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http://repositoriodigital.ipn.mx/handle/123456789/21933
Título : | Computing the Strong Nash Equilibrium For Conforming Coalitions |
Autor : | Clepner Kerik, Julio Bernardo Delgadillo, Gabriela |
Palabras clave : | Strong Nash equilibrium Pareto front Game theory Markov processes |
Fecha de publicación : | 2015 |
Resumen : | 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. |
URI : | http://www.repositoriodigital.ipn.mx/handle/123456789/21933 |
Aparece en las colecciones: | Revistas |
Ficheros en este ítem:
Fichero | Descripción | Tamaño | Formato | |
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Delgadillo2198-base-REPO.pdf | 225.79 kB | Adobe PDF | Visualizar/Abrir |
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