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Zh. Vychisl. Mat. Mat. Fiz., 2020, Volume 60, Number 9, Pages 1620–1638 (Mi zvmmf11138)  

Multicriteria competitive games as models in operations research

E. M. Kreinesa, N. M. Novikovab, I. I. Pospelovac

a Rusnano, Moscow, 117036 Russia
b Federal Research Center "Computer Science and Control", Russian Academy of Sciences, Moscow, 119333 Russia
c Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia

Abstract: The problem of a priori estimation of the result of a mulicriteria two-person competitive game is considered in the framework of operations research. Various aspects of decision making in such games are discussed. Relations between the values of a vector best guaranteed result (BGR) for both players are obtained. The difference of the mulicriteria antagonistic game considered as a model of taking into account the natural uncertainty from the mulicriteria zero-sum game considered as interaction with a purposeful opponent is formalized. Special attention is paid to the concepts of the value and solution of the latter game. As the basic solution of this game, we use the multicriteria Shapley equilibrium when it gives to each player the result not worse than her or his BGR. It is shown that the last condition is not restrictive. The definition of the one-sided value of the multicriteria game as the player's BGR if her BGR is independent of the order of the players' moves and the definition of the corresponding one-sided solution are given. It is proved that the equilibrium is weaker than the one-sided solution, and the equilibrium always exists in mixed strategies. The existence of a one-sided solution in mixed strategies is guaranteed by a special interpretation of multicriteria averaging. To justify the conclusions, Slater's value of the multicriteria optimum is parameterized using Germeier's scalarizing function.

Key words: multicriteria competitive games, decision-making, multicriteria equilibrium, Germeier's scalarization, average scalarizing function, tradeoff

DOI: https://doi.org/10.31857/S0044466920090124


English version:
Computational Mathematics and Mathematical Physics, 2020, 60:9, 1570–1587

Bibliographic databases:

UDC: 519.6
Received: 19.09.2019
Revised: 02.12.2019
Accepted:09.04.2020

Citation: E. M. Kreines, N. M. Novikova, I. I. Pospelova, “Multicriteria competitive games as models in operations research”, Zh. Vychisl. Mat. Mat. Fiz., 60:9 (2020), 1620–1638; Comput. Math. Math. Phys., 60:9 (2020), 1570–1587

Citation in format AMSBIB
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\paper Multicriteria competitive games as models in operations research
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2020
\vol 60
\issue 9
\pages 1620--1638
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\crossref{https://doi.org/10.31857/S0044466920090124}
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\transl
\jour Comput. Math. Math. Phys.
\yr 2020
\vol 60
\issue 9
\pages 1570--1587
\crossref{https://doi.org/10.1134/S0965542520090122}
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