Environmental game modeling with uncertainties

Ying Ji; Shaojian Qu; Fuxing Chen

doi:10.3934/dcdss.2019067

Article Contents

2019, Volume 12, Issue 4&5: 989-1003. Doi: 10.3934/dcdss.2019067 open access

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Environmental game modeling with uncertainties

1.
Business School, University of Shanghai for Science and Technology, Shanghai 200093, China
2.
School of Science, Shandong University of Technology, Shandong 255049, China

* Corresponding author: Shaojian Qu
* Corresponding author: Shaojian Qu

Received: July 2017

Revised: December 2017

Published: March 2019

The first author is supported by NSSF grant.

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Abstract

We model environmental games with stochastic data based on an imprecise distribution which is assumed to be attached to an a-priori known set. Our model is different from previous games where the probability distribution of the uncertain data is precisely given. Our model is also different from the robust games which presents a robust optimization approach to game models with the uncertain data in a compact convex set without probabilistic information which can lead to overly conservative solutions. A distributionally robust approach is used to cope with our setting in the games by combining the stochastic optimization and robust optimization approaches which can be termed as the distributionally robust environmental games. We show that the existence of an equilibrium for the distributionally robust environmental games under mild assumptions. The computation method for equilibrium, with the first- and second-information about the probability of uncertain data, can be reformulated as a semidefinite programming problem which can be tractably realized. Numerical tests are given to show the efficiency of the proposed methods.

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Mathematics Subject Classification: Primary: 58F15, 58F17; Secondary: 53C35.

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Table 1. Numerical results for the robustness of our method

	$\delta$	NSCW	CSCW	USCW
TSC	0	2.0001	2.446	1.2269
TASC	0	1.8	2.1333	1.8
TS	0.01	2	2.4456	2
TASC	0.01	1.801	2.1565	1.801
TSC	0.03	1.9981	2.4448	1.9981
TASC	0.03	1.803	2.1602	1.803
TSC	0.05	1.9906	2.444	1.9906
TASC	0.05	1.805	2.1625	1.805
TSC	0.1	1.9811	2.4421	1.9811
TASC	0.1	1.8155	2.1681	1.8155

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