纳什均衡
最佳反应
数理经济学
数学
ε平衡
数学优化
博弈论
正常形式游戏
均衡选择
计算机科学
解决方案概念
随机博弈
应用数学
出处
期刊:2009 Proceeding of International Conference on Methods and Models in Computer Science (ICM2CS)
日期:2009-12-01
卷期号:: 1-5
被引量:42
标识
DOI:10.1109/icm2cs.2009.5397970
摘要
In this paper, we consider a finite n-person non cooperative game. A non-linear optimization model is formulated in a space of dimension equal to sum of the total number of pure strategies in the game and the number of players. A Nash equilibrium of the given game is shown to be equivalent to an optimal solution of the optimization model with zero optimal value. The algorithm is coded in MATLAB using sequential quadratic programming based quasi Newton technique. To make the algorithm user-friendly, a GUI enabled software is developed. Performance of the software is analyzed. Our computational experience has been very satisfactory.
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