Accès libre

Nash equilibrium design and price-based coordination in hierarchical systems

International Journal of Applied Mathematics and Computer Science's Cover Image
International Journal of Applied Mathematics and Computer Science
Hybrid and Ensemble Methods in Machine Learning (special section, pp. 787 - 881), Oscar Cordón and Przemysław Kazienko (Eds.)
À propos de cet article

Citez

Alpcan, T. and Pavel, L. (2009). Nash equilibrium design and optimization, International Conference on Game Theory for Networks, GameNets’ 09, Istanbul, Turkey, pp. 164-170.Search in Google Scholar

Alpcan, T., Pavel, L. and Stefanovic, N. (2010). An optimization and control theoretic approach to noncooperative game design, arXiv:1007.0144.Search in Google Scholar

Arrow, K.J. and Hurwicz, L. (1977). Studies in Resource Allocation Processes, Cambridge University Press, New York, NY.10.1017/CBO9780511752940Search in Google Scholar

Basar, T. and Olsder, G. J. (1999). Dynamic Noncooperative Game Theory, SIAM Classics in Applied Mathematics, SIAM, Philadelphia, PA.10.1137/1.9781611971132Search in Google Scholar

Bertsekas, D. and Ozdaglar, A. (2002). Pseudonormality and a Lagrange multiplier theory for constrained optimization, Journal of Optimization Theory and Applications 114(2): 287-343.10.1023/A:1016083601322Search in Google Scholar

Chao, H. and Guo, X. (2002). Quality of Service Control in High-Speed Networks, John Wiley & Sons, New York, NY.10.1002/0471224391Search in Google Scholar

Clempner, J.B. and Poznyak, A.S. (2011). Convergence method, properties and computational complexity for Lyapunov games, International Journal of Applied Mathematics and Computer Science 21(2): 349-361, DOI: 10.2478/v10006-011-0026-x.10.2478/v10006-011-0026-xSearch in Google Scholar

Cramton, P. (1997). The FCC spectrum auctions: An early assessment, Journal of Economics and Management Strategy 6(3): 431-495.10.1162/105864097567165Search in Google Scholar

Fiacco, A.V. and McCormick, G.P. (1990). Nonlinear Programming: Sequential Unconstrained Minimization Techniques, SIAM Classics in Applied Mathematics, SIAM, Philadelphia, PA.10.1137/1.9781611971316Search in Google Scholar

Findeisen, W. (1968). Parametric optimization by primal method in multilevel systems, IEEE Transactions on Systems Science and Cybernetics 4(2): 155-164.10.1109/TSSC.1968.300143Search in Google Scholar

Findeisen, W., Bailey, F.N., Brdys´, M., Malinowski, K., Tatjewski, P. and Woz´niak, A. (1980). Control and Coordination in Hierarchical Systems, John Wiley & Sons, New York, NY.Search in Google Scholar

Findeisen, W., Brdys´, M., Malinowski, K., Tatjewski, P. and Wo z´ niak, A. (1978). On-line hierarchical control for steady-state systems, IEEE Transactions on Automatic Control 23(2): 189-209.10.1109/TAC.1978.1101702Search in Google Scholar

Fudenberg, D. and Tirole, J. (1991). Game Theory, The MIT Press, Cambridge, MA.Search in Google Scholar

Green, J.R. and Laffont, J.-J. (1979). Incentives in Public Decision-making, North-Holland Publishing Company, Amsterdam.Search in Google Scholar

Grossman, S.J. and Stiglitz, J. (1980). On the impossibility of informationally efficient markets, American Economic Review 70(3): 393-408.Search in Google Scholar

Groves, T., Radner, R. and Reiter, S. (Eds.) (1987). Information, Incentives, and Economic Mechanisms: Essays in Honor of Leonid Hurwicz, University of Minnesota Press, Mineapolis, MN.Search in Google Scholar

Hurwicz, L. (1977). On Informationally Decentralized Systems, Studies in Resource Allocation Processes, Cambridge University Press, New York, NY, Chapter 4, pp. 425-459.Search in Google Scholar

Hurwicz, L. (1979). On allocations attainable through Nash equilibria, Journal of Economic Theory 21(1): 140-165.10.1016/0022-0531(79)90010-3Search in Google Scholar

Hurwicz, L., Maskin, E. and Postlewaite, A. (1995). Feasible implementation of social choice correspondences by Nash equilibria, in J.O. Ledyard (Ed.), Essays in Honor of Stanley Reiter, Kluwer Academic Publishers, Norwell, MA, pp. 367-433.Search in Google Scholar

Hurwicz, L. and Walker, M. (1990). On the generic nonoptimality of dominant-strategy allocation mechanisms: A general theorem that includes pure exchange economies, Econometrica 58(3): 683-704.10.2307/2938196Search in Google Scholar

Jin, C., Wei, D., Low, S., Bunn, J., Choe, H., Doylle, J., Newman, H., Ravot, S., Singh, S. and Paganini, F. (2005). FAST TCP: From theory to experiments, IEEE Network 19(1): 4-11.10.1109/MNET.2005.1383434Search in Google Scholar

