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Two-person Investment Game.

Li, Lan.

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Two-person Investment Game.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Two-person Investment Game./
Author:	Li, Lan.
Description:	127 p.
Notes:	Source: Dissertation Abstracts International, Volume: 72-04, Section: B, page: 2415.
Contained By:	Dissertation Abstracts International72-04B.
Subject:	Economics, Finance. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3442665
ISBN:	9781124476797

Two-person Investment Game.
Li, Lan.

Two-person Investment Game. - 127 p.

Source: Dissertation Abstracts International, Volume: 72-04, Section: B, page: 2415.

Thesis (Ph.D.)--North Carolina State University, 2010.

In this thesis, we design and study a new game for investment consideration. Two investors, each with an individual budget, bid on a common pool of potential projects. Due to the economic development consideration, these projects are packed into multiple sets for investors to select. Associated with each project, there is a potential market profit that can be taken by the only investor or shared proportionally between both of them. The objective function for each investor is assumed to be a linear combination of two investors' profits. In the game, both investors act in a selfish manner with the best-response to each other to optimize their own objective functions by choosing portfolios under the budget constraints. We show that a pure Nash equilibrium exists under certain conditions. In this case, no investor can improve the objective by changing individual strategy unilaterally. A dynamic programming algorithm is presented to generate a pure Nash equilibrium in special cases. For general situations, we design a genetic-based algorithm to find pure Nash equilibrium solutions. Also, we investigate the price of anarchy associated with a simplified two-person investment game.

ISBN: 9781124476797Subjects--Topical Terms:

626650
Economics, Finance.

Two-person Investment Game.
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245 1 0 $a Two-person Investment Game.
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500 $a Source: Dissertation Abstracts International, Volume: 72-04, Section: B, page: 2415.
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502 $a Thesis (Ph.D.)--North Carolina State University, 2010.
520 $a In this thesis, we design and study a new game for investment consideration. Two investors, each with an individual budget, bid on a common pool of potential projects. Due to the economic development consideration, these projects are packed into multiple sets for investors to select. Associated with each project, there is a potential market profit that can be taken by the only investor or shared proportionally between both of them. The objective function for each investor is assumed to be a linear combination of two investors' profits. In the game, both investors act in a selfish manner with the best-response to each other to optimize their own objective functions by choosing portfolios under the budget constraints. We show that a pure Nash equilibrium exists under certain conditions. In this case, no investor can improve the objective by changing individual strategy unilaterally. A dynamic programming algorithm is presented to generate a pure Nash equilibrium in special cases. For general situations, we design a genetic-based algorithm to find pure Nash equilibrium solutions. Also, we investigate the price of anarchy associated with a simplified two-person investment game.
590 $a School code: 0155.
650 4 $a Economics, Finance. $3 626650
650 4 $a Engineering, Industrial. $3 626639
650 4 $a Operations Research. $3 626629
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