Dynamic Games: Theory, Algorithms and Applications

本研究计划的目标是开发数学模型和有效的算法来解决闭环供应链，环境管理和动态定价中的实际问题。所有正在考虑的问题都有两个特点，使它们成为动态博弈：它们涉及很少的经济主体（公司、国家），它们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，代理人会反复竞争或合作，并且存在积累过程，例如生产能力或污染库存。(我)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。本研究的目的是设计消除这些低效率的机制。此外，它的目标是增加（再）制造的旧零件和闭环供应链的回收。(2)环境管理。尽管科学家和政策制定者就处理全球环境问题的紧迫性发表了令人担忧的声明，但在控制排放方面仍然没有约束性的国际环境协议（IEA）。本研究旨在：(1)国际能源机构的设计，包括在结构不同的国家之间形成国际能源机构；(2)制定减排激励战略；(3)基于大尺度经济环境模型的合作机制设计。(3)动态定价。在线零售行业已经蓬勃发展了一段时间，在过去的五年里以每年10%的速度增长。电子商务为零售商提供了随时间（以及根据消费者）轻松调整价格的可能性。该项目旨在将战略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，即那些属性（如酒店名称）只有在交易完成后才向买方披露的产品。本研究在概念上的贡献是在动态博弈框架的某些类别中发展存在和唯一性均衡结果，这是为了解释上述应用中的不确定性而进行的自然选择。在计算层面上，为解决应用问题而设计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于企业和对机制设计感兴趣的学者来说具有明显的价值。同样，确定减少污染的机制也是研究人员、政策制定者和整个社会感兴趣的。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。

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.