福州大学学报(自然科学版)2018,Vol.46Issue(1):1-7,7.DOI:10.7631/issn.1000-2243.16347
求解两人博弈纳什平衡问题的定制临近点算法
Customized proximal point algorithm for Nash equilibrium of two-player games
摘要
Abstract
For a class of two-player games with alternating offers in which the correction is not permitted,this paper proposes a customized proximal point splitting algorithm.The proposed method could be used to simulate the practical game under considered.In the simulated game,there are two players,and they offer alternatively.At each round of the considered game,each player will take consideration on both of the offers given by his (her) rival at the previous and current round,and then make his (her) own decision based on some optimal response rules.The global convergence to Nash equilibrium of the proposed method is proven under some suitable assumptions.Some preliminary numerical results indicate that the proposed method is valid for the game under consideration.关键词
两人轮流博弈/纳什平衡/定制临近点算法/不允许校正/分裂算法Key words
two-player games/Nash equilibrium/customized proximal point algorithm/without correction/splitting algorithm分类
数理科学引用本文复制引用
彭拯,江彬倩,庄杰鹏..求解两人博弈纳什平衡问题的定制临近点算法[J].福州大学学报(自然科学版),2018,46(1):1-7,7.基金项目
国家自然科学基金资助项目(11571074) (11571074)
福建省自然科学基金资助项目(2015J01010) (2015J01010)
福建省教育厅重点资助项目(JA14037) (JA14037)