Game strategies for decision making in hierarchical systems. I. Mathematical model of stochastic game
DOI:
https://doi.org/10.20535/SRIT.2308-8893.2019.3.06Keywords:
decision making, hierarchical system, conditions of uncertainty, stochastic game, mathematical modelAbstract
A mathematical model of a stochastic game for decision making in hierarchical systems under uncertainty conditions is developed. The essence of the game consists in aligning the players' pure strategies to achieve a consensus or a majoritarian collective solution. The parameterization of the game model for the separation of the autocratic, anarchic, and democratic hierarchical structures of decision-making systems is carried out. A Markov recurrent method for solving a stochastic game based on a stochastic approximation of the complementary slackness condition has been developed.References
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