Game Theory Relaunched

The game is on. Do you know how to play? Game theory sets out to explore what can be said about making decisions which go beyond accepting the rules of a game. Since 1942, a well elaborated mathematical apparatus has been developed to do so; but there is more. During the last three decades game theoretic reasoning has popped up in many other fields as well - from engineering to biology and psychology. New simulation tools and network analysis have made game theory omnipresent these days. This book collects recent research papers in game theory, which come from diverse scientific communities all across the world; they combine many different fields like economics, politics, history, engineering, mathematics, physics, and psychology. All of them have as a common denominator some method of game theory. Enjoy

ISIPTA'07: Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications

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Contributions to Game Theory and Management. Vol. III. Collected papers presented on the Third International Conference Game Theory and Management.

The collection contains papers accepted for the Third International Conference Game Theory and Management (June 24-26, 2009, St. Petersburg University, St. Petersburg, Russia). The presented papers belong to the field of game theory and its applications to management. The volume may be recommended for researches and post-graduate students of management, economic and applied mathematics departments.

A Survey of Monte Carlo Tree Search Methods

Monte Carlo tree search (MCTS) is a recently proposed search method that combines the precision of tree search with the generality of random sampling. It has received considerable interest due to its spectacular success in the difficult problem of computer Go, but has also proved beneficial in a range of other domains. This paper is a survey of the literature to date, intended to provide a snapshot of the state of the art after the first five years of MCTS research. We outline the core algorithm's derivation, impart some structure on the many variations and enhancements that have been proposed, and summarize the results from the key game and nongame domains to which MCTS methods have been applied. A number of open research questions indicate that the field is ripe for future work

Development of transportation and supply chain problems with the combination of agent-based simulation and network optimization

Demand drives a different range of supply chain and logistics location decisions, and agent-based modeling (ABM) introduces innovative solutions to address supply chain and logistics problems. This dissertation focuses on an agent-based and network optimization approach to resolve those problems and features three research projects that cover prevalent supply chain management and logistics problems. The first case study evaluates demographic densities in Norway, Finland, and Sweden, and covers how distribution center (DC) locations can be established using a minimizing trip distance approach. Furthermore, traveling time maps are developed for each scenario. In addition, the Nordic area consisting of those three countries is analyzed and five DC location optimization results are presented. The second case study introduces transportation cost modelling in the process of collecting tree logs from several districts and transporting them to the nearest collection point. This research project presents agent-based modelling (ABM) that incorporates comprehensively the key elements of the pick-up and delivery supply chain model and designs the components as autonomous agents communicating with each other. The modelling merges various components