• 제목/요약/키워드: Nash Model

Search Result 422, Processing Time 0.026 seconds

Stability of Slotted Aloha with Selfish Users under Delay Constraint

  • Chin, Chang-Ho;Kim, Jeong-Geun;Lee, Deok-Joo
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.5 no.3
    • /
    • pp.542-559
    • /
    • 2011
  • Most game-theoretic works of Aloha have emphasized investigating Nash equilibria according to the system state represented by the number of network users and their decisions. In contrast, we focus on the possible change of nodes' utility state represented by delay constraint and decreasing utility over time. These foregone changes of nodes' state are more likely to instigate selfish behaviors in networking environments. For such environment, in this paper, we propose a repeated Bayesian slotted Aloha game model to analyze the selfish behavior of impatient users. We prove the existence of Nash equilibrium mathematically and empirically. The proposed model enables any type of transmission probability sequence to achieve Nash equilibrium without degrading its optimal throughput. Those Nash equilibria can be used as a solution concept to thwart the selfish behaviors of nodes and ensure the system stability.

An Indirect Approach Determining Parameters of Clark's Model Based on Model Fitting to the Gamma Distribution function (Gamma분포형 함수 적합을 이용한 Clark 모형의 매개변수 간접추정)

  • Seong, Kee-Won
    • Journal of Korea Water Resources Association
    • /
    • v.36 no.2
    • /
    • pp.223-235
    • /
    • 2003
  • An indirect or supplementary approach is proposed for determining the parameters of the Clark's model in order to improve existing defect in estimating the parameters. The gamma-distribution type function is employed to represent the Clark's model, which takes the same form as the Nash's model, so that parameter estimation is not difficult since it can be performed with a simple optimization process. Analytic forms of Clark's models parameters are introduced using parameters of the proposed methodology to give traditional form of Clark's. An application to a watershed has shown that the proposed approach can preserve the properties of observed data. Based the application, the new approach is recommended as an alternative to the existing parameter estimating methodology.

Identification of Nash Model Parameters Based on Heterogeneity of Drainage Paths (배수경로의 이질성을 기반으로 한 Nash 모형의 매개변수 동정)

  • Choi, Yong-Joon;Kim, Joo-Cheol;Jung, Kwan-Sue
    • Journal of Korea Water Resources Association
    • /
    • v.43 no.1
    • /
    • pp.1-13
    • /
    • 2010
  • For the first time, this study identifies Nash model parameters by GIUH theory based on grid of GIS with heterogeneity of drainage path. Identified parameters have advantages to improve accuracy and usefulness with considering hillslpoe-flow, geomorphological dispersion and easily extracting geomorphological factors by GIS in the watershed. Calculated results by identified parameters compare with observation data for verification of this model. The comparison is well correspondence between observed data and calculated results. And the comparison results of changing trends about lag time and the variance as hillslope and channel characteristic velocities sensitively present changes about hillslope characteristic velocity. Thus this model justifies that estimation of hillslope characteristic velocity demands with the great caution.

Network Attack and Defense Game Theory Based on Bayes-Nash Equilibrium

  • Liu, Liang;Huang, Cheng;Fang, Yong;Wang, Zhenxue
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.13 no.10
    • /
    • pp.5260-5275
    • /
    • 2019
  • In the process of constructing the traditional offensive and defensive game theory model, these are some shortages for considering the dynamic change of security risk problem. By analysing the critical indicators of the incomplete information game theory model, incomplete information attack and defense game theory model and the mathematical engineering method for solving Bayes-Nash equilibrium, the risk-averse income function for information assets is summarized as the problem of maximising the return of the equilibrium point. To obtain the functional relationship between the optimal strategy combination of the offense and defense and the information asset security probability and risk probability. At the same time, the offensive and defensive examples are used to visually analyse and demonstrate the incomplete information game and the Harsanyi conversion method. First, the incomplete information game and the Harsanyi conversion problem is discussed through the attack and defense examples and using the game tree. Then the strategy expression of incomplete information static game and the engineering mathematics method of Bayes-Nash equilibrium are given. After that, it focuses on the offensive and defensive game problem of unsafe information network based on risk aversion. The problem of attack and defense is obtained by the issue of maximizing utility, and then the Bayes-Nash equilibrium of offense and defense game is carried out around the security risk of assets. Finally, the application model in network security penetration and defense is analyzed by designing a simulation example of attack and defense penetration. The analysis results show that the constructed income function model is feasible and practical.

Leader-Follower Model Analysis on Mixed Strategy Nash Equilibrium of Electricity Market with Transmission Congestion (송전선 혼잡시의 복합전략 내쉬균형에 대한 선도-추종자 모형 해석)

  • Lee, Kwang-Ho
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.61 no.2
    • /
    • pp.187-193
    • /
    • 2012
  • Nash Equilibrium (NE) is as useful tool for investigating a participant's strategic generation quantity in a competitive electricity market. Cournot model may give a mixed strategy NE instead of a pure strategy when transmission constraints are considered. A mixed strategy is difficult to compute, complicated to understand conceptually, and hard to implement in an electricity market practically. This paper presents that a mixed strategy does not appear in Stackelberg leader-follower model even under a transmission congestion. A solution method is proposed for the leader-follower model under a nondifferentiable space of a strategy variable. Based on the pure strategy NE with a transmission line congested, the merit of leader-follower model is shown from a social welfare point of view.

