Z -equilibria in Bi-matrix games with uncertain payoffs
RAIRO - Operations Research - Recherche Opérationnelle, Tome 54 (2020) no. 2, pp. 393-412.

The concept of Z-equilibrium has been introduced by Zhuk-ovskii (Mathematical Methods in Operations Research. Bulgarian Academy of Sciences, Sofia (1985) 103–195) for games in normal form. This concept is always Pareto optimal and individually rational for the players. Moreover, Pareto optimal Nash equilibria are Z-equilibria. We consider a bi-matrix game whose payoffs are uncertain variables. By appropriate ranking criteria of Liu uncertainty theory, we introduce some concepts of equilibrium based on Z-equilibrium for such games. We provide sufficient conditions for the existence of the introduced concepts. Moreover, using mathematical programming, we present a procedure for their computation. A numerical example is provided for illustration.

DOI : 10.1051/ro/2019007
Classification : 91A05, 90B50, 68T37
Mots-clés : Bi-matrix game, Pareto optimal, uncertainty theory, $$-equilibrium
@article{RO_2020__54_2_393_0,
     author = {Achemine, Farida and Merakeb, Abdelkader and Larbani, Moussa and Marthon, Philippe},
     title = {$Z$-equilibria in {Bi-matrix} games with uncertain payoffs},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {393--412},
     publisher = {EDP-Sciences},
     volume = {54},
     number = {2},
     year = {2020},
     doi = {10.1051/ro/2019007},
     mrnumber = {4069297},
     zbl = {1434.91003},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ro/2019007/}
}
TY  - JOUR
AU  - Achemine, Farida
AU  - Merakeb, Abdelkader
AU  - Larbani, Moussa
AU  - Marthon, Philippe
TI  - $Z$-equilibria in Bi-matrix games with uncertain payoffs
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2020
SP  - 393
EP  - 412
VL  - 54
IS  - 2
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ro/2019007/
DO  - 10.1051/ro/2019007
LA  - en
ID  - RO_2020__54_2_393_0
ER  - 
%0 Journal Article
%A Achemine, Farida
%A Merakeb, Abdelkader
%A Larbani, Moussa
%A Marthon, Philippe
%T $Z$-equilibria in Bi-matrix games with uncertain payoffs
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 2020
%P 393-412
%V 54
%N 2
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/ro/2019007/
%R 10.1051/ro/2019007
%G en
%F RO_2020__54_2_393_0
Achemine, Farida; Merakeb, Abdelkader; Larbani, Moussa; Marthon, Philippe. $Z$-equilibria in Bi-matrix games with uncertain payoffs. RAIRO - Operations Research - Recherche Opérationnelle, Tome 54 (2020) no. 2, pp. 393-412. doi : 10.1051/ro/2019007. http://archive.numdam.org/articles/10.1051/ro/2019007/

[1] M. Aghassi and D. Bertsimas, Robust game theory. Math. Program. Ser. 107 (2006) 231–273. | DOI | MR | Zbl

[2] S. Bade, Ambiguous act equilibria. Games. Econ. Behav. 71 (2010) 246–260. | DOI | MR | Zbl

[3] S. Bandyopadhyay, P. Kumar Nayak and M. Pal, Nash equilibrium solution in trapezoidal fuzzy environment. IOSR J. Eng. (IOSRJEN) 3 (2013) 7–14. | DOI

[4] K. Bouchama, M.S. Radjef and L. Sais, Z-equilibrium for a CSP game. International Symposium on Artificial Intelligence and Mathematics. Fort Lauderdale, FL (2016).

[5] D. Butnariu, Fuzzy games: a description of the concept. Fuzzy Sets Syst. 1 (1978) 181–192. | DOI | MR | Zbl

[6] D. Butnariu, Advances in Fuzzy Set Theory and Applications, edited by M.M. Gupta, R.K. Ragde and R.R. Yager. In: Advances in Fuzzy Set Theory and Applications. Kluwer, Boston, MA (1979) 339–359. | Zbl

[7] T. Chunqiao and Z. Qiang, Generalized two-person zero-sun games with fuzzy strategies and fuzzy payoffs. Fuzzy Syst. Math. 20 (2006) 95–101. | Zbl

[8] C.B. Das and S.K. Roy, Fuzzy based GA for entropy bimatrix goal game. Int. J. Uncertain. Fuzziness Knowledge-Based Syst. 18 (2010) 779–799. | DOI | MR | Zbl

[9] C.B. Das and S.K. Roy, Fuzzy based GA to multi-objective entropy bimatrix game. Opsearch 50 (2013) 125–140. | DOI | MR | Zbl

[10] D. Ellsberg, Risk, ambiguity and the Savage axiom. Quat. J. Econ. 75 (1961) 643–669. | DOI | MR | Zbl

[11] A. Ferhat, M.S. Radjef, Z-Equilibrium for a Mixed Strategic Multicriteria Game. EURO 25, Vilnius (2012).

[12] J. Gao, Uncertain bi-matrix game with applications. Fuzzy Optim. Decis. Mak. 12 (2013) 65–78. | DOI | MR | Zbl

[13] J.C. Harsanyi, Games with incomplete information played by bayesian players. The basic model. Management Sci. 14 (1967) 317–334. | MR | Zbl

[14] J.C. Harsanyi and S. Reinhard, A General Theory of Equilibrium Selection in Games. MIT Press, Cambridge, MA (1988). | Zbl

[15] M.O. Jackson, L.K. Simon, J.M. Swinkels and W.R. Zame, Communication and equilibrium in discontinuous games of incomplete information. Econometrica 70 (2002) 1711–1740. | DOI | MR | Zbl

[16] P. Klibanoff, Uncertainty, decision and normal form games. Manuscript (1996).

