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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 6, Pages 983–997
(Mi zvmmf637)
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This article is cited in 12 scientific papers (total in 12 papers)
Numerical search for equilibria in bimatrix games
A. V. Orlov, A. S. Strekalovskii Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences
Abstract:
Numerical search for Nash equilibria in a bimatrix game is analyzed by applying the variational approach. To solve an associated nonconvex mathematical programming problem, a modified global search algorithm is proposed that is based on global optimality conditions for this problem. The efficiency of the algorithm is demonstrated by numerical results.
Key words:
bimatrix games, Nash equilibrium point, global search algorithm, bilinear problems of mathematical programming.
Received: 27.12.2004
Citation:
A. V. Orlov, A. S. Strekalovskii, “Numerical search for equilibria in bimatrix games”, Zh. Vychisl. Mat. Mat. Fiz., 45:6 (2005), 983–997; Comput. Math. Math. Phys., 45:6 (2005), 947–960
Linking options:
https://www.mathnet.ru/eng/zvmmf637 https://www.mathnet.ru/eng/zvmmf/v45/i6/p983
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Abstract page: | 818 | Full-text PDF : | 339 | References: | 65 | First page: | 1 |
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