Foryś, Urszula - ed. ; Rejniak, Katarzyna - ed. ; Pękala, Barbara - ed. ; Bartłomiejczyk, Agnieszka - ed.
The design of incentive-compatible mechanisms for a certain class of finite Bayesian partially observable Markov games is proposed using a dynamic framework. We set forth a formal method that maintains the incomplete knowledge of both the Bayesian model and the Markov system`s states. We suggest a methodology that uses Tikhonov`s regularization technique to compute a Bayesian Nash equilibrium and the accompanying game mechanism. ; Our framework centers on a penalty function approach, which guarantees strong convexity of the regularized reward function and the existence of a singular solution involving equality and inequality constraints in the game. We demonstrate that the approach leads to a resolution with the smallest weighted norm. The resulting individually rational and ex post periodic incentive compatible system satisfies this requirement. We arrive at the analytical equations needed to compute the game`s mechanism and equilibrium. Finally, using a supply chain network for a profit maximization problem, we demonstrate the viability of the proposed mechanism design.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 33, number 3 (2023) ; kliknij tutaj, żeby przejść
Biblioteka Uniwersytetu Zielonogórskiego
28 lip 2025
28 lip 2025
8
https://zbc.uz.zgora.pl/repozytorium/publication/101613
| Nazwa wydania | Data |
|---|---|
| Computing a mechanism for a Bayesian and partially observable Markov approach | 28 lip 2025 |
Clempner, Julio B. Poznyak, Alexander S. Stefanowski, Jerzy - ed. Krawiec, Krzysztof - ed. Wrembel, Robert - ed.
Clempner, Julio B. Poznyak, Alexander S. Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Trejo, Kristal K. Clempner, Julio B. Poznyak, Alexander S. Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Krawczyk-Stańdo, Dorota Rudnicki, Marek Korbicz, Józef (1951- ) - red.
Solis, Cesar Clempner, Julio Poznyak, Alexander S. Clempner, Julio B. - ed. Ikonen, Enso - ed. Kurdyukov, Alexander P. - ed.
Gołąbek, Piotr Kosiński, Witold (1946-2014) Rutkowska, Danuta - ed. Zadeh, Lotfi A. - ed.
Prasath, V.B. Surya Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Konnov, Igor Mazurkevič, Elena Ali, Mohamed Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.