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nash-equilibrium-point
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Temporal Congestion Games
, M.Sc. Thesis Sharif University of Technology ; Ghodsi, Mohammad (Supervisor)
Abstract
We consider a special class of Congestion Games enhanced with a notion of time.Network Routing problems, such as road traffic networks, computer neworks, and evacuation problems are some applications of this class of games. Two subclasses of these games, namely atomic and non-atomic is considered in this article, both of them introduced in 2009. Some of the existing results are Nash equilibria existence proof for “single-source single-sink” case, and a mechanism for improving price of anarchy in the non-atomic subclass. There are also some results in the atomic subclass of this game.We extend both models of atomic and non-atomic subclasses to “multi-source,multi-sink” configurations. We call...
, M.Sc. Thesis Sharif University of Technology ; Modarres Yazdi, Mohammad (Supervisor)
Abstract
In electrical energy market, an economic game is running in which, power generating companies compete with each other in order to determine their suitable strategies and gain the highest possible profit. The literature shows the researchers actually use different algorithms to determine their suitable strategies but not Nash equilibrium method. These algorithms can not guarantee that the strategic equilibrium points can be found. In this research, the classic Nash method is used to determine GENCOs appropriate strategies and is simulated on some well known models (Cournot, Supply function equilibrium (SFE) and Bertrand), combined energy and reserve markets will be studied. The results of...
Dynamic Pricing Policies in Presence of Strategic Customer Behavior
, M.Sc. Thesis Sharif University of Technology ; Modarres Yazdi, Mohammad (Supervisor)
Abstract
The problem of developing optimal pricing and inventory allocation strategies has been extensively studied over the past two decades. However, most of the literature in this area assumes that customers are myopic price-takers, and do not respond to firm pricing strategically. In this study, we present review on a class of problems that consider a firm selling a finite number of items over a finite time horizon facing stochastic demand and a group of customers who act strategically by timing their purchases. We first review the optimal purchasing policy for the customers, and pricing policy for the firm that is the best response policy to the customer’s strategic behavior. Then we present a...
, M.Sc. Thesis Sharif University of Technology ; Eshghi, Kourosh (Supervisor)
Abstract
In literature, substantial works have been done on supply chain coordination. The majority of these works looking for a mechanism that enforces the supply chain members to follow strategies that produce the equilibria of an integrated supply chain, and most of this literature ignores competition between supply chains. In this thesis, we consider two distinct supply chains which compete to each other on the price. We present a method to calculate the equilibria for three structural forms. In the first form, two supply chains are integrated and in the second form, one of the supply chains is integrated and the other one is decentralized. Finally in the third form, both supply chains are...
Groups and Spread of News in Social Networks
, M.Sc. Thesis Sharif University of Technology ; Safari, Mohammad Ali (Supervisor)
Abstract
Groups are important elements in social networks. First of all, because in real life human beings are members of different groups from the begining of their life till their death and even more. Moreover, groups’ influence on people and on other groups are undeniable. Thus studying groups in the context of social networks is of a great importance. In this Thesis, we are trying to make an effort in proposing a model for group membership. We discuss two models here: in the first model we consider a set of groups and a set of people, each of which want to gain membership of a subset of the groups’ set in order to maximize their payoff. We neglect the relationships between people and their...
On a Bounded Budget Network Creation Game
, M.Sc. Thesis Sharif University of Technology ; Safari, Mohammad Ali (Supervisor)
Abstract
In this thesis, we consider a network creation game in which, each player (vertex) has a limited budget to establish links to other players. In our model, each link has a unit cost and each agent tries to minimize its cost which is its local diameter or its total distance to other players in the (undirected) underlying graph of the created network. Two variants of the game are studied: in the MAX version, the cost incurred to a vertex is the maximum distance between that vertex and other vertices, and in the SUM version, the cost incurred to a vertex is the sum of distances between that vertex and other vertices. We prove that in both versions pure Nash equilibria exist, but the problem of...
About A Model For Network Creation Game
, M.Sc. Thesis Sharif University of Technology ; Jafari, Amir (Supervisor)
Abstract
We consider a network creation game in which, each player(vertex) has bounded budget to draw edges to other vertices. Each player wants to minimize its local diameter in MAX version, and its sum of distances to other vertices in SUM version.
In this thesis, we first prove that the problem of finding the best response for each player in this network creation game, is NP-Hard. But we show that always there exists a Pure Nash Equilibria for each of the versions. Then we focus on the diameter of equilibrium graphs. In Unit Budget case (when each player’s budget is one) we show that the diameter of each equilibrium graph in O(1), and always there exists a Mixed Nash Equilibirum. For each n,...
