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首页> 外文学位 >Differential stackelberg games and their application to dynamic pricing, production planning network design, and logistics.
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Differential stackelberg games and their application to dynamic pricing, production planning network design, and logistics.

机译：差分Stackelberg游戏及其在动态定价，生产计划网络设计和物流中的应用。

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摘要

Recently, Stackelberg games have been employed by many economists who use game theory concepts to solve dynamic competitive service sector problems such as dynamic pricing, production planning, logistics, supply chain management, and transportation network flow prediction and control. Hence, Stackelberg games have become the focus of much research activity.;In this thesis, we provide a framework for studying player interaction based on the Stackelberg- Cournot-Nash behavioral assumption. We briefly review the classical theory of dynamic Stackelberg games, and show how the Nash equilibrium of a lower level problem may be better described by so-called differential variational inequalities (DVI). We also show that when each agent in the lower level problem is solving a stochastic optimal control with a linear quadratic form, the stochastic Nash equilibrium can be expressed as a Riccati system of equations. Both a DVI formulation and a Riccati system of equations may be used to express the solution of the lower level problem implicitly as a function of the upper level problem's controls. Hence, we are able to convert the bi-level optimization problem into a single-level problem. Furthermore, we study the application of differential Stackelberg games on two different areas: freight transport, and strategic pricing and revenue management. In the first model, we con- sider a Stackelberg game between a single carrier that acts as the leader and multiple shippers involved in a Nash competition. In the second model, we study the interaction between a supplier who is the leader and multiple retailers who are competing to sell a homogeneous commodity in a market when the market price evolves based on an Ito-type stochastic process.
机译：最近，Stackelberg游戏已被许多经济学家所采用，他们使用博弈论的概念来解决动态竞争性服务部门的问题，例如动态定价，生产计划，物流，供应链管理以及运输网络流量的预测和控制。因此，Stackelberg游戏已成为许多研究活动的重点。本文为基于Stackelberg-Cournot-Nash行为假设的玩家互动研究提供了一个框架。我们简要回顾了动态Stackelberg博弈的经典理论，并展示了如何通过所谓的差分变分不等式（DVI）更好地描述较低水平问题的纳什均衡。我们还表明，当较低级问题中的每个主体都正在求解具有线性二次形式的随机最优控制时，随机Nash平衡可以表示为Riccati方程组。 DVI公式和Riccati方程组都可以用来隐式地表达下层问题的解，作为上层问题控制的函数。因此，我们能够将两级优化问题转换为单级问题。此外，我们研究了差分Stackelberg游戏在两个不同领域的应用：货运，战略定价和收益管理。在第一个模型中，我们考虑了充当领导者的单个承运人与参与纳什竞赛的多个托运人之间的Stackelberg游戏。在第二个模型中，我们研究了当市场价格基于伊藤型随机过程而变化时，作为领导者的供应商与竞争在市场上出售同类商品的多个零售商之间的相互作用。

著录项

  • 作者

    Meimand, Amir H.;

  • 作者单位

    The Pennsylvania State University.;

  • 授予单位 The Pennsylvania State University.;
  • 学科 Operations research.;Mechanical engineering.
  • 学位 Ph.D.
  • 年度 2013
  • 页码 172 p.
  • 总页数 172
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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