• 제목/요약/키워드: payoff matrix

검색결과 14건 처리시간 0.036초

보수행렬 검사를 통한 게임플레이의 전략적 오류 검출 (Strategic Errors Detection in Gameplay by the Inspection of Payoff Matrices)

  • 장희동
    • 한국게임학회 논문지
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    • 제11권2호
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    • pp.13-18
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    • 2011
  • 시드마이어에 의하면 게임은 일련의 흥미로운 선택들이라고 하였다. 이는 흥미로운 선택들이 게임을 재미있게 만드는 주요 요인이란 의미이다. 본 논문에서는 게임에서 존재하는 흥미롭지 않는 선택대안을 게임플레이의 전략적 오류라 정의하고 이들 오류를 검출하는 방법을 제안하였다. 제안하는 방법은 게임이론에서 게임을 표현할 때 사용하는 보수행렬들을 검사하여, 게임플레이의 전략적 오류를 검출하는 방법이다. 이 방법은, 게임의 보수행렬들만 검사하는 경우에는, 적절한 대응전략이 없는 선택, 절대 우위 선택, 절대 열등 선택, 그리고 비슷한 보상이 이루어지는 선택들의 오류들을 검출할 수 있다. 그리고 게임의 보수행렬들과 대응하는 사용빈도율들을 함께 사용하는 경우에는, 추가적으로, 기대 보수가 매우 낮은 선택, 기대 보수가 매우 높은 선택, 사용확률이 매우 낮은 선택 그리고 사용확률이 매우 높은 선택들의 오류들을 검출할 수 있다.

경쟁적 전력시장에서 용량요금에 의한 전략적 용량철회 억제 (Suppression of Strategic Capacity Withholding by Capacity Payment in a Competitive Generation Market)

  • 이광호
    • 전기학회논문지
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    • 제56권7호
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    • pp.1199-1204
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    • 2007
  • In a cost based pool market, the generation capacity can be used as strategic bids by generation companies (Gencos) with the cost functions open to the market. Competition using strategic capacities is modeled by Cournot and Perfect Competiton (PC) model, and transformed into two by two payoff matrix game with Gencos' decision variables of Cournot and PC model. The payoff matrices vary when capacity payments are given to Gencos in accordance with their capacity bids. Nash Equilibrium (NE) in the matrices also moves with capacity price changes. In order to maximize social welfare of the market, NE should locate in a certain position of the payoff matrices, which corresponds to a PC NE. A concept of a critical capacity price is proposed and calculated in this paper that is defined as a minimum capacity price leading to PC NE. The critical capacity price is verified to work as a tool for suppressing a strategic capacity withholding in simulations of a test system.

전력시장 해석을 위한 3연 참여 게임의 해법 연구 (A Solution Method of a Three-Player Game for Application to an Electric Power Market)

  • 이광호
    • 대한전기학회논문지:전력기술부문A
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    • 제52권6호
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    • pp.347-353
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    • 2003
  • In models of imperfect competition of deregulated electricity markets, the key task is to find the Nash equilibrium(NE). The approaches for finding the NE have had two major bottlenecks: computation of mixed strategy equilibrium and treatment of multi-player games. This paper proposes a payoff matrix approach that resolves these bottlenecks. The proposed method can efficiently find a mixed strategy equilibrium in a multi-player game. The formulation of the m condition for a three-player game is introduced and a basic computation scheme of solving nonlinear equalities and checking inequalities is proposed. In order to relieve the inevitable burden of searching the subspace of payoffs, several techniques are adopted in this paper. Two example application problems arising from electricity markets and involving a Cournot and a Bertrand model, respectively, are investigated for verifying the proposed method.

도매전력시장에서 N-발전사업자의 보수행렬을 이용한 꾸르노 모델의 내쉬균형점 도출을 위한 방법론 (Approach for Evaluating the Nash Equilibrium of Cournot Game Model for N-Gencos by Using Payoff Matrix in Wholesale Electricity Market)

  • 박종배;임정열;이기송;신중린
    • 대한전기학회논문지:전력기술부문A
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    • 제54권2호
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    • pp.97-106
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    • 2005
  • This paper presents a method for evaluating the nash equilibrium of the Cournot model for N-Gencos in wholesale electricity market. In wholesale electricity market, the strategies of N-Gencos can be applied to the game model under the conditions, which the Gencos determine their strategies to maximize their benefit. Generally, the Lemke algorithm has known as the approach to evaluate the mixed nash equilibrium in the only two-player game model. In this paper, we have developed the necessary condition for obtaining the mixed nash equilibrium of N-player by using the Lemke algorithms. However, it is difficult to find the mixed nash equilibrium of two more players by using the analytic method since those have the nonlinear characteristics. To overcome the above problem, we have formulated the object function satisfied with the proposed necessary conditions for N-player nash equilibrium and applied the modified particle swarm optimization (PSO) method to obtain the equilibrium for N-player. To present the effectiveness the proposed necessary condition and the evaluation approach, this paper has shown the results of equilibrium of sample system and the cournot game model for 3-players.

전력시장 입찰함수모형에서 입찰 파라미터 선택에 관한 연구 (A Study on the Selection of a Bidding Parameter at the Bidding Function Model in an Electricity Market)

  • 조철희;이광호
    • 대한전기학회논문지:전력기술부문A
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    • 제53권11호
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    • pp.630-635
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    • 2004
  • Generation companies(Genco) submit the supply functions as a bidding function to a bid market in a competitive electricity market. The profits of Gencos vary in accordance with the bid functions, so the selection of a bidding function plays a key role in increasing their profits. In order to get a profitable bidding function which is usually linear, it is required to modify adequately the intersection and the slope of a linear supply function. This paper presents an analysis of the selection of the supply function from the viewpoint of Nash equilibrium(NE). Four types of bidding function parameters are used for analizing the electricity market. The competition of selecting bidding parameters is modeled as two level games in this research. One is a subgame where a certain type of parameters is given and the players compete to select values of the underlying parameters. The other is an overall game where the players compete to select a profitable type among the four types of parameters. The NEs in both games are computed by an using analytic method and a payoff matrix method. It is verified in case studies for the NE of overall game to satisfy the equilibrium condition.

