About Optimum on Risks and Regrets Situations in Game of Two Persons
Authors
Natalya Gennadevna Soldatova
Moscow State Regional Institute of Humanities
Keywords:
strategy, Nash equilibrium, maximin, Savage regret, Wald risk
Abstract
Non-cooperative game of two persons is considered. Quality of functioning of players is estimated by four-component vector criterion. Here an outcome (payoff), risk and regrets of players are considered. Concepts of optimum situations of non-cooperative game from the point of view of the stated vector estimates are considered. The example is given. Solution of game is based on the principle of guaranteed result and function of regret used by Savage. Existence of this solution is established.
Author Biography
Natalya Gennadevna Soldatova, Moscow State Regional Institute of Humanities
Senior Lecturer, Department of Mathematics and Physics
