Geodesic
A new approach to guaranteed solutions of multicriteria choice problems: Pareto consideration of Savage-Niehans risk and outcomes
Taurida Journal of Computer Science Theory and Mathematics, no. 1 (2023), pp. 42-61

Voir la notice de l'article provenant de la source Math-Net.Ru

This article considers three new approaches to important problems of mathematical game theory and multicriteria choice.The first approach ensures payoff increase with simultaneous risk reduction in the Savage-Niehans sense in multicriteria choice problem and noncooperative games. The second approach allow us to stabilize coalitional structures in cooperative games without side payments under uncertainty. The third approach serves to integrate the selfish Nash equilibrium with the altruistic Berge equilibrium. Note that the investigations involve a special Germeier convolution of criteria and calculation of its saddle point in mixed strategies.
Keywords: Savage–Niehans risk, minimax regret, uncertainties, multicriteria choice, Pareto consideration. 
@article{TVIM_2023_1_a2,
     author = {V. I. Zhukovskii and L. V. Zhukovskaya and Yu. S. Mukhina},
     title = {A new approach to guaranteed solutions of multicriteria choice problems: {Pareto} consideration of {Savage-Niehans} risk and outcomes},
     journal = {Taurida Journal of Computer Science Theory and Mathematics},
     pages = {42--61},
     publisher = {mathdoc},
     number = {1},
     year = {2023},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVIM_2023_1_a2/}
}
TY  - JOUR
AU  - V. I. Zhukovskii
AU  - L. V. Zhukovskaya
AU  - Yu. S. Mukhina
TI  - A new approach to guaranteed solutions of multicriteria choice problems: Pareto consideration of Savage-Niehans risk and outcomes
JO  - Taurida Journal of Computer Science Theory and Mathematics
PY  - 2023
SP  - 42
EP  - 61
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVIM_2023_1_a2/
LA  - en
ID  - TVIM_2023_1_a2
ER  - 
%0 Journal Article
%A V. I. Zhukovskii
%A L. V. Zhukovskaya
%A Yu. S. Mukhina
%T A new approach to guaranteed solutions of multicriteria choice problems: Pareto consideration of Savage-Niehans risk and outcomes
%J Taurida Journal of Computer Science Theory and Mathematics
%D 2023
%P 42-61
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVIM_2023_1_a2/
%G en
%F TVIM_2023_1_a2
V. I. Zhukovskii; L. V. Zhukovskaya; Yu. S. Mukhina. A new approach to guaranteed solutions of multicriteria choice problems: Pareto consideration of Savage-Niehans risk and outcomes. Taurida Journal of Computer Science Theory and Mathematics, no. 1 (2023), pp. 42-61. http://geodesic.mathdoc.fr/item/TVIM_2023_1_a2/