Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: Computing a mechanism for a Bayesian and partially observable Markov approach
Contributor:
Foryś, Urszula - ed. ; Rejniak, Katarzyna - ed. ; Pękala, Barbara - ed. ; Bartłomiejczyk, Agnieszka - ed.
Subtitle:
Group publication title:
Abstract:
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.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 33, number 3 (2023) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2023)
Last modified:
Jul 28, 2025
In our library since:
Jul 28, 2025
Number of object content hits:
8
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/101613
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 33, number 1 (2023)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 33, number 2 (2023)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 33, number 3 (2023)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 33, number 4 (2023)
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| Edition name | Date |
|---|---|
| Computing a mechanism for a Bayesian and partially observable Markov approach | Jul 28, 2025 |
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