In this thesis, we first prove that the problem of finding the best response for each player in this network creation game, is NP-Hard. But we show that always there exists a Pure Nash Equilibria for each of the versions. Then we focus on the diameter of equilibrium graphs. In Unit Budget case (when each player’s budget is one) we show that the diameter of each equilibrium graph in O(1), and always there exists a Mixed Nash Equilibirum. For each n,...
Preventing The Spread of Disease in Social Networks
, M.Sc. Thesis Sharif University of Technology ; Jafari, Amir (Supervisor)
Abstract
In this thesis, first we will have a thorough review on problems and models presented in the field of contagion in networks (spread of diseases, spread of computer viruses,etc.). Then we will investigate the basic model of virus inoculation game with purely selfish players and the modified version of it which takes into account a factor of friendship. We will discuss the results of these models including computing and comparing Nash Equilibria
Using Game Theory to Model Covering and Packing Problems
, M.Sc. Thesis Sharif University of Technology ; Zarrabi-Zadeh, Hamid (Supervisor)
Abstract
Game theory is widely used to model diverse phenomena in the real world such as people’s behavior in elections and auctions. It also has natural applications to some other areas such as computer networks, cryptography, and security. In this thesis, we present a general approach to model two important classes of optimization problems, namely, covering and packing problems, using game theory concepts. This model provides an integrated language to explain the problems, and enables us to use game-theoretic tools to further explore and analyze the problems. In our proposed model, the optimum solutions of the modeled problem are always one of the equilibria of the game. Therefore, one can find...
Analysis of Equilibrium Points in Economic Games
, M.Sc. Thesis Sharif University of Technology ; Habibi, Jafar (Supervisor)
Abstract
Nowadays economical issues are greatly taken into consideration. In this project we aim to study a problem of this area, which focuses on the subject of location allocation and pricing strategy for a good supplier. Solution evaluation is done by taking costumer demand into account. This problem has a sequential characteristic. That is players do not take their decisions at the same time. Suppliers should first decide about where and how they plan to provide their goods. On the other hand almost every economical problem have multiple players who play with or against each other. Therefore modeling this problem using Stackelberg leadership model is a natural choice. Since this problem is in the...
Transmission Radius Games on Wireless Networks
, M.Sc. Thesis Sharif University of Technology ; Abam, Mohammad Ali (Supervisor)
Abstract
With the daily increase in the volume of information and due to the growth and pervasiveness of wireless networks, the structures and the way of connection of intermediate nodes have become very important in terms of energy, communication speed and communication overhead. In this thesis, we examine the structure of directionless wireless networks assuming nodes are selfish. In these networks, nodes seek to minimize their costs while being required to access all nodes with limited path length. Due to the selfishness of nodes, we used game theory to analyze the structure and behavior of nodes by calculating the Nash equilibrium state and to compare these networks with networks that are managed...
Conflict-free Coloring Game
, M.Sc. Thesis Sharif University of Technology ; Abam, Mohammad Ali (Supervisor)
Abstract
Conflict-free coloring problem is one of the computational geometry problems that has been studied in the last two decades. The root of this problem comes from the frequency assignment to cellular networks problem. In that research, we have a cellular network containing several regions in two-dimensional plane and we want to assign a frequency to each of the regions so that if we look at any intersection of them, there is a region with a unique color compared to other regions of that intersection. In other words, a person’s cellular phone in the range of some regions (in the intersection of them) would be able to connect to one antenna with a unique frequency and function properly. This...
Path Simplification Game
, M.Sc. Thesis Sharif University of Technology ; Abam, Mohammad Ali (Supervisor)
Abstract
The problem of path simplification is an important problem in computer science. With the advances in navigation and geographical information based systems, simplification and data compression have gained considerable importance. The intends to find a path with less weight than the provided path while estimating the initial path with good accuracy and simplifying the storage and process cost of path information. This problem is not only useful in Geographical Information Systems, but it also has use cases in image processing and computer graphics and has been studied a lot in computational geometry. In this research, we introduce a simplification game that models the limited version of the...
New approach to bidding strategies of generating companies in day ahead energy market
, Article Energy Conversion and Management ; Volume 49, Issue 6 , 2008 , Pages 1493-1499 ; 01968904 (ISSN) ; Ranjbar, A. M ; Shirani, A. R ; Sharif University of Technology
2008
Abstract
In the restructured power systems, generating companies (Genco) are responsible for selling their product in the energy market. In this condition, the question is how much and for what price must each Genco generate to maximize its profit. Therefore, this paper intends to propose a rational method to answer this question. In the proposed methodology, the hourly forecasted market clearing price (FMCP) is used as a reference to model the possible and probable price strategies of Gencos. The forecasted price is the basis of the bidding strategies of each Genco, which can be achieved by solving a bi-level optimization problem using GAMS (general algebraic modeling system) language. The first...
