new algorithm is defined referred to as the multiple-gradient descent algorithm (MGDA). The MGDA realizes a phase of cooperative optimization yielding to a point on the Pareto set, at which a competitive optimization phase can possibly be launched on the basis of the local eigenstructure of the different Hessian matrices.     

On saddle-point optimality in differential games

A family of two-person, zero-sum differential games in which the admissible strategies are Borel measurable is defined, and two types of saddle-point conditions are introduced as optimality criteria. In one, saddle-point candidates are compared at each point of the state space with all playable pairs at that point; and, in the other, they are compared only with strategy pairs playable on the entire state space. As a theorem, these two types of optimality are shown to be equivalent for the defined family of games. Also, it is shown that a certain closure property is sufficient for this equivalence. A game having admissible strategies everywhere constant, in which the two types of saddle-point candidates are not equivalent, is discussed.This paper is based on research supported by ONR.     

Scheduling a non-professional indoor football league: a tabu search based approach

This paper deals with a real-life scheduling problem of a non-professional indoor football league. The goal is to develop a schedule for a time-relaxed, double round-robin tournament which avoids close successions of games involving the same team in a limited period of time. This scheduling problem is interesting, because games are not planned in rounds. Instead, each team provides time slots in which they can play a home game, and time slots in which they cannot play at all. We present an integer programming formulation and a heuristic based on tabu search. The core component of this algorithm consists of solving a transportation problem, which schedules (or reschedules) all home games of a team. Our heuristic generates schedules with a quality comparable to those found with IP solvers, however with considerably less computational effort. These schedules were approved by the league organizers, and used in practice for the seasons 2009–2010 till 2016–2017.

     

Cooperation by indirect revelation through strategic behavior

The paper deals with a one-shot prisoners' dilemma when the players have an option to go to court but cannot verify their testimonies. To solve the problem a second stage is added to a game. At the first stage the players are involved in the prisoners' dilemma and at the second stage they play another game in which their actions are verifiable. In such a setup the information about the actions chosen at the prisoners' dilemma stage can be revealed through strategic behavior of the players during second stage. A mechanism for such revelation in the extended game is described. It provides an existence of a unique sequential equilibrium, which may be obtained by an iterative elimination of dominated strategies and has a number of desirable properties.     

A theorem of the maximin and applications to Bayesian zero-sum games

Consider a family of zero-sum games indexed by a parameter that determines each player’s payoff function and feasible strategies. Our first main result characterizes continuity assumptions on the payoffs and the constraint correspondence such that the equilibrium value and strategies depend continuously and upper hemicontinuously (respectively) on the parameter. This characterization uses two topologies in order to overcome a topological tension that arises when players’ strategy sets are infinite-dimensional. Our second main result is an application to Bayesian zero-sum games in which each player’s information is viewed as a parameter. We model each player’s information as a sub-σ-field, so that it determines her feasible strategies: those that are measurable with respect to the player’s information. We thereby characterize conditions under which the equilibrium value and strategies depend continuously and upper hemicontinuously (respectively) on each player’s information.     

An Inexact Spingarn’s Partial Inverse Method with Applications to Operator Splitting and Composite Optimization

In this paper, a pursuit-evasion game involving two non-holonomic agents is examined using the theory of differential games. It is assumed that the two players move on the Euclidean plane with fixed but different speeds and they each have a lower bound on their achievable turn radii. Both players steer at each instant by choosing their turn radii value and directions of turn. By formulating the game as a game of kind, we characterize the regions of initial conditions that lead to capture as well as the regions that lead to evasion, when both the players play optimally. The game is then formulated as a game of degree to obtain time-optimal paths for the pursuer and evader inside a capture region. Besides, all possible scenarios are considered for both players that differ in speed ratios and maneuverability constraints. Solutions are provided for those cases using appropriate simulation parameters, which aid in understanding the characteristics of the game of two cars under a wide range of constraints.     

