Essays about: "Nash equilibrium"

Showing result 11 - 15 of 22 essays containing the words Nash equilibrium.

  1. 11. A Cost-Benefit Approach to Risk Analysis : Merging Analytical Hierarchy Process with Game Theory

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Dennie Karlsson; [2018]
    Keywords : Analytical Hierarchy Process; Game Theory; Bayesian Nash Equilibrium; Risk Analysis; Cost-Benefit Analysis; Knapsack Problem;

    Abstract : In this study cost-benefits problems concerning the knapsack problem of limited resources is studied and how this relates to an attacker perspective when choosing defense strategies. This is accomplished by adopting a cost-benefit method and merging it with game theory. READ MORE

  2. 12. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation

    University essay from KTH/Optimeringslära och systemteori

    Author : Johan Dimitry El Baghdady; [2017]
    Keywords : Stochastic optimal control; dynamic programming; asset allocation; non-cooperative games; subgame perfect Nash equilibrium; time-inconsistency; dynamic portfolio optimization; mean-variance; state dependent risk aversion; extended Hamilton-Jacobi-Bellman; execution algorithms.; Stokastisk optimal styrning; dynamisk programmering; tillgångsallokering; icke-kooperativa spel; Nashjämvikt; tidsinkonsistens; dynamisk portföljoptimering; avvägning mellan förväntad avkastning och varians; tillståndsberoende riskhantering; utökad Hamilton-Jacobi-;

    Abstract : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. READ MORE

  3. 13. Combining effectual and causal methodologies in growth-phase startups

    University essay from KTH/Entreprenörskap och Innovation

    Author : Ignacio Manuel Mulas Viela; [2015]
    Keywords : Effectuation; causation; lean; business model; strategy; balance; innovation; exploitation; exploration; game theory; Nash equilibrium.;

    Abstract : Lean Startup is a widely adopted method nowadays, which contains a consistent approach to unveil a valid business model in a scenario of extreme uncertainty. This process involves a significant amount of effectual reasoning. READ MORE

  4. 14. Game Theory in Social Media with Quantal Response Equilibrium

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Rasmus Elmgren; Eric Blomquist; [2015]
    Keywords : ;

    Abstract : This paper examines the possibility to construct a Game Theory model to describe Social Media with a Quantal Response Equilibrium. It is based on a literature study. READ MORE

  5. 15. Game theoretical approach on vehicle-cyclist interaction analysis.

    University essay from KTH/Transportvetenskap

    Author : Shengyue Yao; [2015]
    Keywords : ;

    Abstract : Traffic conflict between cyclist and vehicle is typical phenomenon at interaction, and some microscopic models have been proposed to describe the cyclists’ and vehicle drivers’ behaviour. In this thesis, the interactions between vehicles and cyclists are formed as games. READ MORE