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一种求解同时博弈Nash平衡问题的非线性Jacobi算法

A Nonlinear Jacobi Method for Finding Nash Equilibrium of Simultaneous Game
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摘要 针对N个参与人同时博弈的Nash平衡问题,提出了一种非精确非线性Jacobi算法.在适当条件下,证明了所提出的算法全局地收敛到Nash平衡点. This paper proposes a nonlinear Jacobi method for finding a Nash equilibrium of a class of simultaneous game. Under some suitable conditions, the globally convergence to Nash equilibrium of the proposed method is proved.
出处 《湖南理工学院学报(自然科学版)》 CAS 2013年第2期11-15,共5页 Journal of Hunan Institute of Science and Technology(Natural Sciences)
基金 国家自然科学基金(61170308) 福建省自然科学基金(2011J01008) 福建省教育厅科研项目(JA11033) 湖南省教育厅科研项目(10C0753)
关键词 N人同时博弈 NASH平衡 非精确Jacobi算法 全局收敛性 simultaneous game Nash equilibrium nonlinear Jacobi method global convergence
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参考文献5

  • 1Nash, J.: Non-cooperative games [J]. Ann. Math, 1951, 54(2): 286-295.
  • 2F. Facchinei and J-S. Pang. Nash equilibria: the variational approach. In D. P. Palomar and Y. Eldar (Eds.), Convex optimization in signal processing and communications. Cambridge: Cambridge University Press, 2009.
  • 3F. Faechinei, Christian Kanzow. Generalized Nash equilibrium problems[J]. Ann Oper Res, 2010, 175:177-211.
  • 4F. Facchinei, V. Piccilli and M. Seiandrone. Decomposition algorithms for generalized potential games[J]. Comput Optim Appl, 2011, 50:237-262.
  • 5Z. Peng, W. Zhu. An alternating direction method for Nash equilibrium of two-person games with alternating offers[J]. J Optim Theory Appl, 2013, 157: 533-551.

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