دانلود مقاله ISI انگلیسی شماره 79349
ترجمه فارسی عنوان مقاله

محاسبه تعادل نش با تقریب چند جمله ای تکرار شده

عنوان انگلیسی
Computing Nash equilibria by iterated polymatrix approximation
کد مقاله سال انتشار تعداد صفحات مقاله انگلیسی
79349 2004 13 صفحه PDF
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Journal of Economic Dynamics and Control, Volume 28, Issue 7, April 2004, Pages 1229-1241

پیش نمایش مقاله
پیش نمایش مقاله  محاسبه تعادل نش با تقریب چند جمله ای تکرار شده

چکیده انگلیسی

This article develops a new algorithm for computing Nash equilibria of N-player games. The algorithm approximates a game by a sequence of polymatrix games in which the players interact bilaterally. We provide sufficient conditions for local convergence to an equilibrium and report computational experience. The algorithm convergences globally and rapidly on test problems, although in theory it is not failsafe because it can stall on a set of codimension 1. But it can stall only at an approximate equilibrium with index +1, thus allowing a switch to the global Newton method, which is slower but can fail only on a set of codimension 2. Thus, the algorithm can be used to obtain a fast start for the more reliable global Newton method.