Strategic bidding of generating units in competitive electricity market with considering their reliability
, Article International Journal of Electrical Power and Energy Systems ; Volume 30, Issue 3 , 2008 , Pages 193-201 ; 01420615 (ISSN) ; Ranjbar, A. M ; Shirani, A. R ; Sharif University of Technology
2008
Abstract
In the restructured power systems, they are typically scheduled based on the offers and bids to buy and sell energy and ancillary services (AS) subject to operational and security constraints. Generally, no account is taken of unit reliability when scheduling it. Therefore generating units have no incentive to improve their reliability. This paper proposes a new method to obtain the equilibrium points for reliability and price bidding strategy of units when the unit reliability is considered in the scheduling problem. The proposed methodology employs the supply function equilibrium (SFE) for modeling a unit's bidding strategy. Units change their bidding strategies and improve their...
Computing optimum bidding strategy of gencos using simulated annealing method
, Article 2006 IEEE International Conference on Industrial Technology, ICIT, Mumbai, 15 December 2006 through 17 December 2006 ; 2006 , Pages 2563-2568 ; 1424407265 (ISBN); 9781424407262 (ISBN) ; Ranjbar, A. M ; Shirani, A. R ; Sadati, N ; Sharif University of Technology
2006
Abstract
This paper describes a new method that uses Simulated Annealing (SA) method for analyzing the competition among Generating Companies (Gencos) where they have incomplete information about their opponents. Each Genco models its opponents with their generating cost coefficients. The proposed methodology employs the Supply Function Equilibrium (SFE) for modeling a Genco's bidding strategy. Gencos change their bidding strategies until Nash equilibrium points are obtained. Nash equilibrium constitutes a central solution concept in game theory. The task of detecting the Nash equilibria of a finite strategic game remains a challenging up-todate. This paper uses SA to compute Nash equilibria...
Market power monitoring in electricity market by using market simulation
, Article 2006 IEEE Power India Conference, New Delhi, 10 April 2006 through 12 April 2006 ; Volume 2005 , 2005 , Pages 509-514 ; 0780395255 (ISBN); 9780780395251 (ISBN) ; Ranjbar, A. M ; Jafari, A ; Shirani, A. R ; Ranjbar, M ; Sharif University of Technology
2005
Abstract
This paper describes a new method for analyzing the bidding strategies of Generating Companies (GENCOs) in the Independent System Operator (ISO) point of view. ISO uses these results to detect the participants that have the potential for market power or actual exercise of market power. ISO models all GENCOs with perfect information. The proposed methodology uses the marginal cost of GENCOs as an initial point for bidding strategies of GENCOs and improves bidding strategies based on the objective function of GENCOs, the state of them in each hour of the day and with regard to ISO's market clearing problem. ISO tries to maximize the social welfare or minimize consumer's payments. The model...
Pricing and Lead Time Decisions in Decentralized Supply Chains Under Competition
,
M.Sc. Thesis
Sharif University of Technology
;
Shavandi, Hasan
(Supervisor)
Abstract
This thesis investigated a two-echelon supply chain consists of one retailer and several manufacturers that faces a price and lead time sensitive demand. We use a Stackelberg game for decision analysis of prices and lead times determined by manufacturers as Leader and retailer as a Follower. We assume that demand depends to the retailer’s price. Market share of each manufacturer, is also price and lead time sensitive. Objective of each firm is to determine price and planned lead time to maximize her own profit. We first determine the best response of the retailer to manufacturers’ decision and next at manufacturers’ level, we will solve the problem for one manufacturer at first and then we...
Optimal Contract Pricing of Distributed Generation in Iran
, M.Sc. Thesis Sharif University of Technology ; Rajabi-Ghahnavieh, Abbas (Supervisor)
Abstract
Increase in electricity demands and expansion cost of the power system as well as raising more concerns on environmental issues have led to increasing attraction towards Distributed Generation (DG) application in power systems. DG is generally defined as small generation units, ranging from several KW to several MW, that are installed on the distribution network. In Iran, the energy generated by DG units is purchased by Tavanir or distribution companies through guaranteed fixed-price purchase contract. The contract price imposes substantial effects on the cost and benefit of DG owners as well as those of the distribution company (DisCo). A logical and fair pricing model can provide more...
Energy Harvesting and Energy Cooperation in Competitive Interference Channel
, M.Sc. Thesis Sharif University of Technology ; Mirmohseni, Mahtab (Supervisor)
Abstract
Energy Harvesting is one of the techniques which can be utilized in Green Communications and increase the wireless networks lifetime. In an EH system, each resource is supplied with the energy harvested from the environment. When we confront with a situation that the users of one channel want to increase their rates and this action negatively affects the other user’s rates, the user’s cooperation problem for obtaining a fair rate will be created. In this study, at first we consider a Multiple Access Channel and we assume that the energy resources of transmitters are harvested according to a known probability. In addition, we assume that the transmitters do not know the instantaneous amount...