Search results for "Stochastic Game"

showing 10 items of 43 documents

On robustness and dynamics in (un)balanced coalitional games

2012

In this paper we investigate robustness and dynamics for coalitional games with transferable utilities (TU games). In particular we study sequences of TU games. These sequences model dynamic situations in which the values of coalitions of players are not known beforehand, and are subject to changes over time. An allocation rule assigns a payoff to each player in each time period. This payoff is bounded by external restrictions, for example due to contractual agreements. Our main questions are: (i) under which conditions do the allocations converge to a core-element of the game, and (ii) when do the allocations converge to some specific allocation, the so-called nominal allocation? The main …

Cooperative game theoryIR-81399Computer scienceCoalitional games with transferable utilitiesStochastic gameComputingMilieux_PERSONALCOMPUTINGEWI-22156METIS-287968TheoryofComputation_GENERALCooperative game theorygame theory controlRobust allocation processesControl and Systems EngineeringRobustness (computer science)Bounded functionCoreElectrical and Electronic EngineeringSettore MAT/09 - Ricerca OperativaMathematical economics
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Equilibrium characterization of networks under conflicting preferences

2017

In this work we characterize equilibrium introduced in configurations for networks with conflicting preferences. We use the model Hernandez et al. (2013) to study the effect of three main factors: the strength of individual preferences, the level of integration in the network, and the intensity of conflict in the population. Our aim is to understand how likely is it that social outcomes are either those in which preferences dominate choices or those in which some individuals sacrifice their preferences to achieve consensus with others. Our results show that, the stronger individual preferences, the harder to achieve consensus in choices. However, in cases where the payoff ratio is less extr…

Economics and Econometricseducation.field_of_study05 social sciencesStochastic gamePopulationCharacterization (mathematics)MicroeconomicsWork (electrical)0502 economics and businessEconomicsCoordination game050207 economicseducationFinance050205 econometrics Economics Letters
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Nash codes for noisy channels

2012

This paper studies the stability of communication protocols that deal with transmission errors. We consider a coordination game between an informed sender and an uninformed decision maker, the receiver, who communicate over a noisy channel. The sender's strategy, called a code, maps states of nature to signals. The receiver's best response is to decode the received channel output as the state with highest expected receiver payoff. Given this decoding, an equilibrium or "Nash code" results if the sender encodes every state as prescribed. We show two theorems that give sufficient conditions for Nash codes. First, a receiver-optimal code defines a Nash code. A second, more surprising observati…

FOS: Computer and information sciencesComputer Science::Computer Science and Game TheoryTheoretical computer scienceComputer scienceInformation Theory (cs.IT)Computer Science - Information TheoryStochastic gamejel:C72jel:D82Stability (learning theory)Data_CODINGANDINFORMATIONTHEORYManagement Science and Operations Researchsender-receiver game communication noisy channel91A28Computer Science ApplicationsComputer Science - Computer Science and Game TheoryBest responseCode (cryptography)Coordination gameQA MathematicsDecoding methodsCommunication channelComputer Science and Game Theory (cs.GT)Computer Science::Information Theory
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The effect of early or late R&D inbound alliance on innovation

2016

In the research-and-development (R&D) supply chain, firms can agree an inbound alliance at different times along the R&D process; this decision affects the supplier's effort and the innovation that firms achieve at the end of the agreement. Because the supplier's effort is not entirely observable, firms cannot enforce effort contractually. Early contracts demand greater effort and offer risk-sharing opportunities; in late contracts suppliers have a stronger ex-ante bargaining-power position because of the shorter (and less risky) contract length and the experience suppliers already have. This study argues that later inbound alliances allow a higher innovation value when both partner…

Inbound open innovationMarketingmedia_common.quotation_subject05 social sciencesStochastic gameSettore ING-IND/35 - Ingegneria Economico-GestionaleNash best solutionAllianceEffort0502 economics and businessValue (economics)Production (economics)Position (finance)050211 marketingBusinessMarketingFunction (engineering)Contract timing050203 business & managementIndustrial organizationmedia_commonJournal of Business Research
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Risky choices in strategic environments: An experimental investigation of a real options game

2019

Managers frequently make decisions under conditions of fundamental uncertainty due the stochastic nature of the outcomes and competitive rivalry. In this study, we experimentally test a theoretical model under fundamental uncertainty and competitive rivalry by designing a sequential interaction game between two players. The first mover can decide either to choose a sure outcome that assigns a risky outcome to the second mover or to pass the decision to the second mover. If the second player gets the chance to decide, she can choose between a sure outcome, conditioned by the assignment of a risky payoff to the first mover, or the sharing of the risky outcome with the first mover. We then int…

Information Systems and ManagementGeneral Computer ScienceComputer sciencemedia_common.quotation_subjectReal options game0211 other engineering and technologies02 engineering and technologyManagement Science and Operations ResearchOutcome (game theory)Industrial and Manufacturing EngineeringMicroeconomics0502 economics and businessBehavioural ORFunction (engineering)Continuous distributionRivalrymedia_commonStandard model (cryptography)050210 logistics & transportation021103 operations research05 social sciencesStochastic gameUncertaintySettore ING-IND/35 - Ingegneria Economico-GestionaleLaboratory experimentTest (assessment)Modeling and SimulationFirst-mover advantage
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Managerial Behavior in the Lab: Information Disclosure, Decision Process and Leadership Style

