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0000\ I Systems Engineering — Theory & Practice ., 0000
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B6 A
New Solution for Chicken Game under Rank-Dependent
Expected Utility Theory
Gong Ri-zhao
School of Business, Hunan Science and Technology University, Hunan, Xiangtan 411201
Abstract Under the conditions of the expected utility theory and without considering the game players’
emotional factors, there are two pure strategy Nash equilibrium and a mixed strategy equilibrium, that is,
{forward , backward}, {back, forward} and all sides adopt�forward�strategy based on 0.4 probability in
chicken game. However, when considering players’ emotional factors and according to the rank-dependent
utility theory to establish a new chicken game model, it found that there exists two Nash equilibrium
solutions in the sense of pure strategy whether the participants have emotional and preferences or not.
But the player’s sentiment index play on a great impact on the existence of equilibrium of chicken game
if considering the players’ emotion and preference factors on the chicken game. If the game both sides
are optimistic or one is an optimist and the other is pessimistic, then all exist the mixed strategy Nash
equilibrium solution but if the two participants are pessimistic, then there exists mixed strategy equilibrium
C�?;: 2010-00-00
ihP::,f��L�yT (09BTJ012), wC4~`��*>L�yT (07JA790084)
;V��[^>npyT (2008ZK
2002), ;V���L�yT (08YBB278) 4;V���[P�N{_H^>zsh�
jd'+:��B (1966-), W, 1�, ;V��~, *�.�, ;V�[X���Gw&, q�T �o*A��:*A�
�1
jqA:15073230906;E-Mail: grzh661205@163.com
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if and only if the sum of the reciprocals of their sentiment index is greater than 1. In addition, For the
different types of participants,the game has a mixed strategy equilibrium solution corresponding function
variation with the participation of sentiment index changes. The results of this theory have very great
reference value to choice the game participants in the practical management decision.
Keywords rank-dependent utility; chicken game; emotional function
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r2
> 1 , O-�UMUMY"
dF6 Nash �8 {p∗, q∗}, C 0 < p∗, q∗ < 0.4;
(3) �- 0 < r1 < 1, r2 > 1, U�9U A "'&
d�B "�&
d�O-�UMUMY"dF6 Nash
�8 {p∗, q∗}, C 0 < p∗ < 0.4 < q∗ < 1;
(4) �- r1 > 1, 0 < r2 < 1 �U�9U A "�&
d��9U B "'&
d�O-�UMY"dF6
Nash �8 {p∗, q∗}, C 0 < q∗ < 0.4 < p∗ < 1�
�Æs) 1-4��
L�kO�Æ
I4 1 M RDEU )�kdtO-�P
k, �-�9Uw"�&
d (r1 > 1, r2 > 1) lm�d)B
C
1
r1
+
1
r2
≤ 1,
O-�1UMF6S?�8 {p∗, q∗}, C 0 < p∗, q∗ < 1�eUMQS?�8 {p∗, q∗} = {1, 0} 3 {0, 1}�
kK�L"��Bd�-Æ
h��9Uw"�&
d�8 r1 =
5
2 , r2 = 2, m{C
1
r1
+
1
r2
=
9
10
≤ 1,
�ÆO� 1�-�1UMF6S?�8 {p∗, q∗}, C 0 < p∗, q∗ < 1�Z5�℄W"|��eG�TO? 1
d-:���B g℄1�
���, R�|/ α = 1.2, β = 1, 0) (4.4) Z y = x1.2, 0) (4.5) Z
y =
2x
3x+ 2
(x− 1), x > 0.
