Direct Evolutionary Search for Nash Equilibria Detection

Authors

  • Rodica Ioana Lung Babes-Bolyai University of Cluj Napoca Faculty of Economics and Business Administration

Keywords:

Mixed form Nash equilibria, Evolutionary algorithms, generative relation

Abstract

A Direct method of computing mixed form Nash equilibria of a normal form game by using a simple evolutionary algorithm is proposed. The Direct Evolutionary Search algorithm (DES) uses a generative relation for Nash equilibria with binary tournament selection and uniform mutation. Numerical experiments are used to illustrate the efficiency of the method.

Author Biography

Rodica Ioana Lung, Babes-Bolyai University of Cluj Napoca Faculty of Economics and Business Administration

Associate proffesor at the Department of Statistics, Forecasting, Mathematics

References

Rodica Ioana Lung and D. Dumitrescu (2008); Computing nash equilibria by means of evolutionary omputation, Intrenational Journal of Computers Communications & Control, Suppl. ssue, 3(5):364-368.

Richard D. McKelvey and Andrew McLennan (1996); Computation of equilibria in finite ames. In H. M. Amman, D. A. Kendrick, and J. Rust, editors, Handbook of Computational conomics, volume 1 of Handbook of Computational Economics, chapter 2, pp. 87-142, lsevier, 1996.

Richard D. McKelvey, Andrew M. McLennan, and Theodore L. Turocy (2010); Gambit: oftware tools for game theory, Technical report.

John F. Nash (1951) Non-cooperative games, Annals of Mathematics, 54:286-295. http://dx.doi.org/10.2307/1969529

Eugene Nudelman, Jennifer Wortman, Yoav Shoham, and Kevin Leyton-Brown(2004); Run he gamut: A comprehensive approach to evaluating game-theoretic algorithms, Proceedings f the Third International Joint Conference on Autonomous Agents and Multiagent Systems, ashington, DC, USA, 2004. IEEE Computer Society, AAMAS04, 2: 880-887.

Ryan Porter, Eugene Nudelman, and Yoav Shoham (2008); Simple search methods for finding nash equilibrium, Games and Economic Behavior, 63(2): 642-662. http://dx.doi.org/10.1016/j.geb.2006.03.015

Published

2016-07-03

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