• 제목/요약/키워드: Nash's model

검색결과 142건 처리시간 0.026초

Analysis of Revenue-Sharing Contracts for Service Facilities

  • Yeh, Ruey Huei;Lin, Yi-Fang
    • Industrial Engineering and Management Systems
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    • 제8권4호
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    • pp.221-227
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    • 2009
  • There are customer services jointly provided by two facilities so that each customer will complete the course made up of both facilities' sub-services. The two facilities are assumed invested respectively by an infrastructure owner and one subordinate facility owner, whose partnership is built on their capital investments. This paper presents a mathematical model of Stackelberg competition between the two facility owners to derive their optimal Nash equilibrium. In this study, each facility owner's profit is consisted of fixed revenue fractions of sold services, operating costs (including depreciation cost) and maintenance costs of her facility. The maintenance costs of one facility are incurred both by failures and deterioration due to usage. Moreover, for both facilities, failures are rectified immediately by minimal repairs and preventive maintenance is carried out at a fixed time epoch. Additional assumptions are also employed to develop the model such as customer arrivals are manipulated to follow a Poisson process, and each facility's lifetime is independently Weibull-distributed. The Stackelberg game proceeds as follows. At the first stage of decision making process, the infrastructure owner (acting as a leader) decides the allocation of revenue shares based on her self-interest. After observing the allocation of revenue shares, the subordinate facility owner determines her own optimal price of services. This paper investigates actions and reactions of the two partners in the system. Then analytical conditions are proposed to achieve a unique optimal Nash equilibrium. Finally, some suggestions for further research are discussed.

SLURP 모형을 이용한 유출수문분석 - 소양강댐 유역을 대상으로 - (Runoff Hydrological Analysis in Soyanggang-dam watershed using SLURP Model)

  • 임혁진;신형진;권형중;장철희;김성준
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2004년도 학술발표회
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    • pp.1142-1146
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    • 2004
  • The objective of this study is to the test applicability of SLURP on Soyanggang-dam watershed. The area of this watershed is $2,694km^2$ and mean elevation and slope is 650 m and $23^{\circ}$ respectively. Topographical parameters were derived from DEM using TOPAZ and SLURPAZ. NDVI was calculated from multi-temporal NOAA/AVHRR images. The daily meteorological data and hydrograph during $1999\~2001$ were selected for model calibration and performance tests. Weather elements (dew-point temperature, solar radiation, maximum and minimum temperature, relative humidity) were required from the S meteorological stations near the study area. The model parameters of each land cover class were optimized by sensitivity analysis and SCE-UA method. Runoff rate shows $49.33\%\~64.06\%$. Simulated results during 4 years were estimated by Nash-Sutcliffe efficiency and WMO volume error. Nash-Sutcliffe efficiency shows $0.61\~0.75$ and WMO volume error shows $6.1\%-18.8\%$.

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확률적 수요함수를 고려한 공급함수의 전략변수 내쉬균형 연구 (Supply Function Nash Equilibrium Considering Stochastic Demand Function)

  • 이광호
    • 전기학회논문지
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    • 제57권1호
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    • pp.20-24
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    • 2008
  • A bid-based pool(BBP) model is representative of energy market structure in a number of restructured electricity markets. Supply function equilibrium(SFE) models of interaction better match what is explicitly required in the bid formats of typical BBP markets. Many of the results in the SFE literature involve restrictive parametrization of the bid cost functions. In the SFE models, two parameters, intercept and slope, are available for strategic bidding. This paper addresses the realistic competition format that players can choose both parameters arbitrarily. In a fixed demand function, equilibrium conditions for generation company's profit maximization have a degree of freedom, which induces multi-equilibrium. So it is hard to choose a convergent equilibrium. However, consideration of stochastic demand function makes the equilibrium conditions independent each other based on the amount of variance of stochastic demand function. This variance provides the bidding players with incentives to change the slope parameter from an equilibrium for a fixed demand function until the slope parameter equilibrium.