�Æ.) 2, �`W3�0)drt�-UMuo�Ouoe�YMqk x ∈ (1,+∞) X�\�����
&℄MMqk x ∈ (1,+∞) X
x1.2 >
2x
3x+ 2
(x − 1)
9D., f*�J0) y = x1.2 drt}M0) y = 2x3x+2 (x− 1), x > 0 drta���|R��&s�1g
�gi'Z
3x1.2 + 2x0.2 − 2x+ 2 > 0 (4.7)
10 j I � F * A � � o m �
8 F (x) = 3x1.2 + 2x0.2 − 2x+ 2, x ∈ (1,+∞), O F (1) = 5 lm{8
dF (x)
dx
= 3.6x0.2 + 0.4x−0.8 − 2 > 0
|( x ∈ (1,+∞) D.�WI ,M5 (4.7) D.�
=+k��ÆO� 1�B�
L�k|�Æ
M M RDEU )�kdtO-�P
k, �-�9Uw"�&
d (r1 > 1, r2 > 1) lm�d)Rw
uG (r1 = r2 = r > 1), O^ r ≥ 2 �-�1UMF6S?�8eUMQS?�8 {p
∗, q∗} = {1, 0} 3
{0, 1}�
�Æs) 2 3s) 3 dO`℄M.E, B�&
Lm�d)|�8}d0w%iÆ
I4 2 M RDEU )�kdtO-�P
k, 8Æ
(1) �-�9U A Z'&
l'&m�d)"s
�O7"�9U B �N�i��S?d�8�>"|
�m�d)d[rnP0)�u/k��9U A �N�i��S?d�8�>"|�m�d)d[rnm0
)�
(2) �-�9U A Z�&
l�&m�d)"s
�O7"�9U B �N�i��S?d�8�>"%
;|�m�d)d[rnm0)�G���9U A �N” i�” S?d�8�> "%;|�m�d)d[
rnm0)�
(3) �-3�9Uk8"}"fm�(
�O7"�9U�N�i��S?d�8�>Zs
0.4�|
��N�i��S?d�8�>"%;|�m�d)d[rnm0)�
(4) �-3�9U�8RwuGdm�d)�O7G�N�i��S?d�8�>ug�l"%;m
�d)d[rnm0)�
��( g�eG�&�L�-��k} (�9U) dm�1�0wxF6S?�8dUM
�l
|�8S?dW~ws>�7Wd0w�
5 A3&F
�Æ�{<��o}F6S?�8�e��%l�Æu/dm�d)℄1L α, β |/d
�{:�Æ0
) (4.4) 3 (4.5) oLrtuo�) (x∗, y∗), LF.u/d'DU�
LF6S?�8} {p∗, q∗}�
=SX: �-3�9U�8G(
dm��Uw"'&
dIw"�&
d�\m�d)1G�tk*
1 kZ*
dm�d)
�
aF6S?�8} {p∗, q∗}�p* 1Æ
* 1. uGm�(
-�F6S?�8�-|-
Table 1. The results of mixed strategy equilibrium under the same emotional type
�9Uw"'&
(r1, r2 < 1) �9Uw"�&
(r1, r2 > 1,
1
r1
+ 1
r2
> 1)
r1 r2 p
∗ q∗ r1 r2 p
∗ q∗
0.2 0.4 0.5024 0.6684 1.1 1.3 0.3134 0.3648
0.3 0.5 0.4968 0.6249 1.2 1.4 0.2799 0.3273
0.4 0.6 0.4840 0.5897 1.5 2.0 0.0867 0.1538
0.6 0.8 0.4470 0.5271 1.9 1.8 0.0449 0.0380
0.8 0.9 0.4269 0.4212 2.0 1.5 0.1538 0.0867
S* 1 �&�L�-3�9Uw"'&
d�\^3}dm�d)G�PW�U3}wH#H1'
&�O3}M�8w:k�N�i��d�>w'~�p�; 0.4.
=S�: �-3�9U�81G(
dm��tk* 2 kZ*
dm�d)
�
aF6S?�8}
{p∗, q∗}�p* 2Æ
* 2. 1Gm�(
-�dF6S?�8�-|-
Table 2. The results of mixed strategy equilibrium under not the same emotional type
m d ��B: L 1) A "�&
B "'&
(r1 > 1, r2 < 1)
r1 r2 p
∗ q∗ r1 r2 p
∗ q∗
0.2 1.5 0.3633 0.8116 1.5 0.6 0.5791 0.3170
0.4 2.0 0.2992 0.7175 2.0 0.5 0.6613 0.2803
0.6 2.5 0.2228 0.6300 2.5 0.4 0.7420 0.2709
0.8 3.0 0.1397 0.5310 3.0 0.3 0.8166 0.2793
0.9 4.0 0.0635 0.4833 4.0 0.2 0.8924 0.2936
S* 2 �&�LÆ"�'&
d�9U3"��&
d�9U��-���&
d�9U�/��2S
bi��U�N�i��d�>�u|xW�
=S�: �-3�9U�8RwuGdm�d)�Um�d) r1 = r2 = r�tk* 3 kZ*
dm�
d)
�
aF6S?�8} {p∗, q∗}�p* 3Æ
* 3. RwuGm�d)-�F6S?�8�-|-
Table 3. The results of mixed strategy equilibrium under exactly the same sentiment index
r < 1 p∗ q∗ r > 1 p∗ q∗
0.2 0.5947 0.5947 1.2 0.3359 0.3359
0.4 0.5532 0.5532 1.3 0.3005 0.3005
0.5 0.5310 0.5310 1.5 0.2209 0.2209
0.7 0.4828 0.4828 1.7 0.1256 0.1256
0.9 0.4292 0.4292 1.8 0.0699 0.0699
S*��&�L�|;3�9U�8RwuGdm�d)WlRz(
dtO-���-7GH�&
(m�d)HW)�O7G�N�i��S?d�>H~�-R�-�E�}kLpWewP|d�8|-�^
{�Mp�k7;�8Wlm�d-�K �"1�Yd�
=SE: �-3�9UkeG#sfk"℄dm�(
�1�h��9U B dm�(
#s��tf
m�d) r2 = 0.5, 1, 2, |;�9U A d1Gm�d)�-��8|-�p* 4Æ
