Dynamic Games: Theory, Algorithms and Applications

动态博弈：理论、算法和应用

• 批准号: RGPIN-2021-02462
• 负责人: Zaccour, Georges
• 金额: $ 3.79万
• 依托单位: HEC Montréal
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2022
• 资助国家: 加拿大
• 起止时间: 2022-01-01 至 2023-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=765262
• 关键词: Dynamic; Games; Theory; Algorithms; Applications

The objective of this research program is to develop mathematical models and efficient algorithms to solve practical problems in closed-loop supply chains, environmental management and dynamic pricing. All the problems under consideration share two features that make them dynamic games: they involve few economic agents (firms, countries) having interdependent payoffs; and they are inherently dynamic, i.e., the agents compete or cooperate repeatedly over time, and an accumulation process is present, e.g., production capacity or pollution stock. (i)Supply chains. Lack of coordination between the members of a supply chain leads to inefficiencies, i.e., lower profits for manufacturers and retailers and a lower consumer surplus. The objective of this research is to design mechanisms to eliminate these inefficiencies. Also, it aims at increasing (re)manufacturing with used parts and recycling in closed-loop supply chains. (ii)Environmental management. Despite alarming statements being made by scientists and policy makers regarding the urgency of dealing with global environmental issues, there is still no constraining international environmental agreement (IEA) on controlling emissions. This research aims to contribute to: (1) the design of IEAs, including the formation of an IEA between structurally different countries; (2) the development of incentive strategies to reduce emissions; and (3) the design of cooperative mechanisms using large-scale economic-environmental models. (iii)Dynamic pricing. The online retail industry has been booming for some time, with 10% annual growth over the last five years. E-commerce offers retailers the possibility of easily varying their prices over time (and by consumer). This project intends to bring strategic consumers into the analysis of competitive pricing. These consumers anticipate future drops in prices and can wait to purchase the product. By ignoring such a decision-making pattern, retailers may end up with a revenue loss of between 20 and 60%. This research also deals with pricing strategies for opaque goods, i.e., products whose attributes (e.g., the hotel name) are disclosed to the buyer only after the transaction has been completed. The conceptual contribution of this research is in developing existence and uniqueness equilibrium results in some classes of the dynamic games framework, which is a natural choice in order to account for uncertainty in the above-mentioned applications. At a computational level, the algorithms designed to solve the applied problems will be accessible to researchers working in varied areas. At an applied level, eliminating the inefficiencies in supply chains is of clear value to business and to scholars with an interest in mechanism design. Similarly, defining mechanisms for reducing pollution is of interest to researchers, policy makers and society in general. And finally, understanding dynamic pricing helps firms design suitable marketing and operations strategies.

该研究计划的目标是开发数学模型和有效的算法，以解决闭环供应链，环境管理和动态定价中的实际问题。所有这些问题都有两个共同的特点，使它们成为动态博弈：它们涉及很少的经济主体（公司，国家），具有相互依赖的收益;它们本质上是动态的，即，随着时间的推移，代理反复竞争或合作，并且存在累积过程，例如，生产能力或污染存量。供应链。供应链成员之间缺乏协调导致效率低下，即，制造商和零售商的利润降低，消费者剩余减少。这项研究的目的是设计机制，以消除这些低效率。此外，它旨在增加使用旧零件的（再）制造和闭环供应链中的回收。㈡环境管理。尽管科学家和决策者就处理全球环境问题的紧迫性发表了令人震惊的声明，但仍然没有关于控制排放的国际环境协定。本研究的目的是：（1）国际环境协定的设计，包括在结构不同的国家之间形成国际环境协定;（2）制定减少排放的激励战略;（3）利用大规模经济环境模型设计合作机制。㈢动态定价。在线零售行业已经蓬勃发展了一段时间，在过去五年中每年增长10%。电子商务为零售商提供了随时间（和消费者）轻松改变价格的可能性。本研究拟将策略性消费者纳入竞争性定价分析。这些消费者预计未来价格会下降，可以等待购买产品。如果忽视这种决策模式，零售商最终可能会损失20%到60%的收入。本研究还涉及不透明商品的定价策略，即，其属性（例如，酒店名称）仅在交易完成后向买方披露。这项研究的概念贡献是在发展的存在性和唯一性的平衡结果，在某些类的动态博弈框架，这是一个自然的选择，以考虑在上述应用中的不确定性。在计算层面，旨在解决应用问题的算法将可供不同领域的研究人员使用。在应用层面上，消除供应链中的低效率对企业和对机制设计感兴趣的学者具有明显的价值。同样，确定减少污染的机制也是研究人员、决策者和整个社会感兴趣的问题。最后，了解动态定价有助于企业设计合适的营销和运营策略。