| 求解广义纳什均衡问题的一种下降算法 |
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| 引用本文： | 赵晶,屈彪.求解广义纳什均衡问题的一种下降算法[J].菏泽学院学报,2010,32(2):1-4,22. |
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| 作者姓名： | 赵晶 屈彪 |
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| 作者单位： | 曲阜师范大学运筹与管理学院,山东日照,276826 |
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| 基金项目： | 国家自然科学基金资助项目(10701047) |
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| 摘 要： | 广义纳什均衡问题是一种非合作博弈,其每一个竞争者的策略集和目标函数都要依靠其他竞争者的策略集.最近,Heusinger和Kanzow利用Nikaido-Isoda函数把广义纳什均衡问题转化为一种带约束的优化问题.在此基础上提出了一种下降型算法,并且证明了算法的全局收敛性.
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| 关 键 词： | 广义纳什均衡 正则解 下降算法 |
A Descent Method For Solving the Generalized Nash Equilibrium |
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| ZHAO Jing,QU Biao.A Descent Method For Solving the Generalized Nash Equilibrium[J].Journal of Heze University,2010,32(2):1-4,22. |
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| Authors: | ZHAO Jing QU Biao |
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| Institution: | College of Operations Research and Management Sciencse;Qufu Normal University;Rizhao Shandong 276826;China |
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| Abstract: | The Generalized Nash equilibrium(GNEP) is a noncooperative game in which the strategy of each player,as well as his payoff function may depend on the strategies of all players.In this paper,based on the unconstrained optimal reformulation of GNEP by Nikaido-Isoda-function,a new descent algorithm for solving GNEP is proposed.Finally,we prove the algorithm is globally convergent. |
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| Keywords: | Generalized Nash equilibrium problem normalized Nash equilibrium descent method |
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