Skip to main content
Log in

On the solution of hierarchical game under uncertainty with total risk of players

  • Control in Stochastic Systems and Under Uncertainty Conditions
  • Published:
Journal of Computer and Systems Sciences International Aims and scope

Abstract

In the paper a static two-level hierarchical game under uncertainty conditions is investigated. The guaranteed Nash equilibrium is constructed between players of levels, which is based on the total risk function. It is shown, that the proposed equilibrium for this game is partially interchangeable with another equilibrium situation and cannot be improved. Properties of the risk function are revealed. The algorithm of solving the game is given and an example is considered.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. State of the Art of the Theory of Operations Research, Ed. by N. N. Moiseev (Nauka, Moscow, 1979) [in Russian].

    Google Scholar 

  2. N. N. Vorob’ev, Foundations of Game Theory. Noncooperative Games (Nauka, Moscow, 1984) [in Russian].

    MATH  Google Scholar 

  3. N. N. Vorob’ev, Game Theory for Economist-Cyberneticists (Nauka, Moscow, 1985) [in Russian].

    Google Scholar 

  4. V. I. Zhukovskiy, “Differential Games under Uncertainty. Multiple Criteria and Game Problems Under Uncertainty,” in Abstracts of the Fourth International Workshop, Moscow, Russia, 1996, p. 139.

  5. V. I. Zhukovskiy and K. S. Vaisman, “About Verge Equilibrium,” Vestn. Pskovskogo Vol’nogo Univ, Mat. Inform., Special Enclosue to the Journal, No. 1, 49–70 (1997).

  6. L. A. Petrosyan, N. A. Zenkevich, and E. A. Semina, Game Theory, (Vyssh. Shkola, Moscow, 1998).

    MATH  Google Scholar 

  7. T. V. Makarkina, “Unimprovable Guaranteed Equilibrium in a Differential-Difference Game,” in Control of Complex Systems (RosZITLP, Moscow, 1999), pp. 20–23 [in Russian].

    Google Scholar 

  8. L. V. Zhukovskaya, Mathematical Foundations of Risk in Game Systems (RosZITLP, Moscow, 2001) [in Russian].

    Google Scholar 

  9. V. I. Zhukovskii and L. V. Zhukovskaya, Risk in Multicriterial and Conflict Systems under Uncertainty (Editorial URSS, Moscow, 2004) [in Russian].

    Google Scholar 

  10. L. Y. Savege, “The Theory of Statistical Decision,” J. Amer. Statist. Ass., No. 46, 55–67 (1951).

  11. V. I. Zhukovskii and A. A. Chikrii, Linear Quadradic Games (Naukova Dumka, Kiev, 1994) [in Russian].

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Original Russian Text © A.B. Rodyukov, A.F. Tarakanov, 2007, published in Izvestiya Akademii Nauk. Teoriya i Sistemy Upravleniya, 2007, No. 5, pp. 11–17.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Rodyukov, A.B., Tarakanov, A.F. On the solution of hierarchical game under uncertainty with total risk of players. J. Comput. Syst. Sci. Int. 46, 681–687 (2007). https://doi.org/10.1134/S1064230707050024

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S1064230707050024

Keywords

Navigation