such as GIS routing, potential facility locations, random tree log pickup locations, fleet sizing, trip distance, and truck and train transportation. The entire pick-up and delivery operation are modeled by ABM and modeling outcomes are provided by time series charts such as the number of trucks in use, facilities inventory and travel distance. In addition, various scenarios of simulation based on potential facility locations and truck numbers are evaluated and the optimal facility location and fleet size are identified. In the third case study, an agent-based modeling strategy is used to address the problem of vehicle scheduling and fleet optimization. The solution method is employed to data from a real-world organization, and a set of key performance indicators are created to assess the resolution's effectiveness. The ABM method, contrary to other modeling approaches, is a fully customized method that can incorporate extensively various processes and elements. ABM applying the autonomous agent concept can integrate various components that exist in the complex supply chain and create a similar system to assess the supply chain efficiency.Tuotteiden kysyntä ohjaa erilaisia toimitusketju- ja logistiikkasijaintipäätöksiä, ja agenttipohjainen mallinnusmenetelmä (ABM) tuo innovatiivisia ratkaisuja toimitusketjun ja logistiikan ongelmien ratkaisemiseen. Tämä väitöskirja keskittyy agenttipohjaiseen mallinnusmenetelmään ja verkon optimointiin tällaisten ongelmien ratkaisemiseksi, ja sisältää kolme tapaustutkimusta, jotka voidaan luokitella kuuluvan yleisiin toimitusketjun hallinta- ja logistiikkaongelmiin. Ensimmäinen tapaustutkimus esittelee kuinka käyttämällä väestötiheyksiä Norjassa, Suomessa ja Ruotsissa voidaan määrittää strategioita jakelukeskusten (DC) sijaintiin käyttämällä matkan etäisyyden minimoimista. Kullekin skenaariolle kehitetään matka-aikakartat. Lisäksi analysoidaan näistä kolmesta maasta koostuvaa pohjoismaista aluetta ja esitetään viisi mahdollista sijaintia optimointituloksena. Toinen tapaustutkimus esittelee kuljetuskustannusmallintamisen prosessissa, jossa puutavaraa kerätään useilta alueilta ja kuljetetaan lähimpään keräyspisteeseen. Tämä tutkimusprojekti esittelee agenttipohjaista mallinnusta (ABM), joka yhdistää kattavasti noudon ja toimituksen toimitusketjumallin keskeiset elementit ja suunnittelee komponentit keskenään kommunikoiviksi autonomisiksi agenteiksi. Mallinnuksessa yhdistetään erilaisia komponentteja, kuten GIS-reititys, mahdolliset tilojen sijainnit, satunnaiset puunhakupaikat, kaluston mitoitus, matkan pituus sekä monimuotokuljetukset. ABM:n avulla mallinnetaan noutojen ja toimituksien koko ketju ja tuloksena saadaan aikasarjoja kuvaamaan käytössä olevat kuorma-autot, sekä varastomäärät ja ajetut matkat. Lisäksi arvioidaan erilaisia simuloinnin skenaarioita mahdollisten laitosten sijainnista ja kuorma-autojen lukumäärästä sekä tunnistetaan optimaalinen toimipisteen sijainti ja tarvittava autojen määrä. Kolmannessa tapaustutkimuksessa agenttipohjaista mallinnusstrategiaa käytetään ratkaisemaan ajoneuvojen aikataulujen ja kaluston optimoinnin ongelma. Ratkaisumenetelmää käytetään dataan, joka on peräisin todellisesta organisaatiosta, ja ratkaisun tehokkuuden arvioimiseksi luodaan lukuisia keskeisiä suorituskykyindikaattoreita. ABM-menetelmä, toisin kuin monet muut mallintamismenetelmät, on täysin räätälöitävissä oleva menetelmä, joka voi sisältää laajasti erilaisia prosesseja ja elementtejä. Autonomisia agentteja soveltava ABM voi integroida erilaisia komponentteja, jotka ovat olemassa monimutkaisessa toimitusketjussa ja luoda vastaavan järjestelmän toimitusketjun tehokkuuden arvioimiseksi yksityiskohtaisesti.fi=vertaisarvioitu|en=peerReviewed