Analysis of Flood Runoff Characteristics due to Rainfall Pattern Change: Comparison of Applications to Small and Medium Size Basins (강우의 특성 변화에 따른 유출 특성의 변화분석: 소유역과 중규모 유역에의 적용 비교)

  • Yoo, Chul-Sang;Kim, Kyoung-Jun
    • Journal of Korea Water Resources Association
    • /
    • v.39 no.5 s.166
    • /
    • pp.417-430
    • /
    • 2006
  • In this study, the probability density functions (PDFs) of the rainfall generated by PRPM(Poisson Rectangular Pulse Model) and the runoff simulated by SLRM(Single Linear Reservoir Model) and Nash model, were compared to find out the changes of runoff characteristics due to the change of rainfall characteristics. Effect of rainfall frequency, Intensity, and duration on runoff were evaluated using the PDFs derived. Two basin, small and midium-sized ones, were also selected to find out the effect of basin size. As the results, we found that the arrival time, the intensity, and the duration of rainfall differently influence the runoff characteristics, which could be applied to evaluate the effect of climate change.

A Pragmatic Method on Multi-Weapon Lanchester's Law (다중 란체스터 모형에 대한 실용적 해법)

  • Baik, Seung-Won;Hong, Sung-Pil
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.38 no.4
    • /
    • pp.1-9
    • /
    • 2013
  • We propose a heuristic algorithm for war-game model that is appropriate for warfare in which the maneuver of the attacker is relatively certain. Our model is based on a multi-weapon extention of the Lanchester's square law. However, instead of dealing with the differential equations, we use a multi-period linear approximation which not only facilitates a solution method but also reflects discrete natures of warfare. Then our game model turns out to be a continuous game known to have an ${\varepsilon}$-Nash equilibrium for all ${\varepsilon}{\geq}0$. Therefore, our model approximates an optimal warfare strategies for both players as well as an efficient reinforcement of area defense system that guarantees a peaceful equilibrium. Finally, we report the performance of a practical best-response type heuristic for finding an ${\varepsilon}$-Nash equilibrium for a real-scale problem.

The Correlation Analysis Between New Catchment Shape Descriptor and The Lag Time of Nash Model (신집수형상디스크립터와 Nash 모형의 지체시간 사이의 상관성 분석)

  • Kim, Joo-Cheol;Jung, Kwan-Sue;Kim, Jae-Han
    • Journal of Korea Water Resources Association
    • /
    • v.37 no.12
    • /
    • pp.1065-1074
    • /
    • 2004
  • This study aims at the introduction of new catchment shape descriptor, developed by Moussa(2003), based on equivalent ellipse and the assessment of its hydrologic applicability. Two descriptors a+b and a+b+${\varepsilon}OM$were correlated to the lag time and those were applied to the estimation of representative values of Nash model parameters. They are applied in order to examine the practicality to 3 catchments in Korea, catchments in Korea, respectively, i.e. Pyeongchanggang catchment in Han river, Bocheongcheon catchment in Geum river and Wicheon catchment in Nakdong river. As a result both of two descriptors show higher correlations to the lag lime than classical geomorphologic factors and hereby Moussa's suggestion(2003) is confirmed. For the sake of simplicity the former is recommended. Also representative IUHs derived from this study show consistent basin response characteristics. It is desirable to conduct further more case studies on many other basins.

A Study on Evaluation Method of Mixed Nash Equilibria by Using the Cournot Model for N-Genco. in Wholesale Electricity Market (도매전력시장에서 N명 발전사업자의 꾸르노 모델을 이용한 혼합 내쉬 균형점 도출 방법론 개발 연구)

  • Lim, Jung-Youl;Lee, Ki-Song;Yang, Kwang-Min;Park, Jong-Bae;Shin, Joong-Rin
    • Proceedings of the KIEE Conference
    • /
    • 2003.07a
    • /
    • pp.639-642
    • /
    • 2003
  • This paper presents a method for evaluating the mixed nash equilibria of the Cournot model for N-Gencos. in wholesale electricity market. In the wholesale electricity market, the strategies of N-Genco. can be applied to the game model under the conditions which the Gencos. determine their stratgies to maximize their benefit. Generally, the Lemke algorithm is evaluated the mixed nash equlibria in the two-player game model. However, the necessary condition for the mixed equlibria of N-player are modified as the necessary condition of N-1 player by analyzing the Lemke algorithms. Although reducing the necessary condition for N-player as the one of N-1 player, it is difficult to and the mixed nash equilibria participated two more players by using the mathmatical approaches since those have the nonlinear characteristics. To overcome the above problem, this paper presents the generalized necessary condition for N-player and proposed the object function to and the mixed nash equlibrium. Also, to evaluate the mixed equilibrium through the nonlinear objective function, the Particle Swarm Optimization (PSO) as one of the heuristic algorithm are proposed in this paper. To present the mixed equlibria for the strategy of N-Gencos. through the proposed necessry condition and the evaluation approach, this paper proposes the mixed equilibrium in the cournot game model for 3-players.

  • PDF