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Bulletin of Irkutsk State University. Series Mathematics, 2022, Volume 41, Pages 40–56
DOI: https://doi.org/10.26516/1997-7670.2022.41.40
(Mi iigum493)
 

Dynamic systems and optimal control

Hybrid global search algorithm with genetic blocks for solving hexamatrix games

Andrei V. Orlov

Matrosov Institute for System Dynamics and Control Theory SB RAS, Irkutsk, Russian Federation
References:
Abstract: This work addresses the development of a hybrid approach to solving three-person polymatrix games (hexamatrix games). On the one hand, this approach is based on the reduction of the game to a nonconvex optimization problem and the Global Search Theory proposed by A.S. Strekalovsky for solving nonconvex optimization problems with (d.c.) functions representable as a difference of two convex functions. On the other hand, to increase the efficiency of one of the key stages of the global search — constructing an approximation of the level surface of a convex function that generates the basic nonconvexity in the problem under study — operators of genetic algorithms are used. The results of the first computational experiment are presented.
Keywords: polymatrix games of three players, hexamatrix games, Nash equilibrium, Global Search Theory, local search, level surface approximation, genetic algorithm.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation FWEW-2021-0003
The research was funded by the Ministry of Education and Science of the Russian Federation within the framework of the project ”Theoretical foundations, methods and high-performance algorithms for continuous and discrete optimization to support interdisciplinary research” (No. of state registration: 121041300065-9, code FWEW-2021-0003).
Received: 29.06.2022
Revised: 04.08.2022
Accepted: 11.08.2022
Bibliographic databases:
Document Type: Article
UDC: 519.853.4
MSC: 90C26
Language: English
Citation: Andrei V. Orlov, “Hybrid global search algorithm with genetic blocks for solving hexamatrix games”, Bulletin of Irkutsk State University. Series Mathematics, 41 (2022), 40–56
Citation in format AMSBIB
\Bibitem{Orl22}
\by Andrei~V.~Orlov
\paper Hybrid global search algorithm with genetic blocks for solving hexamatrix games
\jour Bulletin of Irkutsk State University. Series Mathematics
\yr 2022
\vol 41
\pages 40--56
\mathnet{http://mi.mathnet.ru/iigum493}
\crossref{https://doi.org/10.26516/1997-7670.2022.41.40}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4488902}
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