Jofré, A., Rockafellar, R. and Wets, R. (2007). Variational inequalities and economic equilibrium, Mathematics of Operations Research 32(1): 32.10.1287/moor.1060.0233Search in Google Scholar

Johari, R. (2004). Efficiency Loss in Market Mechanisms for Resource Allocation, Ph.D. thesis, MIT, Cambridge, MA.Search in Google Scholar

Johari, R., Mannor, S. and Tsitsiklis, J.N. (2005). Efficiency loss in a network resource allocation game: The case of elastic supply, IEEE Transactions on Automatic Control 50(11): 1712-1724.10.1109/TAC.2005.858687Search in Google Scholar

Johari, R. and Tsitsiklis, J.N. (2004). Efficiency loss in a network resource allocation game, Mathematics of Operation Research 29(3): 407-435.10.1287/moor.1040.0091Search in Google Scholar

Johari, R. and Tsitsiklis, J.N. (2009). Efficiency of scalar-parameterized mechanisms, Operations Research 57(4): 823-839.10.1287/opre.1080.0638Search in Google Scholar

Kakutani, S. (1941). A generalization of Brouwer’s fixed point theorem, Duke Mathematical Journal 8(3): 457-459.10.1215/S0012-7094-41-00838-4Search in Google Scholar

Karpowicz, M. (2010). Coordination in Hierarchical Systems with Rational Agents, Ph.D. thesis, Warsaw University of Technology, Warsaw.Search in Google Scholar

Karpowicz, M. (2011). Designing auctions: A historical perspective, Journal of Telecommunications and Information Technology 3: 114-122.Search in Google Scholar

Kelly, F.P. (1997). Charging and rate control for elastic traffic, European Transactions on Telecommunications 8(1): 33-37.10.1002/ett.4460080106Search in Google Scholar

Kelly, F.P., Maulloo, A.K. and Tan, D.K. (1998). Rate control for communication networks: Shadow prices, proportional fairness, and stability, Journal of the Operational Research Society 49(3): 237-252.10.1057/palgrave.jors.2600523Search in Google Scholar

Kołodziej, J. and Xhafa, F. (2011). Modern approaches to modeling user requirements on resource and task allocation in hierarchical computational grids, International Journal of Applied Mathematics and Computer Science 21(2): 243-257, DOI: 10.2478/v10006-011-0018-x.10.2478/v10006-011-0018-xSearch in Google Scholar

Krishna, V. (2002). Auction Theory, Academic Press, San Diego, CA.Search in Google Scholar

La, R.J. and Anantharam, V. (2000). Charge-sensitive TCP and rate control in the Internet, IEEE INFOCOM 2000, Tel-Aviv, Israel, pp. 1166-1175.Search in Google Scholar

Laffont, J.-J. and Martimort, D. (2002). The Theory of Incentives, Princeton University Press, Princeton, NJ.10.1515/9781400829453Search in Google Scholar

Low, S.H. (2003). A duality model of TCP and queue management algorithms, IEEE/ACM Transactions on Networking 11(4): 525-536.10.1109/TNET.2003.815297Search in Google Scholar

Low, S.H. and Lapsley, D.E. (1999). Optimization flow control, I: Basic algorithm and convergence, IEEE/ACM Transactions on Networking 7(6): 861-874.10.1109/90.811451Search in Google Scholar

Low, S., Paganini, F., Wang, J. and Doyle, J. (2003). Linear stability of TCP/RED and a scalable control, Computer Networks 43(5): 633-647.10.1016/S1389-1286(03)00304-9Search in Google Scholar

Low, S., Peterson, L. and Wang, L. (2002). Understanding TCP Vegas: A duality model, Journal of the ACM (JACM) 49(2): 207-235.10.1145/506147.506152Search in Google Scholar

Lubacz, J. (Ed.) (2011). Auction Mechanisms in Telecommunications, WKŁ, Warsaw, (in Polish).Search in Google Scholar

Maheswaran, R. and Basar, T. (2004). Social welfare of selfish agents: Motivating efficiency for divisible resources, Proceedings of the 43rd IEEE Conference on Decision and Control, The Bahamas.10.1109/CDC.2004.1430264Search in Google Scholar

Malinowski, K. (2002). Optimization network flow control and price coordination with feedback: Proposal of a new distributed algorithm, Computer Communications 25(11-12): 1028-1036.10.1016/S0140-3664(02)00017-8Search in Google Scholar

Mas-Colell, A., Whinston, M.D. and Green, J.R. (1995). Mi-croeconomic Theory, Oxford University Press, New York, NY.Search in Google Scholar

Maskin, E. (1999). Nash equilibrium and welfare optimality, The Review of Economic Studies 66(1): 23-38.10.1111/1467-937X.00076Search in Google Scholar

Milgrom, P. (2004). Putting Auction Theory to Work, Cambridge University Press, New York, NY.10.1017/CBO9780511813825Search in Google Scholar

