数学建模数学软件教程chapter16.pdf

16 Game Theory and Cost Allocation 16.1 Introduction In most decision-making situations, our profits (and losses) are determined not only by our decisions, but by the decisions taken by outside forces (e.g., our competitors, the weather, etc.). A useful classification is whether the outside force is indifferent or mischievous. We, for example, classify the weather as indifferent because its decision is indifferent to our actions, in spite of how we might feel during a rainstorm after washing the and forgetting the umbrella. A competitor, however, generally takes into account the likelihood of our taking various decisions and as a result tends to make decisions that are mischievous relative to our welfare. In this chapter, we analyze situations involving a mischievous outside force. The standard terminology applied to the problem to be considered is game theory. Situations in which these problems might arise are in the choice of a marketing or price strategy, international affairs, military combat, and many negotiation situations. For example, the probability a competitor executes an oil embargo against us probably depends upon whether we have elected a strategy of building up a strategic petroleum reserve. Frequently, the essential part of the problem is deciding how two or more cooperating parties “split the pie”. That is, allocate costs or profits of a joint project. For a thorough introduction to game theory, see Fudenberg and Tirole (1993). 16.2 Two-Person Games In so-called two-person game theory, the key feature is each of the two players must make a crucial decision ignorant of the other player’s decision. Only after both players have committed t