Finding the Nash equilibria of $ n $-person noncooperative games via solving the system of equations

In this paper, we mainly study the equivalence and computing between Nash equilibria and the solutions to the system of equations. First, we establish a new equivalence theorem between Nash equilibria of $ n $-person noncooperative games and solutions of algebraic equations with parameters, that is, finding a Nash equilibrium point of the game is equivalent to solving a solution of the system of equations, which broadens the methods of finding Nash equilibria and builds a connection between these two types of problems. Second, an adaptive differential evolution algorithm based on cultural algorithm (ADECA) is proposed to compute the system of equations. The ADECA algorithm applies differential evolution (DE) algorithm to the population space of cultural algorithm (CA), and increases the efficiency by adaptively improving the mutation factor and crossover operator of the DE algorithm and applying new mutation operation. Then, the convergence of the ADECA algorithm is proved by using the finite state Markov chain. Finally, the new equivalence of solving Nash equilibria and the practicability and effectiveness of the algorithm proposed in this paper are verified by computing three classic games.

[1]  Xing Wang A computational approach to dynamic generalized Nash equilibrium problem with time delay , 2022, Communications in nonlinear science & numerical simulation.

[2]  Kok Lay Teo,et al.  Generalized Nash equilibrium problem over a fuzzy strategy set , 2021, Fuzzy Sets Syst..

[3]  Yiguang Hong,et al.  Distributed algorithm for ε-generalized Nash equilibria with uncertain coupled constraints , 2021, Autom..

[4]  Sergio Grammatico,et al.  An asynchronous distributed and scalable generalized Nash equilibrium seeking algorithm for strongly monotone games , 2020, Eur. J. Control.

[5]  Liping Zhang,et al.  Finding Nash equilibrium for a class of multi-person noncooperative games via solving tensor complementarity problem , 2019, Applied Numerical Mathematics.

[6]  S. Xiang,et al.  Strongly essential set of Ky Fan's points and the stability of Nash equilibrium ☆ , 2018 .

[7]  Takuma Kunieda,et al.  Finance and Economic Growth in a Dynamic Game , 2018, Dyn. Games Appl..

[8]  S. Xiang,et al.  Stability of fixed points of set-valued mappings and strategic stability of Nash equilibria , 2017 .

[9]  Marcus Schaefer,et al.  Fixed Points, Nash Equilibria, and the Existential Theory of the Reals , 2017, Theory of Computing Systems.

[10]  Farzad Salehisadaghiani,et al.  Distributed Nash equilibrium seeking: A gossip-based algorithm , 2016, Autom..

[11]  Zheng-Hai Huang,et al.  Formulating an n-person noncooperative game as a tensor complementarity problem , 2016, Comput. Optim. Appl..

[12]  Bernhard von Stengel,et al.  Strong Nash equilibria and mixed strategies , 2015, International Journal of Game Theory.

[13]  大場 和久,et al.  超立方体交叉手法を用いた Differential Evolution の提案 , 2013 .

[14]  M. N. Vrahatis,et al.  Computing Nash equilibria through computational intelligence methods , 2005 .

[15]  C. E. Lemke,et al.  Equilibrium Points of Bimatrix Games , 1964 .

[16]  Harlan D. Mills,et al.  Equilibrium Points in Finite Games , 1960 .

[17]  Ziyang Meng,et al.  Continuous-time distributed Nash equilibrium seeking algorithms for non-cooperative constrained games , 2021, Autom..

[18]  Shuwen Xiang,et al.  Differential evolution particle swarm optimization algorithm based on good point set for computing Nash equilibrium of finite noncooperative game , 2021, AIMS Mathematics.

[19]  Eric van Damme,et al.  Non-Cooperative Games , 2000 .

[20]  K. Vrieze,et al.  A course in game theory , 1992 .

[21]  J. Howson Equilibria of Polymatrix Games , 1972 .

[22]  J. Nash Equilibrium Points in N-Person Games. , 1950, Proceedings of the National Academy of Sciences of the United States of America.