RUS  ENG
Full version
JOURNALS // Taurida Journal of Computer Science Theory and Mathematics // Archive

Taurida Journal of Computer Science Theory and Mathematics, 2017 Issue 1, Pages 68–81 (Mi tvim15)

Game-theoretic modeling of decision-making in the economy with incomplete information

A. V. Sigal

Crimea Federal University, Simferopol

Abstract: Decision-making in the economy should take into account the uncertainty, incompleteness of information, contingency, inconsistency, conflict, competition, multicriteria, alternatives and the resulting economic risk. As a game-theoretic model of decision-making in the economy with incomplete information, a model based on the concept of combined application of statistical and antagonistic games is proposed. The distinctive features of the proposed concept are a number of features, of which the most significant and characteristic are the following aspects: the use of neoclassical antagonistic games, antagonistic games defined by partially known payment matrices, and the use of simplified methods for solving neoclassical antagonistic games, based on the classification of information situations of incompleteness of information regarding the true values of the elements of the payment matrix.

Keywords: incompleteness of information, economic risk, statistical game, antagonistic game, neoclassical antagonistic game.

UDC: 330.131.7

MSC: 90B50, 91A40



© Steklov Math. Inst. of RAS, 2024