* 4. #s�k} B m�(
-�dF6S?�8�-|-
Table 4. The results of mixed strategy equilibrium under fixed emotional type of player B
r2 = 0.5 B "'&
r2 = 1 B fm� r2 = 2 B "�&
r1 p
∗ q∗ p∗ q∗ p∗ q∗
0.2 0.4750 0.6934 0.4000 0.7702 0.3403 0.8383
0.4 0.5151 0.5728 0.4000 0.6415 0.2992 0.7175
0.6 0.5451 0.4964 0.4000 0.5442 0.2620 0.6069
0.8 0.5694 0.4417 0.4000 0.4655 0.2260 0.5018
1.0 0.5900 0.4000 0.4000 0.4000 0.1895 0.4000
1.2 0.6077 0.3668 0.4000 0.3444 0.1512 0.3004
1.4 0.6234 0.3396 0.4000 0.2969 0.1094 0.2023
1.6 0.6373 0.3167 0.4000 0.2558 0.0625 0.1060
1.8 0.6499 0.2972 0.4000 0.1895 0.0128 0.0197
2.0 0.6613 0.2803 0.4000 0.1628 1UM 1UM
2.2 0.6718 0.2665 0.4000 0.1396
2.4 0.6814 0.2525 0.4000 0.1195
2.6 0.6903 0.2408 0.4000 0.1021
2.8 0.6986 0.2303 0.4000 0.0871
5 )5
12 j I � F * A � � o m �
gV#$
T�3)�`��5
T�3)�:I05
T�3)�UMd"�xr�Y"x2k}
�"��9UY8m�d-��9b?�K3�)� gtO-�d Nash �8}b?�
L5?p81G
d|��
"�K�-�k�9Udm�0wxF6S?�8}dUM
��--�+�w"'&
d�IU""
�'&7Q"��&�O#{UM3�QS?()kd Nash �83"�F6S?�8��--�+�w"
�&d�O^l�^7Gdm�d)d_)a3W; 1�U 1
r1
+ 1
r2
> 1 �5UMF6S?�8��O�eU
M3�QS?()kd Nash �8�W"o"?F�d|�"Rw1a6d�I ,M5m�|�8}UM
0w�
7"�K��9Udm��sxF6S?�8�>dW~��-"�m�d)zsl"'&m�dD
qk�7"�dm�d)HW�Of�N�i��S?d�>$�HW� �"�N�i��d�>$�H
W�,MMzs5+}'&di>k�Z$�"+}�'&�l��gf6\�k�2Sbi��5YH
xWd$*�
_d|�|')�n�87Wdd`�3��h�83h! A3 Bs�Q"x�tO-���9�e
G�"3h�h! A F.Ql��d�hsb`}h! B 8?-�d�9U"'&
d�l`bf�B
dm�d) (h� r2 = 0.5 )�Oh! A Mzs8gby-�d�9U���Mhd�N�"�N��&
d�9U�lH�&H2�RQ�p��Gk�N�;-��6`�{^�-�g�W"-�)�w�8
u/dd`()�
^{� _d|-"Mh�-�8?}dm�0)ZJ0)l�30) u(x) = x dDqk
ad�
�- =m�d0)"f8(
dC ω(0) = 0, ω(1) = 1 d[rnP0)��30) u(x) Zd)�30
)�Om{
ad|-E861G�\"� _y>�5R[d� g!j�|f7� ud�U�"3
� b?�8xWd8�i
��8℄u.Ad�3�
�.KO
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University Press,1944.
[2] Quiggin,J., A Theory of Anticipated Utility[J]. Journal of Economic Behavior and Organization, 1982,3:323-343.
[3] Schmeidler,D., Subjective Probability and Expected Utility without Additivity[J]. Econometrica, 1989,57: 571-
587.
[4] Starmer,C., Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under
Risk[J].Journal of Economic Literature, 2000,8:332-382.
[5] Crowley,P.H., Hawks, Doves and Mixed- symmetry Games[J]. Journal of Theoretical Biology, 2000, 204: 543-563.
[6] Machina,M.J., Expected Utility Theory without the Independent Axiom[J]. Econometrica, 1982,50:277-323.
[7] Quiggin J. Comparative statics for rank-dependent expected utility theory [J]. Journal of Risk and Uncertainty,
1991,4: 339-350.
[8] Enrico D.,Peter.P.W.,On the Intuition of Rank-Dependent Utility[J].The journal of Risk and Uncertainty,2001,23:
281-298.
[9] Machina,M.J.,Choice under Uncertainty: Problems Solved and Unsolved[J]. Journal of Economic Perspectives,1987,
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Behavioral Ecology Sociobiology,1998,42:77-84.
[11] Maynard,Smith and Price,G.R.,The Log
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