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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
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.
Received: 29.06.2022 Revised: 04.08.2022 Accepted: 11.08.2022
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
Linking options:
https://www.mathnet.ru/eng/iigum493 https://www.mathnet.ru/eng/iigum/v41/p40
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Abstract page: | 64 | Full-text PDF : | 4428 | References: | 19 |
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