Uncertainty and indistinguishability. Application to modelling with words.

El concepte d'igualtat és fonamental en qualsevol teoria donat que és una noció essencial a l'hora de discernir entre els elements objecte del seu estudi i possibilitar la definició de mecanismes de classificació.Quan totes les propietats són perfectament precises (absència d'incertesa), hom obtè la igualtat clàssica a on dos objectes són considerats iguals si i només si comparteixen el mateix conjunt de propietats. Però, què passa quan considerem l'aparició d'incertesa, com en el cas a on els objectes compleixen una determinada propietat només fins a un cert grau?. Llavors, donat que alguns objectes seran més similars entre si que d'altres, sorgeix la necessitat de una noció gradual del concepte d'igualtat.Aquestes consideracions refermen la idea de que certs contextos requereixen una definició més flexible, que superi la rigidesa de la noció clàssica d'igualtat. Els operadors de T-indistingibilitat semblen bons candidats per aquest nou tipus d'igualtat que cerquem.D'altra banda, La Teoria de l'Evidència de Dempster-Shafer, com a marc pel tractament d'evidències, defineix implícitament una noció d'indistingibilitat entre els elements del domini de discurs basada en la seva compatibilitat relativa amb l'evidència considerada. El capítol segon analitza diferents mètodes per definir l'operador de T-indistingibilitat associat a una evidència donada.En el capítol tercer, després de presentar un exhaustiu estat de l'art en mesures d'incertesa, ens centrem en la qüestió del còmput de l'entropia quan sobre els elements del domini s'ha definit una relació d'indistingibilitat. Llavors, l'entropia hauria de ser mesurada no en funció de l'ocurrència d'events diferents, sinó d'acord amb la variabilitat percebuda per un observador equipat amb la relació d'indistingibilitat considerada. Aquesta interpretació suggereix el "paradigma de l'observador" que ens porta a la introducció del concepte d'entropia observacional.La incertesa és un fenomen present al món real. El desenvolupament de tècniques que en permetin el tractament és doncs, una necessitat. La 'computació amb paraules' ('computing with words') pretén assolir aquest objectiu mitjançant un formalisme basat en etiquetes lingüístiques, en contrast amb els mètodes numèrics tradicionals. L'ús d'aquestes etiquetes millora la comprensibilitat del llenguatge de representació delconeixement, a l'hora que requereix una adaptació de les tècniques inductives tradicionals.En el quart capítol s'introdueix un nou tipus d'arbre de decisió que incorpora les indistingibilitats entre elements del domini a l'hora de calcular la impuresa dels nodes. Hem anomenat arbres de decisió observacionals a aquests nou tipus, donat que es basen en la incorporació de l'entropia observacional en la funció heurística de selecció d'atributs. A més, presentem un algorisme capaç d'induir regles lingüístiques mitjançant un tractament adient de la incertesa present a les etiquetes lingüístiques o a les dades mateixes. La definició de l'algorisme s'acompanya d'una comparació formal amb altres algorismes estàndards.The concept of equality is a fundamental notion in any theory since it is essential to the ability of discerning the objects to whom it concerns, ability which in turn is a requirement for any classification mechanism that might be defined. When all the properties involved are entirely precise, what we obtain is the classical equality, where two individuals are considered equal if and only if they share the same set of properties. What happens, however, when imprecision arises as in the case of properties which are fulfilled only up to a degree? Then, because certain individuals will be more similar than others, the need for a gradual notion of equality arises.These considerations show that certain contexts that are pervaded with uncertainty require a more flexible concept of equality that goes beyond the rigidity of the classic concept of equality. T-indistinguishability operators seem to be good candidates for this more flexible and general version of the concept of equality that we are searching for.On the other hand, Dempster-Shafer Theory of Evidence, as a framework for representing and managing general evidences, implicitly conveys the notion of indistinguishability between the elements of the domain of discourse based on their relative compatibility with the evidence at hand. In chapter two we are concerned with providing definitions for the T-indistinguishability operator associated to a given body of evidence.In chapter three, after providing a comprehensive summary of the state of the art on measures of uncertainty, we tackle the problem of computing entropy when an indistinguishability relation has been defined over the elements of the domain. Entropy should then be measured not according to the occurrence of different events, but according to the variability perceived by an observer equipped with indistinguishability abilities as defined by the indistinguishability relation considered. This idea naturally leads to the introduction of the concept of observational entropy.Real data is often pervaded with uncertainty so that devising techniques intended to induce knowledge in the presence of uncertainty seems entirely advisable.The paradigm of computing with words follows this line in order to provide a computation formalism based on linguistic labels in contrast to traditional numerical-based methods.The use of linguistic labels enriches the understandability of the representation language, although it also requires adapting the classical inductive learning procedures to cope with such labels.In chapter four, a novel approach to building decision trees is introduced, addressing the case when uncertainty arises as a consequence of considering a more realistic setting in which decision maker's discernment abilities are taken into account when computing node's impurity measures. This novel paradigm results in what have been called --observational decision trees' since the main idea stems from the notion of observational entropy in order to incorporate indistinguishability concerns. In addition, we present an algorithm intended to induce linguistic rules from data by properly managing the uncertainty present either in the set of describing labels or in the data itself. A formal comparison with standard algorithms is also provided

Mathematical Game Theory

These lecture notes attempt a mathematical treatment of game theory akin to mathematical physics. A game instance is defined as a sequence of states of an underlying system. This viewpoint unifies classical mathematical models for 2-person and, in particular, combinatorial and zero-sum games as well as models for investing and betting. n-person games are studied with emphasis on notions of utilities, potentials and equilibria, which allows to subsume cooperative games as special cases. The represenation of a game theoretic system in a Hilbert space furthermore establishes a link to the mathematical model of quantum mechancis and general interaction systems