행렬게임의 활성전략집합에 대한 감도분석 (Sensitivity analysis on the active strategy set in the matrix game)

  • 성기석
    • 경영과학
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    • 제9권1호
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    • pp.87-92
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    • 1992
  • The purpose of this paper is to study the sensitivity analysis in the matrix game. The third type sensitivity analysis is defined as finding the characteristic region of an element of the payoff matrix in which the set of current active strategies is preserved. First by using the relationship between matrix game and linear programming, we induce the conditions which must be satisfied for preserving the set of current active strategies. Second we show the characteristic regions of active and inactive strategy. It is found that the characteristic regions we suggests in this paper are same with that of the type one sensitivity analysis suggested by Sung[3] except only one case.

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시각디자인에 나타난 인간의 사회화과정의 심리요인에 관한 연구 - 1994-2003년의 인쇄매체광고를 중심으로 - (Study on the Psychological Factors of Human Socialization in Visual Design - Focused on the printed media advertisements from 1994 to 2003 -)

  • 오근재
    • 디자인학연구
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    • 제18권2호
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    • pp.79-90
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    • 2005
  • 본 연구는 인간의 상호관계성 혹은 인간의 사회화과정이 오늘날의 시각디자인에 어떻게 관여되고 있는가를 사회학적, 심리학적인 이론을 바탕으로 규명할 목적으로 작성되었다. 먼저 인간의 사회화에 대한 생리학과 철학, 그리고 심리학적인 근거를 고찰하였고 이들이 시각디자인에 구체적으로 어떻게 작용하는가를 사례연구를 통하여 분석하였으며, 분석된 결과를 결론으로 도출하였다. 문헌연구를 통하여 얻어낸 인간의 사회화과정의 심리요인은 성적쾌락추구를 비롯하여 11개로 정리되었고, 이를 도구 삼아 1994년부터 2003년까지 대한민국광고대상 수상작 40편의 인쇄매체광고디자인을 분석하였다. 분석된 결과는 생물학적인 기초로서의 적응가치와 문화적 각인항에 사례의 대부분이 반응하고 있었음이 발견되었고, 광고가 지니고 있는 기본적인 존립근거로는 사회적 불안심리로서의 상호불신과 대가행렬에 바탕을 두고 있었음이 발견되었다. 이는 앞으로의 광고 역시 오늘날과 같은 존재이유를 지니는 한, 적응가치, 문화적 각인, 사회학습, 모방학습 등에 기초할 수밖에 없음을 시사하는 것이다.

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AN EFFICIENT AND ROBUST NUMERICAL METHOD FOR OPTION PRICES IN A TWO-ASSET JUMP-DIFFUSION MODEL

  • Lee, Chaeyoung;Wang, Jian;Jang, Hanbyeol;Han, Hyunsoo;Lee, Seongjin;Lee, Wonjin;Yang, Kisung;Kim, Junseok
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제27권4호
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    • pp.231-249
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    • 2020
  • We present an efficient and robust finite difference method for a two-asset jump diffusion model, which is a partial integro-differential equation (PIDE). To speed up a computational time, we compute a matrix so that we can calculate the non-local integral term fast by a simple matrix-vector operation. In addition, we use bilinear interpolation to solve integral term of PIDE. We can obtain more stable value by using the payoff-consistent extrapolation. We provide numerical experiments to demonstrate a performance of the proposed numerical method. The numerical results show the robustness and accuracy of the proposed method.

공급함수 입찰모형에서 입찰파라미터 선택에 관한 연구 (A Study on the Selection of a Bidding Parameter at the Bidding Function Model in an Electricity Market)

  • 조철희;최석근;이광호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 하계학술대회 논문집 A
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    • pp.710-712
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    • 2004
  • Generation companies(Genco) submit the supply functions as a bidding function to a bid market in a competitive electricity market. The profits of Gencos vary in accordance with the bid functions, so the selection of a bidding function plays a key role in increasing their profits. This paper presents an analysis of the selection of the supply function from the viewpoint of Nash equilibrium(NE). Four types of bidding function parameters are used for analizing the electricity market. The competition of selecting bidding parameters is modeled as subgame and overall game in this research. The NEs in both game are computed by using analytic method and payoff matrix method. It is verified in case studies for the NE of overall game to satisfy the equilibrium condition.

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게임이론을 적용한 전력시장 전력거래방식의 후생 측면 비교 연구 (A Comparative Welfare Analysis on the Trading System in an Electricity Market by Using Game Theory)

  • 이광호
    • 대한전기학회논문지:전력기술부문A
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    • 제52권10호
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    • pp.616-623
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    • 2003
  • Competition among electric generation companies is a major goal of restructuring in the electricity industry, The trading system in an electricity market has been one of the most important issues in deregulated electricity market. This paper deals with comparisons of the major two types of the trading system: compulsory pool market and bilateral contract market. The two trading systems are compared quantitatively from the viewpoint of consumer's surplus and social welfare, This paper, also, proposes a unified model of Cournot and Bertrand for analyzing the mixed trading system of pool market and bilateral contract market. Nash equilibrium of the unified model is derived by criteria for participating in bilateral contract market. Numerical results from a sample case show that a mixed trading system of pool market and price-competitive bilateral market is beneficial to consumer from the view points of consumer's surplus.