Milgrom, P. and Weber, R. (1982). A theory of auctions and competitive bidding, Econometrica 50(5): 1089-1122.10.2307/1911865Search in Google Scholar

Mo, J. and Walrand, J. (2000). Fair end-to-end window-based congestion control, IEEE/ACM Transactions on Networking 8(5): 556-567.10.1109/90.879343Search in Google Scholar

Myerson, R.B. (1981). Optimal auction design, Mathematics of Operations Research 6(1): 58-73.10.1287/moor.6.1.58Search in Google Scholar

Myerson, R.B. (1991). Game Theory: Analysis of Conflict, Harvard University Press, Cambridge, MA.Search in Google Scholar

Nash, J. (1950). Equilibrium points in n-person games, Proceedings of National Academy of Science 36(1): 48-49.10.1073/pnas.36.1.48106312916588946Search in Google Scholar

Nash, J. (1951). Non-cooperative games, Annals of Mathematics 54(2): 289-295.10.2307/1969529Search in Google Scholar

Negishi, T. (1960). Welfare economics and existence of an equilibrium for a competitive economy, Metroeconomica 12(2-3): 92-97.10.1111/j.1467-999X.1960.tb00275.xSearch in Google Scholar

Ogryczak, W., Pióro, M. and Tomaszewski, A. (2005). Telecommunications network design and max-min optimization problem, Journal of Telecommunications and Information Technology 3: 43-56.Search in Google Scholar

Ogryczak, W., Wierzbicki, A. and Milewski, M. (2008). A multi-criteria approach to fair and efficient bandwidth allocation, Omega 36(3): 451-463.10.1016/j.omega.2005.12.005Search in Google Scholar

Pióro, M. and Medhi, D. (2004). Routing, Flow, and Capacity Design in Communication and Computer Networks, Morgan Kaufmann, San Francisco, CA.10.1016/B978-012557189-0/50011-1Search in Google Scholar

Rockafellar, R.T. and Wets, R.J.-B. (2004). Variational Analysis, A Series of Comprehensive Studies in Mathematics, Vol. 317, Springer-Verlag, Berlin/Heidelberg.Search in Google Scholar

Rosen, J.B. (1965). Existence and uniqueness of equilibrium points for concave n-person games, Econometrica 33(3): 520-534.10.2307/1911749Search in Google Scholar

Rotschild, M. and Stiglitz, J. (1976). Equilibrium in competitive insurance markets: An essay on the economics of imperfect information, Quarterly Journal of Economics 90(4): 630-649.10.2307/1885326Search in Google Scholar

Sen, A. (1969). Quasi-transitivity, rational choice and collective decisions, Review of Economic Studies 36(107): 381-93.10.2307/2296434Search in Google Scholar

Sen, A. (1970). Interpersonal aggregation and partial comparability, Econometrica 38(3): 393-409.10.2307/1909546Search in Google Scholar

Sen, A. (1977). On weights and measures: Informational constraints in social welfare, Econometrica 45(7): 1539-1572.10.2307/1913949Search in Google Scholar

Srikant, R. (2003). The Mathematics of Internet Congestion Control, Birkhäuser, Boston, MA.10.1007/978-0-8176-8216-3Search in Google Scholar

Stallings, W. (1998). High-Speed Networks, Prentice Hall, Upper Saddle River, NJ.Search in Google Scholar

Stiglitz, J. (2000). The contributions of the economics of information to twentieth century economics, The Quarterly Journal of Economics 115(4): 1441-1478.10.1162/003355300555015Search in Google Scholar

Uzawa, H. (1960). Market mechanisms and mathematical programming, Econometrica 28(4): 872-881.10.2307/1907569Search in Google Scholar

Vickrey, W. (1961). Counterspeculation, auctions and competitive sealed tenders, Journal of Finance 16(1): 8-37.10.1111/j.1540-6261.1961.tb02789.xSearch in Google Scholar

Wei, D.X., Jin, C., Low, S.H. and Hegde, S. (2006). FAST TCP: Motivation, architecture, algorithms, performance, IEEE/ACM Transactions on Networking 16(6): 1246-1259.10.1109/TNET.2006.886335Search in Google Scholar

Wierzbicki, A. P., Makowski, M. and Wessels, J. (2001). ModelBased Decision Support Methodology with Environmental Applications, Kluwer Academic Publishers, Dordrecht.10.1007/978-94-015-9552-0Search in Google Scholar

Yang, S. and Hajek, B. (2005). Revenue and stability of a mechanism for efficient allocation of a divisible good, Mimeo, University of Illinois, Urbana-Champaign, IL.Search in Google Scholar

Yang, S. and Hajek, B. (2007). VCG-Kelly mechanisms for allocation of divisible goods: Adapting VCG mechanisms to one-dimensional signals, IEEE Journal on Selected Areas in Communications 25(6): 1237-1243.10.1109/JSAC.2007.070817Search in Google Scholar

eISSN:
2083-8492
ISSN:
1641-876X
Langue:
Anglais
Périodicité:
4 fois par an
Sujets de la revue:
Mathematics, Applied Mathematics