基于纯策略的灰矩阵二人有限零和博弈模型研究.pdfVIP

第35卷第4期 南 京 航 空 航 天 大 学 学 报 Vo1．35 No．4 2003年8月 Journal of Nanjing University of AeronauticsAstronautics Aug．2003 基于纯策略的灰矩阵二人有限零和博弈模型研究 方志耕，刘思峰 (南京航空航天大学经济与管理学院，南京，210016) 摘要：运用灰色系统理论分析和研究了基于纯策略的灰矩阵二人有限零和最保守博彝决策问题。研究了灰博彝 损益值矩阵的特性，构建了该问题的数学模型．提 出并证明了该问题的局中人各单方面和整体的灰矩阵二人有 限零和最保守博彝决策有解的充分必要条件，提出了该问题解的灰鞍点概念。在此基础上，用谊灰矩阵博彝理论 来解决某单位冬季取暖用煤的采购决策问题，取得了良好效果。 关键词：灰色系统；灰矩阵博弈；灰鞍点 中图分类号：C931；F224 文献标识码：A 文章编号：1005-2615(2003)04—0441—05 Grey Matrix Game ModelBased on Pure Strategy FANG Zhi-geng，LIU Si一 ng (College of Economics and Management，Nanjing Universityof Aeronautics＆Astronautics，Nanjing，210016，China) Abstract：The classical matrix game theories can be used to solve the matrix game problems described by classical mathematics．However，in the real lire，there are many problems of the game，for example some grey elements in the payoff matrix，which cannot be pictured by the classical mathematics．This paper studies the problems of grey matrix game based on pure strategy applying grey system theories． The properties of the gains and loss matrix of grey matrix game are analyzed．Then a mathematical model for the problem is built．The necessary and sufficient conditions for the solution of the mono—side and the whole—side grey matrix game are proposed and proved．The conception of the grey saddle point of the solution is put forward．Furthermore，a practical grey matrix game problem，in which some department stocks coal for warm oneself in the winter，is solved by the grey matrix game theories． Key words：grey system；grey matrix game；grey saddle point 确的判断。 引 仁 而且，从二人有限零和博弈的事后博弈结果来 看，尽管其实际的博弈结果是各局中人的所得之和 事实上，在二人有限零和博弈过程中，博弈双