2019

This paper reports the results from a lab experiment in which subjects playing the manager role can implement either an efficient / inegalitarian allocation or an inefficient / egalitarian allocation of payoffs. The experiment simulates a stylized managerial context by allowing the manager to manipulate information and select the decision process and by allowing the stakeholders to retaliate against the manager given different choices in the decision process. We found that the inefficient allocation is often selected and that this choice depends on whether the employees can retaliate against the manager and on whether the manager can hide information about the payoffs. The social preference…

JEL: C - Mathematical and Quantitative Methods/C.C9 - Design of Experiments/C.C9.C92 - Laboratory Group BehaviorStylized factDecision process050208 financeManagerial decisionAsymmetric informationProcess (engineering)Management style.05 social sciencesStochastic gameManagement stylesCommunication strategyContext (language use)JEL: M - Business Administration and Business Economics • Marketing • Accounting • Personnel Economics/M.M1 - Business Administration/M.M1.M12 - Personnel Management • Executives; Executive Compensation[SHS.ECO]Humanities and Social Sciences/Economics and FinanceSocial preferencesMicroeconomicsInformation asymmetry0502 economics and businessJEL: D - Microeconomics/D.D3 - Distribution/D.D3.D39 - OtherLeadership styleBusiness050207 economics[SHS.ECO] Humanities and Social Sciences/Economics and Finance
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Returns to Education in the Baltic Countries

2003

Labour Force Survey (2000) data are used to estimate returns to education in Estonia, Latvia and Lithuania. Results are compared with evidence from other countries. We also discuss gender, ethnic, and urban-rural gaps in payoff to education.

Labour force surveyPolitical scienceDevelopment economicsStochastic gameEthnic groupDemographic economicsSSRN Electronic Journal
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Stackelberg equilibrium with multiple firms and setup costs

2017

Abstract I provide conditions that guarantee that a Stackelberg game with a setup cost and an integer number of identical leaders and followers has an equilibrium in pure strategies. The main feature of the game is that when the marginal follower leaves the market the price jumps up, so that a leader’s payoff is neither continuous nor quasiconcave. To show existence I check that a leader’s value function satisfies the following single crossing condition: When the other leaders produce more the leader never accommodates entry of more followers. If demand is strictly logconcave, and if marginal costs are both non decreasing and not flatter than average costs, then a Stackelberg equilibrium ex…

Marginal costStackelberg equilibriumEconomics and EconometricsSetup costApplied Mathematics05 social sciencesStochastic gameExistence of the equilibriumSupermodular gamesCournot competitionSettore SECS-P/06 - Economia ApplicataMicroeconomicsQuasiconvex functionNon quasiconcave payoffEntry deterrenceBellman equation0502 economics and businessEconomicsStackelberg competitionMarket powerLimit (mathematics)050207 economicsSettore SECS-P/01 - Economia PoliticaMathematical economics050205 econometrics Journal of Mathematical Economics
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Dynamic Coalitional TU Games: Distributed Bargaining among Players' Neighbors

2013

We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The game differs from other ones in the literature on dynamic, stochastic or interval valued TU games as it combines dynamics of the game with an allocation protocol for the players that dynamically interact with each other. The protocol is an iterative and decentralized algorithm that offers a paradigmatic mathematical description of negotiation and bargaining processes. The first part of the paper contributes to the definition of a robust (coalitional) TU game and the development of a distributed bargaining protoc…

Mathematical optimizationComputer Science::Computer Science and Game TheorySequential gameComputer scienceCombinatorial game theoryExample of a game without a valueFOS: MathematicsSimultaneous gameElectrical and Electronic EngineeringTransferable utilityMathematics - Optimization and ControlGame theoryBondareva–Shapley theoremBargaining problemNon-cooperative gameUtility theoryStochastic gameComputingMilieux_PERSONALCOMPUTINGScreening gameComputer Science ApplicationsBargaining processCore (game theory)Control and Systems EngineeringOptimization and Control (math.OC)Repeated gameSettore MAT/09 - Ricerca OperativaoptimizationMathematical economicsGame theory
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Deterministic versus probabilistic consequences of trust and trustworthiness: An experimental investigation

2014

Abstract There is overwhelming evidence of reciprocal behavior, driven by intentions. However, the role of consequences is less clear cut. Experimentally manipulating how efficient trust and reciprocity can be in deterministic and uncertain environments allows us to study how payoff consequences of trust and trustworthiness affect reciprocity. According to the results for our modified Investment Game, trustees reward trust more when trust is more efficient but do not adjust rewards when the efficiency of rewarding is varied. Furthermore, higher deterministic benefits result in higher levels of reciprocity for all trust levels, whereas an uncertain environment diminishes reciprocity.

MicroeconomicsEconomics and EconometricsTrustworthinessSociology and Political ScienceStochastic gameProbabilistic logicNorm of reciprocityPsychologyAffect (psychology)Reciprocity (evolution)Social psychologyApplied PsychologyReciprocalJournal of Economic Psychology
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