Computing the Strong Nash Equilibrium For Conforming Coalitions
Computing the equilibrium point of games plays an important in computer science. A large number of methods are known for finding a Nash equilibrium. Nevertheless, Nash equilibrium can be adopted only for non-cooperative games. In the last years, there has been a substantial effort in the development...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2015 |
| País: | México |
| Institución: | Instituto Politécnico Nacional |
| Repositorio: | Repositorio Digital del IPN |
| OAI Identifier: | oai:www.repositoriodigital.ipn.mx:123456789/21933 |
| Acceso en línea: | http://www.repositoriodigital.ipn.mx/handle/123456789/21933 |
| Access Level: | acceso abierto |
| Palabra clave: | Strong Nash equilibrium Pareto front Game theory Markov processes |
| Sumario: | Computing the equilibrium point of games plays an important in computer science. A large number of methods are known for finding a Nash equilibrium. Nevertheless, Nash equilibrium can be adopted only for non-cooperative games. In the last years, there has been a substantial effort in the development methods for finding the Strong Nash Equilibrium useful when coalitions are a fundamental issue. In this paper we present a new method for computing strong Nash equilibria in multiplayer games for a class of ergodic controllable Markov chains. For solving the problem we propose a two steps approach: a) we employ a regularized Lagrange principle to construct the Pareto front and b) we regularized the resulting Pareto front using the Tikhonov’s regularization method for ensuring the existence of a unique equilibrium and make use of the Newton method for converging to the Strong Nash equilibrium. A numerical example illustrates the efficiency of the approach. |
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