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A Computational Method for Solving N-Person Game

Авторы: Enkhbat R., Batbileg S., Tungalag N., Anikin A., Gornov A.

Журнал: Известия Иркутского гос. ун-та. Сер. Математика

Том: 20

Номер:

Год: 2017

Отчётный год: 2017

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Аннотация: The nonzero sum n-person game has been considered. It is well known that the game can be reduced to a global optimization problem [5; 7; 14]. By extending Mills’ result [5], we derive global optimality conditions for a Nash equilibrium. In order to solve the problem numerically, we apply the Curvilinear Multistart Algorithm [2; 3] developed for finding global solutions in nonconvex optimization problems. The proposed algorithm was tested on three and four person games. Also, for the test purpose, we have considered competitions of 3 companies at the bread market of Ulaanbaatar as the three person game and solved numerically.

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