A POWER INDEX BASED FRAMEWORKFOR FEATURE SELECTION PROBLEMS

One of the most challenging tasks in the Machine Learning context is the feature selection. It consists in selecting the best set of features to use in the training and prediction processes. There are several benefits from pruning the set of actually operational features: the consequent reduction of the computation time, often a better quality of the prediction, the possibility to use less data to create a good predictor. In its most common form, the problem is called single-view feature selection problem, to distinguish it from the feature selection task in Multi-view learning. In the latter, each view corresponds to a set of features and one would like to enact feature selection on each view, subject to some global constraints. A related problem in the context of Multi-View Learning, is Feature Partitioning: it consists in splitting the set of features of a single large view into two or more views so that it becomes possible to create a good predictor based on each view. In this case, the best features must be distributed between the views, each view should contain synergistic features, while features that interfere disruptively must be placed in different views. In the semi-supervised multi-view task known as Co-training, one requires also that each predictor trained on an individual view is able to teach something to the other views: in classification tasks for instance, one view should learn to classify unlabelled examples based on the guess provided by the other views. There are several ways to address these problems. A set of techniques is inspired by Coalitional Game Theory. Such theory defines several useful concepts, among which two are of high practical importance: the concept of power index and the concept of interaction index. When used in the context of feature selection, they take the following meaning: the power index is a (context-dependent) synthesis measure of the prediction\u2019s capability of a feature, the interaction index is a (context-dependent) synthesis measure of the interaction (constructive/disruptive interference) between two features: it can be used to quantify how the collaboration between two features enhances their prediction capabilities. An important point is that the powerindex of a feature is different from the predicting power of the feature in isolation: it takes into account, by a suitable averaging, the context, i.e. the fact that the feature is acting, together with other features, to train a model. Similarly, the interaction index between two features takes into account the context, by suitably averaging the interaction with all the other features. In this work we address both the single-view and the multi-view problems as follows. The single-view feature selection problem, is formalized as the problem of maximization of a pseudo-boolean function, i.e. a real valued set function (that maps sets of features into a performance metric). Since one has to enact a search over (a considerable portion of) the Boolean lattice (without any special guarantees, except, perhaps, positivity) the problem is in general NP-hard. We address the problem producing candidate maximum coalitions through the selection of the subset of features characterized by the highest power indices and using the coalition to approximate the actual maximum. Although the exact computation of the power indices is an exponential task, the estimates of the power indices for the purposes of the present problem can be achieved in polynomial time. The multi-view feature selection problem is formalized as the generalization of the above set-up to the case of multi-variable pseudo-boolean functions. The multi-view splitting problem is formalized instead as the problem of maximization of a real function defined over the partition lattice. Also this problem is typically NP-hard. However, candidate solutions can be found by suitably partitioning the top power-index features and keeping in different views the pairs of features that are less interactive or negatively interactive. The sum of the power indices of the participating features can be used to approximate the prediction capability of the view (i.e. they can be used as a proxy for the predicting power). The sum of the feature pair interactivity across views can be used as proxy for the orthogonality of the views. Also the capability of a view to pass information (to teach) to other views, within a co-training procedure can benefit from the use of power indices based on a suitable definition of information transfer (a set of features { a coalition { classifies examples that are subsequently used in the training of a second set of features). As to the feature selection task, not only we demonstrate the use of state of the art power index concepts (e.g. Shapley Value and Banzhaf along the 2lines described above Value), but we define new power indices, within the more general class of probabilistic power indices, that contains the Shapley and the Banzhaf Values as special cases. Since the number of features to select is often a predefined parameter of the problem, we also introduce some novel power indices, namely k-Power Index (and its specializations k-Shapley Value, k-Banzhaf Value): they help selecting the features in a more efficient way. For the feature partitioning, we use the more general class of probabilistic interaction indices that contains the Shapley and Banzhaf Interaction Indices as members. We also address the problem of evaluating the teaching ability of a view, introducing a suitable teaching capability index. The last contribution of the present work consists in comparing the Game Theory approach to the classical Greedy Forward Selection approach for feature selection. In the latter the candidate is obtained by aggregating one feature at time to the current maximal coalition, by choosing always the feature with the maximal marginal contribution. In this case we show that in typical cases the two methods are complementary, and that when used in conjunction they reduce one another error in the estimate of the maximum value. Moreover, the approach based on game theory has two advantages: it samples the space of all possible features\u2019 subsets, while the greedy algorithm scans a selected subspace excluding totally the rest of it, and it is able, for each feature, to assign a score that describes a context-aware measure of importance in the prediction process