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研究每个局中人的决策集都有可能与竞争者的决策集有关的广义纳什均衡问题.给出了该广义纳什均衡问题罚函数形式的再定式.通过分析其KKT点的特点,进一步给出了求解广义纳什均衡问题的增量罚算法. 相似文献
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《系统科学与数学》2016,(12)
主要考虑随机广义纳什均衡问题(SGNEP),由于随机变量的存在,SGNEP通常无解.对此问题,文章首先给出一阶必要性条件并利用NCP函数得到优化模型的目标函数,为降低所得解的"风险",再利用条件风险价值(CVaR)给出约束条件,从而构造出求解SGNEP的一个低风险模型,并将此模型所得解视为SGNEP的解.然而,直接求解该低风险模型可能会遇到两个问题:一是该模型含有非光滑约束,二是目标函数和约束条件包含期望值.考虑到这两个问题,采用光滑化和罚样本均值近似方法提出该模型的近似问题,并进一步给出近似问题最优解的收敛性结果.最后,文章给出数值算例,以验证所提方法的可行性. 相似文献
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针对均衡约束数学规划模型难以满足约束规范及难于求解的问题,基于Mond和Weir提出的标准非线性规划的对偶形式,利用其S稳定性,建立了均衡约束数学规划问题的一类广义Mond-Weir型对偶,从而为求解均衡约束优化问题提供了一种新的方法.在Hanson-Mond广义凸性条件下,利用次线性函数,分别提出了弱对偶性、强对偶性和严格逆对偶性定理,并给出了相应证明.该对偶化方法的推广为研究均衡约束数学规划问题的解提供了理论依据. 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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本文利用博弈论方法,解决了在产品抽样检验中如何确定生产方风险α,购买方风险β的问题,并讨论了该博弈论模型的纳什均衡的存在性、惟一性及求解方法。 相似文献
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本文研究了非合作-合作双型博弈模型求解的问题.首先利用于α-CIS值,求解非合作-合作双型博弈中的合作博弈阶段,再对非合作博弈阶段求其纯策略纳什均衡,获得了基于α-CIS值的双型博弈的一种新的求解方法.推广了原始双型博弈模型的求解方法并证明其可行性. 相似文献
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ZHENG ShiJun 《分析论及其应用》2004,20(3)
Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V. 相似文献
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We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals. 相似文献
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One of the most fundamental problems in theoretical biology is to explain the mechanisms by which patterns and forms are created in the'living world. In his seminal paper "The Chemical Basis of Morphogenesis", Turing showed that a system of coupled reaction-diffusion equations can be used to describe patterns and forms in biological systems. However, the first experimental evidence to the Turing patterns was observed by De Kepper and her associates(1990) on the CIMA reaction in an open unstirred reactor, almost 40 years after Turing's prediction. Lengyel and Epstein characterized this famous experiment using a system of reaction-diffusion equations. The Lengyel-Epstein model is in the form as follows 相似文献
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Pankaj Mathur 《分析论及其应用》2006,22(2)
In this paper, we study the explicit representation and convergence of (0, 1; 0)-interpolation on infinite interval, which means to determine a polynomial of degree ≤ 3n - 2 when the function values are prescribed at two set of points namely the zeros of Hn(x) and H′n(x) and the first derivatives at the zeros of H′n(x). 相似文献
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It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary. 相似文献
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《高校应用数学学报(英文版)》2014,29(4)
正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with 相似文献
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《数学研究及应用》2014,(6)
正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics. 相似文献
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A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6]. 相似文献