[17] M. Larbani, Non cooperative fuzzy games in normal form: a survey. Fuzzy Sets Syst. 160 (2009) 3184–3210. | DOI | MR | Zbl

[18] M. Larbani and H. Lebbah, A Concept of equilibrium for a game under uncertainty. Euro. J. Oper. Res. 1 (1999) 145–156. | DOI | Zbl

[19] X. Li and B. Liu, Hybrid logic and uncertain logic. J. Uncertain Syst. 3 (2009) 83–94.

[20] B. Liu, Uncertainty Theory, 2nd edition. Springer-Verlag, Berlin (2007). | MR | Zbl

[21] B. Liu, Some research problems in uncertainty theory. J. Uncertain Syst. 3 (2009) 3–10.

[22] B. Liu, Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty. Springer-Verlag, Berlin (2010). | DOI

[23] B. Liu, Why is there a need for uncertainty theory?. J. Uncertain Syst. 6 (2012) 3–10.

[24] B. Liu, Uncertainty Theory, 4th edition. Springer-Verlag, Berlin (2015). | MR | Zbl

[25] T. Maeda, Characterization of the equilibrium strategy of the bimatrix game with fuzzy payoff. J. Math. Anal. Appl. 251 (2000) 885–896. | DOI | MR | Zbl

[26] F. Messine, Deterministic global optimization using interval constraint propagation technique. RAIRO-Rech. Oper. 38 (2004) 277–293. | DOI | Numdam | MR | Zbl

[27] J. Ninin, F. Messine and P. Hansen, A reliable affine relaxation method for global optimization. 4OR-Q. J Oper. Res. 13 (2015) 247–277. | DOI | MR | Zbl

[28] F. Messine, A deterministic global optimization algorithm for design problems, edited by C. Audet, P. Hansen and G. Savard. In: Chapter in Essays and Surveys in Global Optimization (2005) 267–294. | DOI | MR | Zbl

[29] P. Mula, S.K. Roy and D.F. Li, Birough programming approach for solving bi-matrix games with birough payoff elements. J. Intel. Fuzzy Syst. 29 (2015) 863–875. | DOI | MR | Zbl

[30] J.F. Nash, Non-cooperative games. Ann. Math. 54 (1951) 286–295. | DOI | MR | Zbl

[31] R. Nessah, M. Larbani and T. Tazdaït, Coalitional Z P -Equilibrium in games and its Existence. Int. Game Theory Rev. 17 (2015). | DOI | MR | Zbl

[32] I. Nishizaki and M. Sakawa, Equilibrium solutions in multiobjective bi-matrix games with fuzzy payoffs and fuzzy goals. Fuzzy Sets Syst. 111 (2000) 99–116. | DOI | MR | Zbl

[33] Z. Peng and K. Iwamura, A sufficient and necessary condition of uncertainty distribution. J. Interdisciplinary Math. 13 (2010) 277–285. | DOI | MR | Zbl

[34] V. Perchet, A note on robust Nash equilibria in games with uncertainties. RAIRO-REch. Oper. 48 (2014) 365–371. | DOI | Numdam | MR | Zbl

[35] S.K. Roy, Fuzzy programming approach to two-person multicriteria bimatrix games. J. Fuzzy Math. 15 (2007) 141–153. | MR | Zbl

[36] S.K. Roy and P. Mula, Bi-matrix game in bifuzzy environment. J. Uncertainty Anal. App. 1 (2013) 1–11.

[37] S.K. Roy and P. Mula, Rough set approach to bi-matrix game. Int. J. Oper. Res. 23 (2015) 229–244. | DOI | MR | Zbl

[38] N. Solmeyer and R. Balu, Characterizing the Nash equilibria of three-player Bayesian quantum games. SPIE, forthcoming (2017). | MR | Zbl

[39] G. Shafer, A mathematical theory of evidence. Princeton University Press, Princeton, NJ (1976). | DOI | MR | Zbl

[40] Y. Shoham and K. Leyton-Brown, Multiagent Systems: Algorithmic, Game-Theoretic, and Logical Foundations. Cambridge University Press, New York, NY (2009). | Zbl

[41] S. Singh, V. Soni and M. Wellman, Computing approximate Bayes-Nash equilibria in treegames of incomplete information. In: EC: Proceedings of the ACM Conference on Electronic Commerce (2004) 81–90.

[42] R.E. Steuer, Multiple Criteria Optimization: Theory, Computation and Application. John Wiley and Sons, New York, NY (1986). | MR | Zbl

[43] X. Luo and W. Ma, Games with Ambiguous Payoffs and played by Ambiguity and regret minimising players, edited by M. Thielscher and D. Zhang. In: Advances in Artificial Intelligence. AI 2012. Lecture notes in Computer Science. Springer-Verlag Berlin, Heidelberg 7691 (2012) 409–420. | MR

[44] L.A. Zadeh, Fuzzy sets. Informa. Control 8 (1965) 338–353. | DOI | MR | Zbl

[45] V.I. Zhukovskii, Some problems of non-antagonistic differential games, edited by P. Kenderov. In: Matematiceskie metody versus issledovanii operacij [Mathematical Methods in Operations Research]. Bulgarian Academy of Sciences, Sofia (1985) 103–195.

[46] V.I. Zhukovskii and A.A. Tchikry, Linear-quadratic Differential Games. Naoukova Doumka, Kiev (1994).

Cité par Sources :