National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Discrete sequential games with random payoffs
Račko, Lukáš ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
In our thesis we consider games with random payoff as a generalizations of the stan- dard concept of games in the game theory. We discuss possible optimality conditions for these types of games. In one of these approaches by the concept of a α-Nash equilibria we manage to prove the existence of this generalization of Nash equilibria for the case when the payoff has only finite number of realizations. We then apply those concepts to the case when the game is considered in multiple stages. In the practical part of this thesis we consider an application to a competition of internet providers which we model by a generalized version of the Cornout model of duopoly. We compare results of our optimal strategy with the deterministic approaches to this problem. 1
Matrix games with a random payoff
Račko, Lukáš ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
In this thesis we study matrix games and more specifically the case when the payoff matrix is random. We present several solution models for such games, based both on characteristics of the payoff and on the theory of chance-constrained programming. In the numeric study we formulate and solve a real-world motivated problem of two electricity providers on a closed market. We use different approaches presented in the theoretical part of the thesis to find optimal strategies for both companies.

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