Slučajne matrične igre

delo diplomskega seminarja

Tina Bertok (Author), Janez Bernik (Mentor), Gregor Šega (Co-mentor)

Abstract

Slučajne matrične igre so običajne matrične igre, katerih plačila so slučajne spremenljivke. Celotna diplomska naloga temelji na primerjavi vrednosti povprečne igre ter povprečne vrednosti igre. Matrično igro predstavlja slučajna matrika. V ospredju je preizkus hipoteze, da velja različica Jensenove neenakosti in sicer da je povprečna vrednost igre vedno večja ali enaka vrednosti povprečne igre. Hipotezo smo preverili najprej na 2x2 matrikah, kasneje tudi na 3x3 matrikah.

Keywords

matematika;teorija iger;slučajne matrične igre;vrednost igre;sedlo;Nashevo ravnovesje;

Data

Language:	Slovenian
Year of publishing:	2020
Typology:	2.11 - Undergraduate Thesis
Organization:	UL FMF - Faculty of Mathematics and Physics
Publisher:	[T. Bertok]
UDC:	519.8
COBISS:	33321219
Views:	1398
Downloads:	157
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Random matrix games
Secondary abstract:	Random matrix games are ordinary matrix games whose payouts are random variables. The thesis is based on a comparison of the value of the average game and the average value of the game. A matrix game is a random matrix. At the forefront is a test of the hypothesis that a version of Jensen's inequality holds, namely that the average value of the game is always greater than or equal to the value of the average game. We tested the hypothesis first on 2x2 matrices, later also on 3x3 matrices.
Secondary keywords:	mathematics;game theory;random matrix games;game value;saddle point;Nash equilibrium;
Type (COBISS):	Final seminar paper
Study programme:	0
Embargo end date (OpenAIRE):	1970-01-01
Thesis comment:	Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages:	25 str.
ID:	11955967