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On computational search for Nash equilibrium in hexamatrix games

Авторы: Orlov A.V., Strekalovsky A.S., Batbileg S.

Журнал: Optimization Letters

Том: 10

Номер: 2

Год: 2016

Отчётный год: 2016


Местоположение издательства:


Аннотация: The problem of numerical finding of a Nash equilibrium in a 3-player polymatrix game is considered. Such a game can be completely described by six matrices, and it turns out to be equivalent to the solving a nonconvex optimization problem with a bilinear structure in the objective function. Special methods of local and global search for the optimization problem are proposed and investigated. The results of computational solution of the test game are presented and analyzed.

Индексируется WOS: 1

Индексируется Scopus: 0

Индексируется РИНЦ: 1

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