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عنوان فارسی مقاله:
مدیریت درآمد با مینیماکس میزان تاسف در مذاکرات
عنوان انگلیسی مقاله:
Revenue management with minimax regret negotiations
سال انتشار : 2016
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بخشی از مقاله انگلیسی:
2. An extension to the 1-to-1 bilateral negotiation problem
The literature of two-person bargaining games goes back to Nash [28] and Harsanyi [14], and the ones to pioneer the analysis of the dynamics of an environment with shifting negotiation power are Myerson (et al.) [25–, 27] and Chatterjee and Samuelson [6]. In these studies the problem is analyzed within a static context as a game between a single seller and a single buyer. The one-to-one bilateral negotiation problem involves the trading interactions between two individuals where one of the individuals (the seller) owns an object that the other (the buyer) wants to buy. Both players are risk neutral. From the seller’s perspective the valuation of the buyer for this unit is random variable vb, distributed according to probability density and distribution functions fb and Fb with support [vb ,vb ]. A symmetric argument holds for the buyer, where he assumes that the seller’s valuation for the unit, vs, is distributed according to cumulative distribution function Fs (with pdf fs) on the range [vs ,vs ]. Fs and Fb are both strictly increasing and differentiable on their supports, and are common knowledge. The rules of the bargaining game are as follows: at the beginning of the sales interval the seller sets a reservation price s(vs), then the buyer submits a bid b(vb), and a successful trade is concluded if b(vb) exceeds s(vs). The resulting sales price is kb(vb)þ (1k)s(vs), where k A [0, 1] is a parameter that determines the bargaining power of the buyers. Specifically, if k¼0, the problem reduces to a “seller posted price” (SPP) setting where the trade is concluded at the price s(vs) as long as s(vs)rb(vb). At the other extreme k¼1, the problem becomes a “buyer posted price” (BPP) formulation where the sales price is equivalent to the buyer’s bid b (vb), again provided that s(vs)rb(vb) holds. In general, the equilibrium of the game is found by solving the following “best response problems” of the seller and the buyer simultaneously: max sϵ vs ;b Z b s ð Þ kbþð Þ 1k svs gbð Þ b db; and max bϵ s;vb Z b s ð Þ vb kbð Þ 1k s gsð Þs ds; where gs and gb are the pdf’s of the optimal bidding functions s ∗ (.) and b∗ (.) respectively, s is the minimum value the seller’s bid can take and b is the maximum value the buyer’s bid can assume. Chatterjee and Samuelson [6] characterize the class of equilibria for the above game in which player bidding strategies are “well-behaved”. In particular, they make the following assumption regarding the buyer and the seller bidding functions s(.) and b(.), which is also relevant for our analyzes: Assumption 1. In the equilibrium, both b(.) and s(.) are bounded above and below and are strictly increasing and differentiable except possibly at the boundary points. Under
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کلمات کلیدی:
Agent-Mediated Electronic Commerce and Trading Agent Design and ... https://books.google.com/books?isbn=3642152376 Wolfgang Ketter, Han La Poutré, Norman M. Sadeh - 2010 - Computers City (a,d), SON (b,e), and Party (c,f) negotiation domains Fig. 3. Minimax regret-based dynamic pricing algorithm used by sellers. Towards a Quality Assessment ... Group Decision and Negotiation. Theory, Empirical Evidence, and ... https://books.google.com/books?isbn=3319526243 Deepinder Bajwa, Sabine T. Koeszegi, Rudolf Vetschera - 2017 - Computers ... versions of outranking, based on pairwise dominance. The classical methods consist of the well-known maximax, maximin, and minimax regret decision rules. New Trends in Ecology Research - Page 177 - Google Books Result https://books.google.com/books?isbn=1594543798 A. R. Burk, James C. Ascough - 2005 - Nature The minimax regret index is considered the preferred optimal solution, as it ... is to expand the applications of the IM to group negotiations and decision making. Climate Economics: The State of the Art https://books.google.com/books?isbn=1135074046 Frank Ackerman, Elizabeth A. Stanton - 2013 - Business & Economics The minimax regret criterion picks the choice that has the smallest maximum regret; ... equitybased proposals for international negotiations, and game-theoretic ... Climate Change 1995: Economic and Social Dimensions of Climate ... https://books.google.com/books?isbn=0521568544 James P. Bruce, Hoe-sŏng Yi, Erik F. Haites - 1996 - Business & Economics Minimax regret, which chooses measures of “regret” and minimizes the ... may not be acceptable to another, the parties will have to negotiate an agreed course ... [PDF]Regret Minimizing Equilibria and Mechanisms for Games with Strict ... www.cs.toronto.edu/~cebly/Papers/mmxeq.pdf by N Hyafil - Cited by 63 - Related articles line market, bargaining, and negotiation systems has led to the development of more ... games in Section 3, and define minimax-regret equilibria. In Section 4 we ...
