Ordinal Games

We study strategic games where players' preferences are weak orders which need not admit utility representations. First of all, we ex- tend Voorneveld's concept of best-response potential from cardinal to ordi- nal games and derive the analogue of his characterization result: An ordi- nal game is a best-response potential game if and only if it does not have a best-response cycle. Further, Milgrom and Shannon's concept of quasi- supermodularity is extended from cardinal games to ordinal games. We ¯nd that under certain compactness and semicontinuity assumptions, the ordinal Nash equilibria of a quasi-supermodular game form a nonempty complete lattice. Finally, we extend several set-valued solution concepts from cardinal to ordinal games in our sense.Ordinal Games, Potential Games, Quasi-Supermodularity, Rationalizable Sets, Sets Closed under Behavior Correspondences

Randomized approximation algorithms : facility location, phylogenetic networks, Nash equilibria

Despite a great effort, researchers are unable to find efficient algorithms for a number of natural computational problems. Typically, it is possible to emphasize the hardness of such problems by proving that they are at least as hard as a number of other problems. In the language of computational complexity it means proving that the problem is complete for a certain class of problems. For optimization problems, we may consider to relax the requirement of the outcome to be optimal and accept an approximate (i.e., close to optimal) solution. For many of the problems that are hard to solve optimally, it is actually possible to efficiently find close to optimal solutions. In this thesis, we study algorithms for computing such approximate solutions

Qualitative Characteristics and Quantitative Measures of Solution's Reliability in Discrete Optimization: Traditional Analytical Approaches, Innovative Computational Methods and Applicability

The purpose of this thesis is twofold. The first and major part is devoted to sensitivity analysis of various discrete optimization problems while the second part addresses methods applied for calculating measures of solution stability and solving multicriteria discrete optimization problems. Despite numerous approaches to stability analysis of discrete optimization problems two major directions can be single out: quantitative and qualitative. Qualitative sensitivity analysis is conducted for multicriteria discrete optimization problems with minisum, minimax and minimin partial criteria. The main results obtained here are necessary and sufficient conditions for different stability types of optimal solutions (or a set of optimal solutions) of the considered problems. Within the framework of quantitative direction various measures of solution stability are investigated. A formula for a quantitative characteristic called stability radius is obtained for the generalized equilibrium situation invariant to changes of game parameters in the case of the H¨older metric. Quality of the problem solution can also be described in terms of robustness analysis. In this work the concepts of accuracy and robustness tolerances are presented for a strategic game with a finite number of players where initial coefficients (costs) of linear payoff functions are subject to perturbations. Investigation of stability radius also aims to devise methods for its calculation. A new metaheuristic approach is derived for calculation of stability radius of an optimal solution to the shortest path problem. The main advantage of the developed method is that it can be potentially applicable for calculating stability radii of NP-hard problems. The last chapter of the thesis focuses on deriving innovative methods based on interactive optimization approach for solving multicriteria combinatorial optimization problems. The key idea of the proposed approach is to utilize a parameterized achievement scalarizing function for solution calculation and to direct interactive procedure by changing weighting coefficients of this function. In order to illustrate the introduced ideas a decision making process is simulated for three objective median location problem. The concepts, models, and ideas collected and analyzed in this thesis create a good and relevant grounds for developing more complicated and integrated models of postoptimal analysis and solving the most computationally challenging problems related to it.Siirretty Doriast

Stake-governed tug-of-war and the biased infinity Laplacian

In tug-of-war, two players compete by moving a counter along edges of a graph, each winning the right to move at a given turn according to the flip of a possibly biased coin. The game ends when the counter reaches the boundary, a fixed subset of the vertices, at which point one player pays the other an amount determined by the boundary vertex. Economists and mathematicians have independently studied tug-of-war for many years, focussing respectively on resource-allocation forms of the game, in which players iteratively spend precious budgets in an effort to influence the bias of the coins that determine the turn victors; and on PDE arising in fine mesh limits of the constant-bias game in a Euclidean setting. In this article, we offer a mathematical treatment of a class of tug-of-war games with allocated budgets: each player is initially given a fixed budget which she draws on throughout the game to offer a stake at the start of each turn, and her probability of winning the turn is the ratio of her stake and the sum of the two stakes. We consider the game played on a tree, with boundary being the set of leaves, and the payment function being the indicator of a single distinguished leaf. We find the game value and the essentially unique Nash equilibrium of a leisurely version of the game, in which the move at any given turn is cancelled with constant probability after stakes have been placed. We show that the ratio of the players' remaining budgets is maintained at its initial value $\lambda$; game value is a biased infinity harmonic function; and the proportion of remaining budget that players stake at a given turn is given in terms of the spatial gradient and the $\lambda$-derivative of game value. We also indicate examples in which the solution takes a different form in the non-leisurely game.Comment: 69 pages with four figures. Updated to include discussion of the economics literature of tug-of-wa