Symbolic Construction of Dynamic Mixed Integer Programs for Power System Management

2006 ◽  
Author(s):  
Harry Kwatny ◽  
Edoe Mensah ◽  
Dagmar Niebur ◽  
Carole Teolis
Keyword(s):  
Power System ◽  
Mixed Integer ◽  
System Management ◽  
Integer Programs ◽  
Mixed Integer Programs ◽  
Symbolic Construction

Support Set Invariancy for Interval Bimatrix Games

2019 ◽  
Vol 27 (02) ◽  
pp. 225-237
Author(s):  
Milan Hladík
Keyword(s):  
Mixed Integer ◽  
Necessary Condition ◽  
Linear Programs ◽  
Bimatrix Games ◽  
Bimatrix Game ◽  
Integer Programs ◽  
Mixed Integer Programs ◽  
Support Set ◽  
First Case ◽  
Pure Strategies

Traditionally, game theory problems were considered for exact data, and the decisions were based on known payoffs. However, this assumption is rarely true in practice. Uncertainty in measurements and imprecise information must be taken into account. The interval-based approach for handling such uncertainties assumes that one has lower and upper bounds on payoffs. In this paper, interval bimatrix games are studied. Especially, we focus on three kinds of support set invariancy. Support of a mixed strategy consists of that pure strategies having positive probabilities. Given an interval-valued bimatrix game and supports for both players, the question states as follows: Does every bimatrix game instance have an equilibrium with the prescribed support? The other two kinds of invariancies are slight modifications: Has every bimatrix game instance an equilibrium being a subset/superset of the prescribed support? It is computationally difficult to answer these questions: the first case costs solving a large number of linear programs or mixed integer programs. For the remaining two cases a sufficient condition and a necessary condition are proposed, respectively.

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