전파 인지 네트워크에서 전력 제어를 위한 게임 알고리즘 (Game Algorithm for Power Control in Cognitive Radio Networks)

  • 노창배;닐리메쉬 할더;송주빈
    • 한국항행학회논문지
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    • 제13권2호
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    • pp.201-207
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    • 2009
  • 게임 이론을 적용한 기술은 전파 인지 시스템에서 전파 자원을 효율적으로 이용할 수 있는 유용한 방법으로 그 연구가 활발히 진행되고 있다. 전파 자원 관리 시스템은 그 효율성에 따라서 전파 통신 시스템의 성능을 좌우하게 되므로 효율적인 알고리즘의 연구가 요구된다. 본 논문에서는 이러한 분산 전력 제어가 적응적으로 구현되도록 하기 위하여 게임 이론을 적용한 새로운 시도를 해석적으로 제안하였다. 기존의 연구 결과들은 전력 제어를 게임 이론적으로 해석하는 가능성만을 보인 반면, 본 논문에서는 전파 인지 네트워크에서 네쉬 균형 (Nash Equilibrium)을 구하는 구체적인 알고리즘을 제안하였다. 네트워크에 접속된 부사용자들이 공동으로 만족하는 네쉬 균형 즉, 최적 전력 제어를 달성하도록 하는 방법을 제안하였다. 특히, 전파 인지 네트워크가 DSSS (Direct Sequence Spread Spectrum) 기술을 사용할 경우를 가정하여 이에 대한 적응적 전력 제어를 위한 게임 이론적 모델을 적용하였다. 게임 이론적인 알고리즘을 적용한 결과 DSSS 네트워크에서 K=63이고 N=12인 경우 네쉬 균형에 도달하기 위한 반복 횟수가 최대 200 이하인 결과를 보였다.

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GSTARS모형을 이용한 형산강의 최적 유사량공식 결정 (Determination of the Optimal Sediment Discharge Formula for Hyeongsan River Using GSTARS)

  • 안정민;류시완;이남주
    • 대한토목학회논문집
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    • 제32권1B호
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    • pp.1-7
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    • 2012
  • 본 연구에서는 준 2차원 수치모형인 GSTARS를 이용하여 형산강의 하상변동모의에 적합한 최적 유사량공식을 산정하고자 하였다. 모형의 검보정을 위한 유사량, 하상재료 및 하천지형자료를 현장조사를 통해 취득하였다. 현재까지 널리 적용되는 유사량 공식들에 대하여 장기하상변동 모의결과의 실측치에 대한 평균오차, 상대오차, 평균제곱오차, 상대제곱근오차, 불일치율, 그리고 Nash-Sutcliffe 효율계수를 비교한 결과, Laursen(1958)공식이 형산강의 장기하상 변동을 모의하기 위한 가장 적합한 유사량공식으로 판단되었다.

자진신고자 감면제도하의 담합 게임에 대한 균형분석모형 개발 (Developing an Equilibrium Analysis Model of Cartel Game under Leniency Programs)

  • 박지현;안선응
    • 산업경영시스템학회지
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    • 제36권4호
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    • pp.77-83
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    • 2013
  • This study is to develop a mathematical analysis model to grasp the behaviors of cartels. Cartels are formed tacitly and cause tremendous damage to consumers in modern society which is composed of advanced industry structure. The government authorities have instituted the leniency programs to respond cartels. However, cartels will continue unless there are legal sanctions against cartels based on an accurate analysis of leniency programs. The proposed cartel equilibrium analysis model is a mathematical behavior model which is based on the existing methods and the prison's dilemma of game theory. Therefore, the model has a form of pay off matrix of two players. We use a iterated polymatrix approximation (IPA) method to deduct a Nash equilibrium point. The model is validated by an empirical analysis as well.

완성품생산자와 부품공급자의 품질게임 : 품질계약내용 및 품질관련변수가 품질수준에 미치는 영향 (A Quality Game between Producer and Supplier : the effect of the contract terms and the quality related variables on product duality)

  • 김남영
    • 한국경영과학회지
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    • 제27권1호
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    • pp.19-32
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    • 2002
  • This paper examines the effect of the producer-supplier quality contract parameters and the magnitude of the quality related variables on the quality of the final products. Our analysis focuses on the parties' equilibrium behavior In a quality game environment where the supplier should choose among the two production technologies, one requiring high cost but producing high quality Parts and the other requiring low cost but producing low quality parts and where the producer should decide whether to do the inspection of the parts. The game framework is employed to depict the potential conflicts existing between the Producer and the supplier because the Producer can not observe the supplier's choice and each party wants the other to bear the cost of producing high quality products. In our model, we specifically consider the competitive situation where the producer competes with a firm producing the same product. We employ the market share attraction model to Incorporate the competitive situation and completely characterize the equilibrium by using the Nash equilibrium concept for the game solution. Our results show that the equilibrium depends on the contract terms and the magnitude of the quality related variables. Compared to the non-competitive situation, the probability of producer's Inspection and the probability of supplier's choosing the high quality technology increases in a competitive situation. This is true even when the competitor's quality is lower than the producer's lowest. As a result, the quality of the final product increases In a competitive situation. And as the failure cost borne by the supplier increases, the probability of choosing the high quality technology Increases and the probability of inspection decreases. The net effect of this results in the decrease of the final product quality.

