Δυναμικά Παίγνια με Μεγάλο Αριθμό Παικτών: Τυχαία Είσοδος Παικτών και Τυχαίες Αλληλεπιδράσεις

Κορδώνης, Ιωάννης

dc.contributor.author	Κορδώνης, Ιωάννης	el
dc.date.accessioned	2016-04-08T06:27:00Z
dc.date.available	2016-04-08T06:27:00Z
dc.date.issued	2016-04-08
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/42337
dc.identifier.uri	http://dx.doi.org/10.26240/heal.ntua.2113
dc.rights	Default License
dc.subject	Δυναμικά Παίγνια	el
dc.subject	Στοχαστικά Συστήματα	el
dc.subject	Τυχαία Είσοδος Παικτών	el
dc.subject	Παίγνια σε Γραφήματα	el
dc.subject	Εκμάθηση και Εξαπάτηση	el
dc.subject	Dynamic Games	en
dc.subject	Sochastic Systems	el
dc.subject	Random Entrance	el
dc.subject	Games on Networks	el
dc.subject	Learning and Cheating	el
dc.title	Δυναμικά Παίγνια με Μεγάλο Αριθμό Παικτών: Τυχαία Είσοδος Παικτών και Τυχαίες Αλληλεπιδράσεις	el
dc.contributor.department	Εργαστήριο ΣΑΕ	el
heal.type	doctoralThesis
heal.classification	ΘΕΩΡΙΑ ΠΑΙΓΝΙΩΝ ΚΑΙ ΘΕΩΡΙΑ ΔΙΑΠΡΑΓΜΑΤΕΥΣΕΩΝ	en
heal.classificationURI	http://data.seab.gr/concepts/83667eb3b1af07d31ab69154d856bada652fe064
heal.language	en
heal.access	free
heal.recordProvider	ntua	el
heal.publicationDate	2015-06-15
heal.abstract	We study some theoretical topics on the theory of Dynamic Games, having as motivation and possible application area the modeling of Electricity Markets and the Smart Grid. The thesis is divided into three parts. First Part: At first, some results on the theory of Markov Jump Linear Systems (MJLS), in which the Markov chain has a general state space are presented, extending the existing literature for discrete (finite or countably infinite) state space. Particularly, the mean square stability of the MJLS is characterized and the Linear Quadratic (LQ) control problems for the finite and infinite time horizon are solved, using appropriate Riccati type equations. We then analyze Dynamic Games in which there is a random entrance of players. Particularly, we consider an infinite time horizon player called the major player interacting with a random number of minor players having finite time horizons, the entrance of whom is governed by a Markov chain. The analysis is made in a LQ framework. The Nash equilibria are characterized using a set of coupled Riccati type equations for MJLS. An emphasis is paid on the large number of players case, in which the Mean Field (MF) approximation is used. Second Part: In this part, Static and Dynamic games involving agents interacting on a large graph are studied. We assume that the players do not know the graph of interactions precisely nor the other players preferences. Instead, we assume that each player possesses statistical information about the network of interactions, as well as some local information. Some notions from the Statistical Physics domain are modified to define a Probabilistic Approximate Nash (PAN) equilibrium concept. Furthermore, we define an informational complexity notion. Some special cases are then analyzed, involving Static and LQ games on Erdos-Renyi Random Graphs or Small World Networks, Static Quadratic games on Lattices and LQ games on rings. Third Part: In the last part of the thesis, the possibility of cheating Dynamic rules (such as learning or adaptation), when applied to Repeated or Dynamic Game situations with incomplete structural information, is studied. An example of such a game situation is the repeated reaction of the energy producing firms, where each one does not know precisely the production cost of its opponents. At first, two criteria to assess the Dynamic rules are stated. Then, we concentrate to a subclass of cheating strategies, called pretenders strategies and study some possible outcomes, when a player or all the players are pretending. If only one player pretends and there is enough uncertainty the outcome would be the same as if the pretending player were the Stackelberg leader. Furthermore, in games with a large number of equivalent players, the gain from pretending is small and the optimal pretended values are close to the actual. Finally, we study applications to Electricity Market models. Cases where pretending enhances cooperation or competition are identified.	en
heal.advisorName	Παπαβασιλόπουλος, Γιώργος Π.	el
heal.committeeMemberName	Παπαβασιλόπουλος, Γιώργος Π.	el
heal.committeeMemberName	Μαραγκός, Πέτρος	el
heal.committeeMemberName	Καρκανιάς, Νικόλας	el
heal.committeeMemberName	Τσινιάς, Ιωάννης	el
heal.committeeMemberName	Βουρνάς, Κωνστατνίνος	el
heal.committeeMemberName	Κουσιουρής, Τρίφων	el
heal.committeeMemberName	Παπανικλάου, Βασίλιος	el
heal.academicPublisher	Σχολή Μηχανολόγων Μηχανικών	el
heal.academicPublisherID	ntua
heal.numberOfPages	153
heal.fullTextAvailability	true