Результаты поиска по 'Stackelberg equilibrium':
Найдено статей: 3
  1. Ougolnitsky G.A., Usov A.B.
    Game-theoretic model of coordinations of interests at innovative development of corporations
    Computer Research and Modeling, 2016, v. 8, no. 4, pp. 673-684

    Dynamic game theoretic models of the corporative innovative development are investigated. The proposed models are based on concordance of private and public interests of agents. It is supposed that the structure of interests of each agent includes both private (personal interests) and public (interests of the whole company connected with its innovative development first) components. The agents allocate their personal resources between these two directions. The system dynamics is described by a difference (not differential) equation. The proposed model of innovative development is studied by simulation and the method of enumeration of the domains of feasible controls with a constant step. The main contribution of the paper consists in comparative analysis of efficiency of the methods of hierarchical control (compulsion or impulsion) for information structures of Stackelberg or Germeier (four structures) by means of the indices of system compatibility. The proposed model is a universal one and can be used for a scientifically grounded support of the programs of innovative development of any economic firm. The features of a specific company are considered in the process of model identification (a determination of the specific classes of model functions and numerical values of its parameters) which forms a separate complex problem and requires an analysis of the statistical data and expert estimations. The following assumptions about information rules of the hierarchical game are accepted: all players use open-loop strategies; the leader chooses and reports to the followers some values of administrative (compulsion) or economic (impulsion) control variables which can be only functions of time (Stackelberg games) or depend also on the followers’ controls (Germeier games); given the leader’s strategies all followers simultaneously and independently choose their strategies that gives a Nash equilibrium in the followers’ game. For a finite number of iterations the proposed algorithm of simulation modeling allows to build an approximate solution of the model or to conclude that it doesn’t exist. A reliability and efficiency of the proposed algorithm follow from the properties of the scenario method and the method of a direct ordered enumeration with a constant step. Some comprehensive conclusions about the comparative efficiency of methods of hierarchical control of innovations are received.

    Views (last year): 9. Citations: 6 (RSCI).
  2. Malsagov M.X., Ougolnitsky G.A., Usov A.B.
    Struggle against economic corruption in resource allocation
    Computer Research and Modeling, 2019, v. 11, no. 1, pp. 173-185

    A dynamic game theoretic model of struggle against corruption in resource allocation is considered. It is supposed that the system of resource allocation includes one principal, one or several supervisors, and several agents. The relations between them are hierarchical: the principal influences to the supervisors, and they in turn exert influence on the agents. It is assumed that the supervisor can be corrupted. The agents propose bribes to the supervisor who in exchange allocates additional resources to them. It is also supposed that the principal is not corrupted and does not have her own purposes. The model is investigated from the point of view of the supervisor and the agents. From the point of view of agents a non-cooperative game arises with a set of Nash equilibria as a solution. The set is found analytically on the base of Pontryagin maximum principle for the specific class of model functions. From the point of view of the supervisor a hierarchical Germeyer game of the type Г2t is built, and the respective algorithm of its solution is proposed. The punishment strategy is found analytically, and the reward strategy is built numerically on the base of a discrete analogue of the initial continuous- time model. It is supposed that all agents can change their strategies in the same time instants only a finite number of times. Thus, the supervisor can maximize his objective function of many variables instead of maximization of the objective functional. A method of qualitatively representative scenarios is used for the solution. The idea of this method consists in that it is possible to choose a very small number of scenarios among all potential ones that represent all qualitatively different trajectories of the system dynamics. These scenarios differ in principle while all other scenarios yield no essentially new results. Then a complete enumeration of the qualitatively representative scenarios becomes possible. After that, the supervisor reports to the agents the rewardpunishment control mechanism.

    Views (last year): 33. Citations: 1 (RSCI).
  3. Reshitko M.A., Ougolnitsky G.A., Usov A.B.
    Numerical method for finding Nash and Shtakelberg equilibria in river water quality control models
    Computer Research and Modeling, 2020, v. 12, no. 3, pp. 653-667

    In this paper we consider mathematical model to control water quality. We study a system with two-level hierarchy: one environmental organization (supervisor) at the top level and a few industrial enterprises (agents) at the lower level. The main goal of the supervisor is to keep water pollution level below certain value, while enterprises pollute water, as a side effect of the manufacturing process. Supervisor achieves its goal by charging a penalty for enterprises. On the other hand, enterprises choose how much to purify their wastewater to maximize their income.The fee increases the budget of the supervisor. Moreover, effulent fees are charged for the quantity and/or quality of the discharged pollution. Unfortunately, in practice, such charges are ineffective due to the insufficient tax size. The article solves the problem of determining the optimal size of the charge for pollution discharge, which allows maintaining the quality of river water in the rear range.

    We describe system members goals with target functionals, and describe water pollution level and enterprises state as system of ordinary differential equations. We consider the problem from both supervisor and enterprises sides. From agents’ point a normal-form game arises, where we search for Nash equilibrium and for the supervisor, we search for Stackelberg equilibrium. We propose numerical algorithms for finding both Nash and Stackelberg equilibrium. When we construct Nash equilibrium, we solve optimal control problem using Pontryagin’s maximum principle. We construct Hamilton’s function and solve corresponding system of partial differential equations with shooting method and finite difference method. Numerical calculations show that the low penalty for enterprises results in increasing pollution level, when relatively high penalty can result in enterprises bankruptcy. This leads to the problem of choosing optimal penalty, which requires considering problem from the supervisor point. In that case we use the method of qualitatively representative scenarios for supervisor and Pontryagin’s maximum principle for agents to find optimal control for the system. At last, we compute system consistency ratio and test algorithms for different data. The results show that a hierarchical control is required to provide system stability.

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