Reduction of Silverman-like games to games on bounded sets

A two person zero sum game is regarded as Silverman-like if the strategy sets are sets of real numbers bounded below, the payoff function is bounded, the maximum payoff is achieved whenever the second player's numbery exceeds the first player's numberx by “too much”, and the minimum is achieved wheneverx exceedsy by “too much”. Explicit upper bounds are obtained for pure strategies to be included in an optimal mixed strategy in such games. In particular, if the strategy sets are discrete, the games may be reduced to games on specified finite sets.     

Weighted search games

In this paper we shall deal with search games in which the strategic situation is developed on a lattice. The main characteristic of these games is that the points in each column of the lattice have a specific associated weight which directly affects the payoff function. Thus, the points in different columns represent points of different strategic value. We solve three different types of games. The first involves search, ambush and mixed situations, the second is a search and inspection game and the last is related to the accumulative games.     

Single-type differential games with convex integral payoff

Single-type differential games are considered. The problem of taking a phase point to a disk of a fixed radius at a given time is studied. The payoff is the integral of a convex function depending on the norm of the first player’s control.     

Independence results in formal topology

We analyze a family of games by using formal topology as a tool. In order to win any game in the family one has to find a sequence of moves leading to one of the final states for that game. Thus, two results are relevant to the topic: to find terminating strategies and/or to show that every strategy is terminating. We will show that the language of formal topology can be useful to represent in a topological framework both of the problems, and in particular that the property of termination of all the strategies for a game is equivalent to the discreteness of a suitable formal space. Finally, we will provide some examples of games which are terminating according to any strategy, that is, such that the associated formal spaces are discrete, but the first order formulas expressing such a discreteness cannot be proved in Peano Arithmetic.     

An Approach to Fuzzy Noncooperative Nash Games

Systems that involve more than one decision maker are often optimized using the theory of games. In the traditional game theory, it is assumed that each player has a well-defined quantitative utility function over a set of the player decision space. Each player attempts to maximize/minimize his/her own expected utility and each is assumed to know the extensive game in full. At present, it cannot be claimed that the first assumption has been shown to be true in a wide variety of situations involving complex problems in economics, engineering, social and political sciences due to the difficulty inherent in defining an adequate utility function for each player in these types of problems. On the other hand, in many of such complex problems, each player has a heuristic knowledge of the desires of the other players and a heuristic knowledge of the control choices that they will make in order to meet their ends.In this paper, we utilize fuzzy set theory in order to incorporate the players' heuristic knowledge of decision making into the framework of conventional game theory or ordinal game theory. We define a new approach to N-person static fuzzy noncooperative games and develop a solution concept such as Nash for these types of games. We show that this general formulation of fuzzy noncooperative games can be applied to solve multidecision-making problems where no objective function is specified. The computational procedure is illustrated via application to a multiagent optimization problem dealing with the design and operation of future military operations.     

Unit-sphere games

This paper introduces a class of games, called unit-sphere games, in which strategies are real vectors with unit 2-norms (or, on a unit-sphere). As a result, they should no longer be interpreted as probability distributions over actions, but rather be thought of as allocations of one unit of resource to actions and the payoff effect on each action is proportional to the square root of the amount of resource allocated to that action. The new definition generates a number of interesting consequences. We first characterize the sufficient and necessary condition under which a two-player unit-sphere game has a Nash equilibrium. The characterization reduces solving a unit-sphere game to finding all eigenvalues and eigenvectors of the product matrix of individual payoff matrices. For any unit-sphere game with non-negative payoff matrices, there always exists a unique Nash equilibrium; furthermore, the unique equilibrium is efficiently reachable via Cournot adjustment. In addition, we show that any equilibrium in positive unit-sphere games corresponds to approximate equilibria in the corresponding normal-form games. Analogous but weaker results are obtained in n-player unit-sphere games.     

Perfect equilibrium points and lexicographic domination

This paper investigates a problem of the perfect equilibrium point in games in normal form by introducing a lexicographic domination of strategies for players, which turns out to be equivalent to a “local” domination of strategies. It is shown that a perfect equilibrium point is lexicographically undominated, and moreover that the lexicographic domination can narrow down the set of undominated equilibrium points in the ordinary sense when there are more than two players in a game.