Consensus in noncooperative dynamic games:: A multiretailer inventory application

被引:25
作者
Bauso, D. [1 ]
Giarre, L. [2 ]
Pesenti, R. [3 ]
机构
[1] Univ Palermo, DINFO, I-90128 Palermo, Italy
[2] Univ Palermo, DIAS, I-90128 Palermo, Italy
[3] Univ Venice, DMA, I-30123 Venice, Italy
关键词
consensus protocols; dynamic programming; game theory; inventory;
D O I
10.1109/TAC.2008.919546
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We focus on Nash equilibria and Pareto optimal Nash equilibria for a finite horizon noncooperative dynamic game with a special structure of the stage cost. We study the existence of these solutions by proving that the game is a potential game. For the single-stage version of the game, we characterize the aforementioned solutions and derive a consensus protocol that makes the players converge to the unique Pareto optimal Nash equilibrium. Such an equilibrium guarantees the interests of the players and is also social optimal in the set of Nash equilibria. For the multistage version of the game, we present an algorithm that converges to Nash equilibria, unfortunately, not necessarily Pareto optimal. The algorithm returns a sequence of joint decisions, each one obtained from the previous one by an unilateral improvement on the part of a single player. We also specialize the game to a multiretailer inventory system.
引用
收藏
页码:998 / 1003
页数:6
相关论文
共 18 条
  • [1] Axsäter S, 2001, IIE TRANS, V33, P91
  • [2] Basar T., 1995, Dynamic Noncooperative Game Theory
  • [3] Non-linear protocols for optimal distributed consensus in networks of dynamic agents
    Bauso, D.
    Giarre, L.
    Pesenti, R.
    [J]. SYSTEMS & CONTROL LETTERS, 2006, 55 (11) : 918 - 928
  • [4] Bauso D, 2003, 42ND IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-6, PROCEEDINGS, P588
  • [5] Fudenberg D., 1998, THEORY LEARNING GAME
  • [6] GUARDIOLA LA, 2007, GAMES EC BEHAV 0330
  • [7] IEONG S, P 20 NAT C ART INT A, P489
  • [8] Inventory games
    Meca, A
    Timmer, J
    García-Jurado, I
    Borm, P
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2004, 156 (01) : 127 - 139
  • [9] Cooperation and competition in inventory games
    Meca, A
    García-Jurado, I
    Borm, P
    [J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2003, 57 (03) : 481 - 493
  • [10] Congestion games with player-specific payoff functions
    Milchtaich, I
    [J]. GAMES AND ECONOMIC BEHAVIOR, 1996, 13 (01) : 111 - 124