준 분포형 수문모형 SLURP에서 융설매개변수 적용 및 영향 평가 (Application of Snowmelt Parameters and the Impact Assessment in the SLURP Semi-Distributed Hydrological Model)

  • 신형진;김성준
    • 한국수자원학회논문집
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    • 제40권8호
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    • pp.617-628
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    • 2007
  • 본 연구는 충주댐 유역을 대상으로 SLURP 모형에서 RS, GIS를 이용한 융설매개변수 적용 및 영향을 평가하고자 한다. 모형의 음설 관련 매개변수 준비를 위해 3 set (1998-1999, 2000-2001, 2001-2002)의 NOAA AVHRR 위성영상을 분석하였다. 적설분포면적은 채널 1번, 3번, 4번을 이용하여 추출하였고, 적설심은 지상기상관측소의 적설심 자료를 이용하여 공간적으로 내삽하여 추출하였다. 융설 매개변수와 DEM, 토지피복도, NDVI, 수문기상자료를 이용하여 3개년도(1998, 2000, 2001)의 일별유출량을 모의하여 보정하였다 그리고 보정된 매개변수를 이용하여 1개년도(1999)를 검증하였다. 4년(1998-2001)동안의 유량 비교 결과, 평균 Nash-Sutcliffe의 모형 효율은 0.76이고 적설 및 융설 기간(1월$\sim$5월)동안의 평균 모형 효율은 0.57이다. 융설매개변수 미고려시 평균 Nash-Sutcliffe의 모형 효율은 0.73이고 적설 및 융설 기간(1월$\sim$5월)동안의 평균 모형 효율은 0.19이다. 융설매개변수를 포함한 유출량이 융설매개변수를 포함하지 않은 경우보다 관측유량의 수문시계열적 특성을 잘 표현하는 결과를 보였다.

Forecasting River Water Levels in the Bac Hung Hai Irrigation System of Vietnam Using an Artificial Neural Network Model

  • Hung Viet Ho
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2023년도 학술발표회
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    • pp.37-37
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    • 2023
  • There is currently a high-accuracy modern forecasting method that uses machine learning algorithms or artificial neural network models to forecast river water levels or flowrate. As a result, this study aims to develop a mathematical model based on artificial neural networks to effectively forecast river water levels upstream of Tranh Culvert in North Vietnam's Bac Hung Hai irrigation system. The mathematical model was thoroughly studied and evaluated by using hydrological data from six gauge stations over a period of twenty-two years between 2000 and 2022. Furthermore, the results of the developed model were also compared to those of the long-short-term memory neural networks model. This study performs four predictions, with a forecast time ranging from 6 to 24 hours and a time step of 6 hours. To validate and test the model's performance, the Nash-Sutcliffe efficiency coefficient (NSE), mean absolute error, and root mean squared error were calculated. During the testing phase, the NSE of the model varies from 0.981 to 0.879, corresponding to forecast cases from one to four time steps ahead. The forecast results from the model are very reasonable, indicating that the model performed excellently. Therefore, the proposed model can be used to forecast water levels in North Vietnam's irrigation system or rivers impacted by tides.

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온실가스 배출권 거래제도를 고려한 경쟁적 전력시장 모형 연구 (A Study on the Model of Competitive Electricity Market Considering Emission Trading)

  • 김상훈;이광호;김욱
    • 전기학회논문지
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    • 제58권8호
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    • pp.1496-1503
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    • 2009
  • The United Nations Framework Convention on Climate Change (UNFCCC) is an international environmental treaty to stabilize greenhouse gas concentrations in the atmosphere. In order to fulfil the commitments of the countries in an economically efficient way, the UNFCCC adapted the emission trading scheme in the Kyoto Protocol. If the UNFCCC's scheme is enforced in the country, considerable changes in electric power industry are expected due to the imposed greenhouse gas emission reduction. This paper proposes a game theoretic model of the case when generation companies participate in both competitive electricity market and emission market simultaneously. The model is designed such that generation companies select strategically between power quantity and greenhouse gas reduction to maximize their profits in both markets. Demand function and Environmental Welfare of emission trading market is proposed in this model. From the simulation results using the proposed model the impact of the emission trading on generation companies seems very severe in case that the emission prices are significantly high.